稳态随机过程激励下基于首次超越破坏的结构优化设计

把结构系统动力可靠性分析与最优化设计结合起来 ,以结构系统的最小质量为目标函数 ,给出了考虑在平稳随机过程激励下多自由度线性系统总的可靠性的结构优化设计方法。运用谱分析理论 ,推导了结构系统在平稳随机过程激励下响应的统计特征 ,同时结合首次超越破坏的Possion模型计算结构系统的可靠性 ,最终采用广义乘子法得到结构系统设计变量的最优值。计算结果表明该方法是可行的     

具有随机寿命的二维期权定价

由于期权合约在到期日之前可能被终止及标的资产的价格可能会因重大信息的到达而发生跳跃 ,文中在假设合约被终止的风险与重大信息导致的价格跳跃风险皆为非系统的风险情况下 ,应用无套利资本资产定价及Feynman kac公式 ,首先研究了标的资产服从连续扩散过程和跳—扩散过程具有随机寿命的交换期权定价 ,得到相应的定价公式 ;然后 ,研究了标的资产服从跳—扩散过程及利率随机变化具有随机寿命的期权定价 ,得到相应的定价公式     

Optimal control policies in service systems with limited information on the downstream stage

Existing models in multistage service systems assume full information on the state of downstream stages. In this paper, we investigate how much the lack of such information impacts jobs' waiting time in a two‐stage system with two types of jobs at the first stage. The goal is to find the optimal control policy for the server at the first stage to switch between type‐1 and type‐2 jobs, while minimizing the long‐run average number of jobs in the system. We identify control policies and corresponding conditions under which having no or partial information, the system can still capture the most benefit of having full information.     

武警部队开进路线问题的蚂蚁算法研究

部队开进路线问题是类似于TSP的NP问题。本文将蚂蚁算法应用于部队开进路线问题中,在综合考量每条路径的通行条件、隐蔽性、迂回道路数量基础上,通过层次分析法求出每条路径的权值,进而运用蚂蚁算法原理对问题设计算法。算法用Delphi实现,通过对实际部队开进路线问题的测试,得到较好结果。相对于传统的经验选择路径方法,此方法更少依赖选择主体的主观性,从而更具客观性与可重复性。     

武器装备论证及AHP层次分析法的应用

论证是装备研发过程中首要的、不可或缺的过程,涉及到不同层次、不同领域、不同学科的知识（自然科学、社会科学、工程技术等）,要处理定性的和定量的不同类型的信息和数据。如何把这些知识综合集成起来,解决决策和组织管理问题,需要有科学的方法来支持。本文试以AHP层次分析法解决实际问题一例,见诸论证方法之一斑,为涉及装备论证的科研、管理、决策人员自觉运用科学论证方法起到一点积极作用。     

形成性评价在大学英语教学中的应用

大学英语教学评价研究是大学英语教学改革的内在需要。随着大学英语教学改革的进行,注重知识和运用能力培养的形成性评价在英语教学中受到了越来越多的关注。形成性评价的主要目的是支持高质量的学习,因此,形成性评价应该成为最重要的教学评价模式。形成性评价有助于教员了解学员的学习进展,以便不断调整教学,满足学员的需求,提高教学质量。     

基于马尔可夫更新过程的装甲装备使用可用度模型

针对在装甲装备使用可用度评估中,采用统计评估法存在统计周期长和不能用于研制阶段的缺点,利用马尔可夫更新过程,建立了考虑工作时间、修复性维修时间、延误时间和预防性维修时间的装甲装备的稳态可用度模型,并进行了示例应用。该模型可以在装备研制阶段,根据装备各项时间参数的分布,来估计装甲装备的使用可用度,可为装备设计、装备维修间隔期规划等提供理论和方法指导。     

Technical note: A computationally efficient algorithm for undiscounted Markov decision processes with restricted observations

We present a computationally efficient procedure to determine control policies for an infinite horizon Markov Decision process with restricted observations. The optimal policy for the system with restricted observations is a function of the observation process and not the unobservable states of the system. Thus, the policy is stationary with respect to the partitioned state space. The algorithm we propose addresses the undiscounted average cost case. The algorithm combines a local search with a modified version of Howard's (Dynamic programming and Markov processes, MIT Press, Cambridge, MA, 1960) policy iteration method. We demonstrate empirically that the algorithm finds the optimal deterministic policy for over 96% of the problem instances generated. For large scale problem instances, we demonstrate that the average cost associated with the local optimal policy is lower than the average cost associated with an integer rounded policy produced by the algorithm of Serin and Kulkarni Math Methods Oper Res 61 (2005) 311–328. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Quality control chart design under Jidoka

We consider design of control charts in the presence of machine stoppages that are exogenously imposed (as under jidoka practices). Each stoppage creates an opportunity for inspection/repair at reduced cost. We first model a single machine facing opportunities arriving according to a Poisson process, develop the expressions for its operating characteristics and construct the optimization problem for economic design of a control chart. We, then, consider the multiple machine setting where individual machine stoppages may create inspection/repair opportunities for other machines. We develop exact expressions for the cases when all machines are either opportunity‐takers or not. On the basis of an approximation for the all‐taker case, we then propose an approximate model for the mixed case. In a numerical study, we examine the opportunity taking behavior of machines in both single and multiple machine settings and the impact of such practices on the design of an X – Q C chart. Our findings indicate that incorporating inspection/repair opportunities into QC chart design may provide considerable cost savings. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

考虑不完全维修的可修串联系统可用度模型

可用度是衡量系统可靠性、维修性水平的一个重要指标.提出一类基于gamma劣化过程的可修串联系统的可用度计算方法.该方法从构成系统部件的状态出发,用gamma过程刻画部件的退化失效规律,同时考虑系统维修效果的不完全性,在此基础上推导出系统可用度的表达式.最后用一个算例验证了研究模型的合理性.