Optimal inventory control policy for periodic‐review inventory systems with inventory‐level‐dependent demand

We consider a setting in which inventory plays both promotional and service roles; that is, higher inventories not only improve service levels but also stimulate demand by serving as a promotional tool (e.g., as the result of advertising effect by the enhanced product visibility). Specifically, we study the periodic‐review inventory systems in which the demand in each period is uncertain but increases with the inventory level. We investigate the multiperiod model with normal and expediting orders in each period, that is, any shortage will be met through emergency replenishment. Such a model takes the lost sales model as a special case. For the cases without and with fixed order costs, the optimal inventory replenishment policy is shown to be of the base‐stock type and of the (s,S) type, respectively. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

组网雷达的改进粒子滤波算法

针对现代战争中有源雷达容易受到干扰和反辐射导弹的摧毁,以及无源雷达隐蔽性高,只能测量方位角度,测量精度小等特点,提出利用集中式有源雷达系统与无源雷达系统协同组网对目标进行跟踪。但是在实际环境中,噪声属性以及有源雷达,无源雷达接收信号的特点决定了组网雷达需要应用非线性滤波技术对信号进行处理。传统的非线性技术包括卡尔曼滤波、扩展卡尔曼滤波(EKF)或无迹卡尔曼滤波(UKF)等方法。非线性近似过程带来的误差相对较大,而且均要求观测噪声和过程噪声为独立或相关的高斯白噪声。而粒子滤波避免了传统非线性滤波方法的缺陷,但是存在粒子退化,于是用EKF和UKF在每一时刻更新粒子,用更新的粒子及其协方差构造重要性函数,然后重采样。仿真实验表明这两种改进粒子滤波方法有很好的效果。     

基于推理的体系对抗条件下空袭目标优选方法

针对体系对抗条件下空袭目标选择缺乏不确定多要素分析能力和足够的自主推理能力,研究了空袭体系的基本作战样式,根据智能决策模拟系统需求,结合决策行为产生机理,建立基于区间数的综合推理模型,给出空袭目标优选规则,提出基于推理的体系对抗条件下空袭目标优选方法,最后给出一个仿真实例。实例结果表明,该方法可作为体系对抗条件下作战仿真系统的重要组成部分,为军事指挥员提供辅助决策支持。     

Robust cubature Kalman filter method for the nonlinear alignment of SINS

Nonlinear initial alignment is a significant research topic for strapdown inertial navigation system(SINS).Cubature Kalman filter(CKF)is a popular tool for nonlinear initial alignment.Standard CKF assumes that the statics of the observation noise are pre-given before the filtering process.Therefore,any unpredicted outliers in observation noise will decrease the stability of the filter.In view of this problem,improved CKF method with robustness is proposed.Multiple fading factors are introduced to rescale the obser-vation noise covariance.Then the update stage of the filter can be autonomously tuned,and if there are outliers exist in the observations,the update should be less weighted.Under the Gaussian assumption of KF,the Mahalanobis distance of the innovation vector is supposed to be Chi-square distributed.Therefore a judging index based on Chi-square test is designed to detect the noise outliers,determining whether the fading tune are required.The proposed method is applied in the nonlinear alignment of SINS,and vehicle experiment proves the effective of the proposed method.     

The art of net assessment and uncovering foreign military innovations: Learning from Andrew W. Marshall’s legacy

ABSTRACT

Andrew W. Marshall, who shaped the way in which contemporary international security experts think about strategy, has been mostly associated with the invention of net assessment. The intellectual sources of this analytical technique, and of the related competitive strategies concept, could be traced to Marshall’s efforts to uncover Soviet post-World War II defense transformations. This article outlines the essence of these Soviet innovations – the empirical frame of reference that inspired Marshall. It provides a new perspective on the history of the net-assessment methodology, advances the debate within strategic studies over the nature of military innovations, and offers insights for experts examining defense transformations worldwide.     

Holmes’ front: constructing a new face of battle for America’s Civil War

ABSTRACT

In his seminal study of the changing nature of warfare between Agincourt and the Somme, military historian John Keegan proposed that future historians might consider combatants’ emotions in their assessments of the impact and nature of conflict. Recent years have witnessed the emergence of the history of emotions as an analytical approach, but rarely, if ever, is this directed toward the study of military history, far less the history of insurgencies and counter-insurgencies. This paper examines America’s civil war (1861–1865) as a case study of the ways in which an emotional history approach might illuminate not the physical experiences of but rather the immediate and longer-term reactions to counter-insurgency conflict through a focus on one specific individual, the future Supreme Court Justice Oliver Wendell Holmes, Jr. It proposes that Holmes, whilst not a man of the ranks, nevertheless can reveal the wider ramifications of civil war and its emotional impact, both individually and culturally. As a relatively limited internecine war, one not fought by professional armies but by volunteer forces, America’s civil war highlights the ways in which the soldier’s response points us toward the kind of emotional revolution that has, to date, mainly been located within the European nations.