Markets for surplus components with a strategic supplier

We study markets for surplus components, which allow manufacturers with excess component inventory to sell to firms with a shortage. Recent developments in internet commerce have the potential to greatly increase the efficiency of such markets. We develop a one‐period model in which a monopolist supplier sells to a number of independent manufacturers who are uncertain about demand for final goods. After uncertainty is resolved, the manufacturers have the opportunity to trade. Because uncertainty is over demand functions, the model allows us to endogenize both the price of final goods and the price of components in wholesale and surplus markets. We derive conditions on demand uncertainty that determine whether a surplus market will increase or decrease supplier profits. Increased costs of transacting on the surplus market may benefit manufacturers, because of the impact of these costs on the supplier's pricing power. The surplus market can decrease overall efficiency of the supply chain, since the benefit of better allocation of components may be outweighed by an increased double‐marginalization effect. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

Predictability of operational processes over finite horizon

Operational processes are usually studied in terms of stochastic processes. The main information measure used for predictability of stochastic processes is the entropy rate, which is asymptotic conditional entropy, thus not suitable for application over a finite horizon. We use the conditional entropy to study the predictability of stochastic processes over the finite horizon. It is well‐known that the conditional entropies of stationary processes decrease as the processes evolve, implying that, on average, their pasts become more informative about prediction of their future outcomes. Some important operational processes such as martingale, models for maintenance policies, nonhomogeneous Poisson, and mixed Poisson processes are nonstationary. We show that as a nonstationary process evolves, it may provide more information or less information about the future state of the system. We develop results for comparing the predictability of stochastic processes. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

空域频域不确定条件下电磁探测卫星规划方法研究

电磁探测卫星对区域目标的覆盖搜索在反恐及海上搜救等领域发挥着重要作用.针对电磁探测卫星区域搜索任务中存在的空域频域不确定性,构建了电磁探测卫星区域搜索问题(EDSASP)中不确定因素的量化描述模型及决策要素模型,提出了基于贝叶斯决策的电磁卫星任务规划方法,并以信息探测收益和前端截获收益为优化目标,建立了空域频域不确定条...     

Capacity allocation with traditional and Internet channels

In this paper we study a capacity allocation problem for two firms, each of which has a local store and an online store. Customers may shift among the stores upon encountering a stockout. One question facing each firm is how to allocate its finite capacity (i.e., inventory) between its local and online stores. One firm's allocation affects the decision of the rival, thereby creating a strategic interaction. We consider two scenarios of a single‐product single‐period model and derive corresponding existence and stability conditions for a Nash equilibrium. We then conduct sensitivity analysis of the equilibrium solution with respect to price and cost parameters. We also prove the existence of a Nash equilibrium for a generalized model in which each firm has multiple local stores and a single online store. Finally, we extend the results to a multi‐period model in which each firm decides its total capacity and allocates this capacity between its local and online stores. A myopic solution is derived and shown to be a Nash equilibrium solution of a corresponding “sequential game.” © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于随机有限集理论的多传感器目标联合检测跟踪算法

针对杂波环境中的目标检测跟踪问题,提出一种基于随机有限集理论的多传感器目标联合检测跟踪算法。算法将目标状态和量测描述为随机集合,建立考虑目标出现、目标保持、目标消失等情况的目标状态随机有限集模型,以及考虑漏检和虚警的多传感器量测随机有限集模型。将目标的联合检测跟踪问题构建为目标状态集合的贝叶斯最优估计问题,并基于随机有限集理论对该贝叶斯估计算法的递推表达式进行严格理论推导。采用序贯蒙特卡罗技术实现算法的递推滤波。仿真结果验证了该算法的有效性以及算法相对于传统基于数据关联算法的性能优势。     

应力-强度模型的Bayes可靠性分析

当应力、强度分别服从于正态分布、指数分布和Weibull分布时 ,分析了应力 -强度模型的可靠性评估 ,着重讨论了无信息验前下的Bayes可靠性评估。仿真结果表明 ,无信息验前下的评估结论可以很好地用频率学派的观点来解释。     

验前分布的稳健性

研究Bayes统计分析中运用验前信息的稳健性 ,给出了正态分布期望值验前分布和指数寿命型分布失效率验前分布的稳健性分析。所论方法对于飞行器系统试验的精度分析和可靠性评估 ,具有较普遍的意义     

流过泰氟隆烧蚀表面的化学非平衡粘性激波层数值研究

本文对有泰氟隆烧蚀的化学非平衡粘性激波层流场进行了数值模拟。应用空间推进与总体迭代相结合的求解方法，采用１９组元、２９种反应的空气—泰氟隆化学反应系统，对化学非平衡粘性激波层流场与泰氟隆壁面烧蚀传热过程进行耦合求解，研究了平衡催化壁和非催化壁条件对粘性激波层烧蚀流场的影响。     

Non‐zero‐sum nonlinear network path interdiction with an application to inspection in terror networks

A simultaneous non‐zero‐sum game is modeled to extend the classical network interdiction problem. In this model, an interdictor (e.g., an enforcement agent) decides how much of an inspection resource to spend along each arc in the network to capture a smuggler. The smuggler (randomly) selects a commodity to smuggle—a source and destination pair of nodes, and also a corresponding path for traveling between the given pair of nodes. This model is motivated by a terrorist organization that can mobilize its human, financial, or weapon resources to carry out an attack at one of several potential target destinations. The probability of evading each of the network arcs nonlinearly decreases in the amount of resource that the interdictor spends on its inspection. We show that under reasonable assumptions with respect to the evasion probability functions, (approximate) Nash equilibria of this game can be determined in polynomial time; depending on whether the evasion functions are exponential or general logarithmically‐convex functions, exact Nash equilibria or approximate Nash equilibria, respectively, are computed. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 139–153, 2017     

三维化学非平衡粘性激波层流场数值模拟

本文通过引进主流贴体坐标 ,将粘性激波层概念推广到三维流场 ,得到了三维粘性激波层方程 ;应用空间推进与总体迭代相结合的求解方法 ,对三维化学非平衡粘性激波层流场进行了数值模拟