A sequential dynamic pricing model and its applications

Consider a sequential dynamic pricing model where a seller sells a given stock to a random number of customers. Arriving one at a time, each customer will purchase one item if the product price is lower than her personal reservation price. The seller's objective is to post a potentially different price for each customer in order to maximize the expected total revenue. We formulate the seller's problem as a stochastic dynamic programming model, and develop an algorithm to compute the optimal policy. We then apply the results from this sequential dynamic pricing model to the case where customers arrive according to a continuous‐time point process. In particular, we derive tight bounds for the optimal expected revenue, and develop an asymptotically optimal heuristic policy. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Modeling and analysis of flexible queueing systems

We consider queueing systems with multiple classes of customers and heterogeneous servers where customers have the flexibility of being processed by more than one server and servers possess the capability of processing more than one customer class. We provide a unified framework for the modeling and analysis of these systems under arbitrary customer and server flexibility and for a rich set of control policies that includes customer/server‐specific priority schemes for server and customer selection. We use our models to generate several insights into the effect of system configuration and control policies. In particular, we examine the relationship between flexibility, control policies and throughput under varying assumptions for system parameters. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Development programs for one‐shot systems using multiple‐state design reliability models

Design reliability at the beginning of a product development program is typically low, and development costs can account for a large proportion of total product cost. We consider how to conduct development programs (series of tests and redesigns) for one‐shot systems (which are destroyed at first use or during testing). In rough terms, our aim is to both achieve high final design reliability and spend as little of a fixed budget as possible on development. We employ multiple‐state reliability models. Dynamic programming is used to identify a best test‐and‐redesign strategy and is shown to be presently computationally feasible for at least 5‐state models. Our analysis is flexible enough to allow for the accelerated stress testing needed in the case of ultra‐high reliability requirements, where testing otherwise provides little information on design reliability change. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

基于VAR的物价对舰船维修工时费率影响的动态计量分析

在相关性、平稳性和协整性检验基础上,建立舰船维修工时费率与物价之间的VAR模型,并借助Granger因果关系检验、脉冲响应函数分析和方差分解对模型进行动态分析.研究发现:物价与舰船维修工时费率之间存在长期均衡关系,两者互为Granger原因;工时费率会对物价变化产生及时的正向响应,并具有长效性,短期内工时费率受自身惯性的影响较大,随后物价对其影响的贡献率迅速上升,达到与其自身惯性相近的均衡状态;物价对工时费率变化的响应有1 a的时滞,且响应程度相对较小.长期来看,两者相互影响的关系使得工时费率呈波动上升的趋势.     

基于饱和度梯度的彩色序列图像光流场计算

传统的基于亮度守恒的光流法仅利用图像灰度信息进行光流求解,忽略了对包含丰富信息的色彩信息的利用。而彩色光流法虽然利用了彩色图像各通道信息,却忽略了对邻域信息的利用,造成存在各通道线性相关而无法求解的问题。同时,上述方法在光照变化时均不能得到正确的光流场估计。将基于饱和度的梯度计算方法引入灰度光流的计算方法中,提出了基于饱和度梯度的彩色光流计算方法,该方法有效地利用了彩色图像的色彩信息和邻域信息。试验结果证明：该方法提高了算法对光照变化的适应性,得到了更加精确的光流场估计,且避免了各通道线性相关的问题,为运动目标检测奠定了基础。     

转速对动态旋流器流场影响的数值分析

根据计算流体力学方法,对采用不同转速的动态旋流器流场进行数值模拟,深入分析了转速对动态旋流器切向速度、静压以及湍动能的影响。计算采用雷诺应力模型和混合物模型。结果表明:转速对动态旋流器切向速度和静压影响非常大,不但影响其数值大小,对其分布趋势也产生明显影响;转速对动态旋流器湍动能的影响主要集中在旋转栅附近,在转筒后半段转速对湍动能的影响明显弱化,适当提高转速甚至有抑制湍流的作用。     

基于动态贝叶斯网的炮兵战斗效果评估建模仿真

依据炮兵火力作战的特点规律,分析炮兵战斗效果评估的内容、程序、建模过程和影响因素,运用动态Bayesian网建立炮兵战斗效果评估模型,运用主成分分析方法确定评估专家权重,运用Poly Tree的消息传递算法进行评估网络推理分析,最后结合案例仿真验证。结果表明,该研究解决了情报信息不确定性、模糊性和动态性等影响战斗效果精确评估问题。     

临近空间飞行器纵向逆控制系统设计

建立了临近空间飞行器无动力滑翔阶段的纵向运动模型,并应用动态逆方法推导了模型的逆系统.系统相对阶等于绕质心运动模型的系统阶数,实现了绕质心运动模型的线性化.为了克服纵向运动模型的隐动态和参数的不确定性,在内环动态逆控制器的基础上,设计了外环最优调节器.仿真结果表明:飞行器纵向逆控制系统可以准确跟踪俯仰角或攻角指令,并对参数不确定性和外界干扰具有较好的鲁棒性,具有工程适用性.     

基于颜色及梯度统计特征的结核杆菌目标识别

提出一种基于颜色及梯度统计特征的结核杆菌目标识别算法。首先基于HSV颜色空间进行图像预分割,然后在CIE L*a*b*颜色空间进行自适应分割以提取目标精细几何形状。为了适应背景的复杂变化,基于色调一致性假设对疑似目标进行色调一致性检验并剔除大部分伪目标。为了将重叠粘连目标从伪目标中分离出来,提出两个梯度统计特征,然后结合目标的面积、周长、长宽比、圆形度、粗糙度等形态特征,组成7维特征向量送入贝叶斯分类器进行分类。实验结果表明,本文算法能适应标本、染色及图像背景等复杂变化,目标识别率可达91%。     

高动态环境下BFSK信号的快速解调算法

提出了一种适用于高动态环境下,BFSK信号的快速解调算法。该算法基于FFT频率引导和改进的正交锁相环,利用FFT实现对接收信号的快速捕获,利用改进的正交锁相环对接收信号进行动态跟踪。仿真结果表明在高动态环境中该算法可以快速、准确解调BFSK信号。