Robust shortest path planning and semicontractive dynamic programming

In this article, we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is reached with a minimum cost path under the worst possible instance of the uncertainty. Problems of this type arise, among others, in planning and pursuit‐evasion contexts, and in model predictive control. Our analysis makes use of the recently developed theory of abstract semicontractive dynamic programming models. We investigate questions of existence and uniqueness of solution of the optimality equation, existence of optimal paths, and the validity of various algorithms patterned after the classical methods of value and policy iteration, as well as a Dijkstra‐like algorithm for problems with nonnegative arc lengths.© 2016 Wiley Periodicals, Inc. Naval Research Logistics 66:15–37, 2019     

面向大规模容器集群的网络控制技术

针对容器技术在网络层面缺乏控制的问题,设计一套面向大规模容器集群的网络控制架构,分别从容器集群网络的灵活组网、智能适配以及安全隔离三个方向进行研究,主要解决大规模容器集群部署中的网络适配和隔离控制等关键问题。实验结果表明,设计的网络控制架构可以根据网络特点有针对性地实现虚拟局域网的快速划分、网络节点的稳定迁移和节点通信的精确隔离控制。     

近地卫星Ka频段数传链路抗雨衰自适应模式设计

针对近地卫星数传时的信道时变性和严重的Ka频段雨衰现象,采用自适应编码调制(Adaptive Coding and Modulation, ACM)技术能够充分利用链路资源,相对于传统的固定编码调制方式,进一步提高链路的数据吞吐量。提出近地卫星Ka频段数传链路ACM模式设计方法,在降雨环境下建立Ka频段数传链路模型,根据链路预算的信道状况确定ACM选用模式;采用基于导频符号的最大似然信噪比估计算法结合移动平均的平滑方法实现信道估计,有效地减小了估计值的波动。仿真结果表明,无论晴天还是雨天,采用提出的卫星数传链路ACM模式设计方法,能够在保证系统可靠性的同时获取较高的数据吞吐量。     

深度置信网络在导弹攻击区分类中的应用

针对传统导弹攻击区解算方法忽略双方态势变化等问题,提出运用深度置信网络的导弹攻击区分类模型。根据导弹命中情况与目标机动间的关系,将导弹攻击区划分为五类。通过分析影响导弹攻击结果的态势参数,构建导弹攻击结果预测模型。在实验部分,结合重构误差和测试错误率确定深度置信网络的网络结构,通过逐层提取数据法分析模型参数特征并且讨论微调数据的采样方式。使用反向传播神经网络和支持向量机进行分类有效性对比实验。实验结果表明：深度置信网络运行速度和预测准确度明显优于其他两种方法,满足实时性和准确性要求,所提方法具有良好的应用价值。     

Stage life testing

In progressive censoring, items are removed at certain times during the life test. Commonly, it is assumed that the removed items are used for further testing. In order to take into account information about these additional testing in inferential procedures, we propose a two‐step model of stage life testing with one fixed stage‐change time which incorporates information about both the removed items (further tested under different conditions) and those remaining in the current life test. We show that some marginal distributions in our model correspond either to progressive censoring with a fixed censoring time or to a simple‐step stress model. Furthermore, assuming a cumulative exposure model, we establish exact inferential results for the distribution parameters when the lifetimes are exponentially distributed. An extension to Weibull distributed lifetimes is also discussed.     

Pairwise model discrimination with applications in lifetime distributions and degradation processes

Reliability data obtained from life tests and degradation tests have been extensively used for purposes such as estimating product reliability and predicting warranty costs. When there is more than one candidate model, an important task is to discriminate between the models. In the literature, the model discrimination was often treated as a hypothesis test and a pairwise model discrimination procedure was carried out. Because the null distribution of the test statistic is unavailable in most cases, the large sample approximation and the bootstrap were frequently used to find the acceptance region of the test. Although these two methods are asymptotically accurate, their performance in terms of size and power is not satisfactory in small sample size. To enhance the small‐sample performance, we propose a new method to approximate the null distribution, which builds on the idea of generalized pivots. Conventionally, the generalized pivots were often used for interval estimation of a certain parameter or function of parameters in presence of nuisance parameters. In this study, we further extend the idea of generalized pivots to find the acceptance region of the model discrimination test. Through extensive simulations, we show that the proposed method performs better than the existing methods in discriminating between two lifetime distributions or two degradation models over a wide range of sample sizes. Two real examples are used to illustrate the proposed methods.     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

高超声速滑翔导弹气动参数自适应跟踪建模

针对高超声速滑翔导弹跟踪中状态模型构建问题,研究基于制导变量变化规律的气动参数建模方法。对气动参数进行分析,指出传统建模方法的缺点。在假设制导变量服从一阶时滞过程的前提下,利用线性化的气动系数推导气动参数模型,通过分析不同飞行状态下的模型变式,证明模型对目标机动具有自适应性。对模型中未知参数的取值问题进行讨论,实现模型与飞行状态的自适应匹配。仿真结果表明：当目标发生机动时,所提模型性能明显优于传统模型。同时,在不同滤波器参数条件下的仿真结果进一步证实了模型的有效性。     

基于大数据的战区联合作战装备保障决策

大数据技术在决策领域的不断应用,将给装备保障决策方式带来重大变革。本文研究基于大数据的战区联合作战装备保障决策问题,提升信息化条件下装备保障准确、高效的决策方式等方面发挥重大作用。阐述了大数据的基本内涵,在决策领域的应用价值。通过系统推理的方法对战区联合作战装备保障决策的分析,提出基于大数据的战区联合作战装备保障决策基本构想,画出科学决策过程示意图,构建大数据战区联合作战装备保障辅助决策系统。结合研究大数据在战区联合作战装备保障决策领域的现实情况,提出相对应的措施建议。     

军事攻防中的多属性资源分配对策模型

针对资源受限情形下的两阶段攻防资源分配问题,提出一种基于多属性决策的资源分配对策模型。防守者首先将有限的防护资源分配到不同的目标上,继而进攻者选择一种威胁组合方式对目标实施打击。基于博弈论相关知识,模型的求解结果可以使防守者最小化自身损失,使进攻者最大化进攻收益。同时,针对模型的特点,给出了一些推论和证明。通过一个示例验证了模型的合理性以及相关推论的准确性,能够为攻、防双方规划决策提供辅助支持。