多源信息的Bayes融合精度鉴定方法

为了合理运用多种验前信息 ,文中首先引入了验前信息的可信度的概念 ,由此论述了验前信息与现场试验信息的融合方法 ,给出了多源信息下的Bayes精度鉴定方案。最后以实例说明鉴定方案的运用。     

Variables inspection for SPC‐quarantined production

When a control chart signals an out‐of‐control condition for a production process, it may be desirable to “quarantine” all units produced since the last in‐control SPC sample. This paper presents an efficient procedure for variables inspection of such “SPC quarantined” product. A Bayesian sequential inspection procedure is developed which determines whether the out of control production is of acceptable quality. By inspecting the units in reverse of the order in which they were produced, the procedure is also capable of detecting the point at which the process went out of control, thus eliminating the need to inspect units produced prior to the onset of the out of control condition. Numerical examples are presented, and the performance characteristics of the procedure are demonstrated using Monte Carlo simulation. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 159–171, 2001     

Bayesian testing strategies for software with an operational profile

We consider a software reliability model where the failure rate of each fault depends on the specific operation performed. The software is tested in a given sequence of test cases for fixed durations of time to collect data on failure times. We present a Bayesian analysis of software failure data by treating the initial number of faults as a random variable. Our analysis relies on the Markov Chain Monte Carlo methods and is used for developing optimal testing strategies in an adaptive manner. Two different models involving individual and common faults are analyzed. We illustrate an implementation of our approach by using some simulated failure data. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:747–763, 2001     

初始先验分布未知条件下的DLMR及其Bayes预测

讨论了具有无信息初始先验分布的矩阵变量动态线性模型 (简记为DLMR)及其Bayes预测 ,利用MDIP方法 ,就尺度方差阵∑已知和未知两种情况 ,分别给出模拟初始状态参数(θ1 |D0 )和 (θ1 ,∑ |D0 )的无信息先验分布 ,进而给出其Bayes预测。     

高维非线性电路平衡点稳定性研究

提出了一种新的分析具有分解形式的高维非线性电路平衡点全局渐近稳定的方法.这种方法以矩阵分解为工具,结合平衡点的渐近稳定判据,用分解矩阵的稳定性决定平衡点的全局渐近稳定性.与目前该问题所采用的LIYAPUNOV直接法相比,该方法具有无须判断平衡点的唯一性,判别方法直接明了等优点.电路维数越大时,此方法越有其优势.同时,该方法对于其他形式的非线性系统的分析,也有重要的启发性及应用价值.     

Testing or fault-finding for reliability growth: A missile destructive-test example

A new piece of equipment has been purchased in a lot of size m. Some of the items can be used in destructive testing before the item is put into use. Testing uncovers faults which can be removed from the remaining pieces of equipment in the lot. If t < m pieces of equipment are tested, then those that remain, m₁ = m − t, have reduced fault incidence and are more reliable than initially, but m₁ may be too small to be useful, or than is desirable. In this paper models are studied to address this question: given the lot size m, how to optimize by choice of t the effectiveness of the pieces of equipment remaining after the test. The models used are simplistic and illustrative; they can be straightforwardly improved. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 623–637, 1997     

空陆攻防博弈的动态武器目标分配

大规模作战具有高动态、非完全信息和不确定性,在分析归纳目前解决动态武器目标分配问题的一系列方法的基础上,尝试构建基于双方动态博弈的攻防对抗综合数学模型,并利用纳什均衡和帕累托最优算法进行分阶段求解。结果表明,该数学模型和博弈论方法结合能够有效解决武器目标动态分配问题。     

Stochastic production capacity: A bane or a boon for quick response supply chains?

The quick response (QR) system that can cope with demand volatility by shortening lead time has been well studied in the literature. Much of the existing literature assumes implicitly or explicitly that the manufacturers under QR can always meet the demand because the production capacity is always sufficient. However, when the order comes with a short lead time under QR, availability of the manufacturer's production capacity is not guaranteed. This motivates us to explore QR in supply chains with stochastic production capacity. Specifically, we study QR in a two-echelon supply chain with Bayesian demand information updating. We consider the situation where the manufacturer's production capacity under QR is uncertain. We first explore how stochastic production capacity affects supply chain decisions and QR implementation. We then incorporate the manufacturer's ability to expand capacity into the model. We explore how the manufacturer determines the optimal capacity expansion decision, and the value of such an ability to the supply chain and its agents. Finally, we extend the model to the two-stage two-ordering case and derive the optimal ordering policy by dynamic programming. We compare the single-ordering and two-ordering cases to generate additional managerial insights about how ordering flexibility affects QR when production capacity is stochastic. We also explore the transparent supply chain and find that our main results still hold.     

Purchase and retrieval competition for seasonal produce

We study the competition problem of purchase and multiretrieval of perishable seasonal produce, where wholesalers purchase and stock their products in the first period, and then retrieve and sell them in subsequent periods. We first consider the duopoly case and assume that the prices are exogenous and fluctuate. In each period, after the price realization, the wholesalers retrieve some stock from their warehouses to satisfy their demands. One wholesaler's unsatisfied customers can switch to another and be satisfied by its left retrieved products. Any unsold retrieved stock has no salvage value and any unsatisfied demand is lost. The unretrieved stock is carried to the next period at a perishable rate. The wholesalers compete for the substitute demand by determining their own purchase and retrieval quantities. We show the existence and uniqueness of a pure-strategy Nash equilibrium, and that the Nash equilibrium strategy has the simple “sell-down-to” structure. We also consider the general N-person game and show the existence of the Nash equilibrium, and characterize the structure of the equilibrium strategy for the symmetric case. In addition, we consider the case with endogenous prices, and show that the problem reduces to a repeated newsvendor game with price and inventory competition. We derive the conditions under which a unique Nash equilibrium exists and characterize the equilibrium strategy. Finally, we conduct numerical studies to examine the impacts of the model parameters on the equilibrium outcomes and to generate managerial insights.     

战斗部虚拟试验贝叶斯线性校准预测方法

聚能装药战斗部射虚拟试验中,射流穿深对靶板材料模型参数较敏感。为建立较准确实用的射流穿深预测模型,提出一种贝叶斯线性校准方法,建立物理过程真实值、模型预测值和试验测量值间的统计关系,结合有限的试验数据,校准未知模型参数。实例分析表明,该方法可较好地解决包含各种不确定性的大型复杂计算模型的参数校准问题。