The impact of military spending cutbacks on economic activity in an incentive‐wage two‐sector aggregative economy∗

We examine the theoretical outcomes of disarmament on economic activity in a two‐sector model of endogenous equilibrium unemployment rate. Three main shocks are analyzed: Exogenous cutbacks in military spending on the capital good and employment, and a reduction in public sector debt. The first shock is contractionary for equilibrium employment if the capital‐goods producing sector is relatively labour‐intensive but expansionary under the alternative factor intensity assumption. The second shock is contractionary for employment under either relative factor intensity assumption. If Ricardian equivalence fails, a reduction in public sector debt is likely to expand long‐term employment (JEL E24).     

New maximum entropy methods for modeling lifetime distributions

This article introduces two new maximum entropy (ME) methods for modeling the distribution of time to an event. One method is within the classical ME framework and provides characterizations of change point models such as the piecewise exponential distribution. The second method uses the entropy of the equilibrium distribution (ED) for the objective function and provides new characterizations of the exponential, Weibull, Pareto, and uniform distributions. With the same moment constraints, the classical ME and the maximum ED entropy algorithms generate different models for the interarrival time. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 427–434, 2014     

基于贝叶斯原理的放大转发中继联合信道估计

在贝叶斯原理的框架下,依据放大转发中继联合信道等价于两段瑞利信道相叠加的特征,将其概率密度分布这一先验知识与接收端的训练序列相结合,得到了最小均方和最大后验两种估计方法。由于两种方法的准确贝叶斯CRB难以求解获得闭合表达式,从最大熵原理出发,结合复高斯分布性质,推导了MLE准则下的CRB相对应的近似贝叶斯CRB,以衡量不同方法的估计精度。仿真结果表明相比于原有的MLE方法,最大后验估计方法在低信噪比下性能改善明显。     

消防管理监督机制新设计

本文探讨了市场经济下的消防管理监督机制的设计,用博弃理论构造了一个消防管理监督模型。提出了新时期消防管理监督应以防火检查和经济惩罚相结合的监管机制。     

Allocation with demand competition: Uniform,proportional, and lexicographic mechanisms

We examine capacity allocation mechanisms in a supply chain comprising a monopolistic supplier and two competing retailers with asymmetric market powers. The supplier allocates limited capacity to retailers according to uniform, proportional, or lexicographic mechanism. We study the impact of these allocation mechanisms on supplier pricing decisions and retailer ordering behavior. With individual order size no greater than supplier capacity, we show that all three mechanisms guarantee equilibrium ordering. We provide precise structures of retailer ordering decisions in Nash and dominant equilibria. Further, we compare the mechanisms from the perspective of the supplier, the retailers, and the supply chain. We show that regardless of whether retailer market powers are symmetric, lexicographic allocation with any priority sequence of retailers is better than the other two mechanisms for the supplier. Further, under lexicographic allocation, the supplier gains more profit by granting higher priority to the retailer with greater market power. We also extend our study to the case with multiple retailers. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 85–107, 2017     

Resource allocation in an asymmetric technology race with temporary advantages

We consider two opponents that compete in developing asymmetric technologies where each party's technology is aimed at damaging (or neutralizing) the other's technology. The situation we consider is different than the classical problem of commercial R&D races in two ways: First, while in commercial R&D races the competitors compete over the control of market share, in our case the competition is about the effectiveness of technologies with respect to certain capabilities. Second, in contrast with the “winner‐takes‐all” assumption that characterizes much of the literature on this field in the commercial world, we assume that the party that wins the race gains a temporary advantage that expires when the other party develops a superior technology. We formulate a variety of models that apply to a one‐sided situation, where one of the two parties has to determine how much to invest in developing a technology to counter another technology employed by the other party. The decision problems are expressed as (convex) nonlinear optimization problems. We present an application that provides some operational insights regarding optimal resource allocation. We also consider a two‐sided situation and develop a Nash equilibrium solution that sets investment values, so that both parties have no incentive to change their investments. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 128–145, 2012     

加权采样的序列蒙特卡罗滤波技术

在处理非线性滤波问题时,常用的几种通过模型近似或计算近似的滤波方法均在某种特定的情况下具有适用性.近年来随着计算机处理能力的快速发展,提出了序列蒙特卡罗滤波方法,因其在处理复杂的非线性和非高斯问题时表现出强大的潜力而引起广泛关注.详述了序列蒙特卡罗滤波算法的基本思想和原理,对其关键技术进行了归纳分析,并指出了该方法亟待解决的一些难点问题.     

Log‐concave and concave distributions in reliability

Nonparametric classes of life distributions are usually based on the pattern of aging in some sense. The common parametric families of life distributions also feature monotone aging. In this paper we consider the class of log‐concave distributions and the subclass of concave distributions. The work is motivated by the fact that most of the common parametric models of life distributions (including Weibull, Gamma, log‐normal, Pareto, and Gompertz distributions) are log‐concave, while the remaining life of maintained and old units tend to have a concave distribution. The classes of concave and log‐concave distributions do not feature monotone aging. Nevertheless, these two classes are shown to have several interesting and useful properties. We examine the closure of these classes under a number of reliability operations, and provide sharp reliability bounds for nonmaintained and maintained units having life distribution belonging to these classes. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 419–433, 1999     

A search game with a protector

A classic problem in Search Theory is one in which a searcher allocates resources to the points of the integer interval [1, n] in an attempt to find an object which has been hidden in them using a known probability function. In this paper we consider a modification of this problem in which there is a protector who can also allocate resources to the points; allocating these resources makes it more difficult for the searcher to find an object. We model the situation as a two‐person non‐zero‐sum game so that we can take into account the fact that using resources can be costly. It is shown that this game has a unique Nash equilibrium when the searcher's probability of finding an object located at point i is of the form (1 − exp (−λ_ix_i)) exp (−μ_iy_i) when the searcher and protector allocate resources x_i and y_i respectively to point i. An algorithm to find this Nash equilibrium is given. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47:85–96, 2000     

考虑仿真可信度的舰炮虚拟校射

为利用仿真模型在有限校射样本的条件下对校射补偿量进行合理估计,对考虑仿真可信度的舰炮虚拟校射方法进行了研究。对自适应加权贝叶斯估计方法进行了研究,一方面对仿真先验可信度的计算方法进行了分析,另一方面对考虑先验可信度的自适应加权贝叶斯估计算法进行了研究。在此基础上,结合舰炮虚拟校射的原理和需求,建立了舰炮虚拟校射诸元误差自适应加权贝叶斯估计模型。仿真验证表明:自适应加权贝叶斯估计方法能够利用试验数据对仿真模型的可信度进行有效验证并进一步实现对目标分布的有效估计;所设计的校射方法能够综合利用仿真模型和校射样本的优势,实现对诸元误差的合理估计,达到有效提高校射精度的目的。