Dynamic inventory control with limited capital and short‐term financing

For most firms, especially the small‐ and medium‐sized ones, the operational decisions are affected by their internal capital and ability to obtain external capital. However, the majority of the literature on dynamic inventory control ignores the firm's financial status and financing issues. An important question that arises is: what are the optimal inventory and financing policies for firms with limited internal capital and limited access to external capital? In this article, we study a dynamic inventory control problem where a capital‐constrained firm periodically purchases a product from a supplier and sells it to a market with random demands. In each period, the firm can use its own capital and/or borrow a short‐term loan to purchase the product, with the interest rate being nondecreasing in the loan size. The objective is to maximize the firm's expected terminal wealth at the end of the planning horizon. We show that the optimal inventory policy in each period is an equity‐level‐dependent base‐stock policy, where the equity level is the sum of the firm's capital level and the value of its on‐hand inventory evaluated at the purchasing cost; and the structure of the optimal policy can be characterized by four intervals of the equity level. Our results shed light on the dynamic inventory control for firms with limited capital and short‐term financing capabilities.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 184–201, 2014     

捷联惯导在线标定的时间延迟补偿方法影响分析

在捷联惯导在线标定过程中,由于主惯导的解算和传输延迟,子惯导解算信息与进行匹配的基准信息不能完全同步,有些情况下时间延迟较大,且对标定精度的影响很大。首先介绍了一种消除时间延迟的方法,而后重点仿真研究了该方法中同步误差△t对捷联惯导在线标定精度的影响,仿真结果表明忽略会△t导致个别参数轻微发散,故为了进一步提高标定精度,在标定过程中考虑同步误差△t是必要的。     

某自行火炮全弹道多学科优化设计

为提高某自行火炮弹丸的杀伤效能,寻求该火炮全弹道设计参数间更优的匹配关系,并缩短全弹道设计周期,根据其包含的内弹道、外弹道和终点效应3个分学科之间的耦合关系,建立自行火炮全弹道多学科优化设计模型。以射程最大、杀伤面积最大为优化目标,进行全弹道优化设计。与单目标优化方法对比,多目标优化有效提高了该火炮弹道的综合性能,避免了单个目标优化时其他目标劣化的现象。     

高g值加速度计动态校准的实现方法

针对高g值加速度计动态校准要求激励信号的频率大于加速度计谐振频率的需要,采用小型Hopkinson杆和激光干涉仪构成动态校准系统,对某型高g值加速度传感器进行了校准实验。结果表明:该系统能产生脉宽10滋s以下的窄脉冲加速度激励信号,对一阶谐振频率大于100 k Hz的高g值加速度计可以实现动态校准。     

基于AP-DE算法动态迭代步长的研究

为了促进自适应滤波器的滤波性能,建立了一种变步长的基于直接迭代误差AP-DE算法。通过使得权值均方误差下降速度最大,获得了AP-DE算法的优化迭代步长,并分析了所建立算法权值均方误差的统计特性。     

Concavity and monotonicity properties in a groundwater management model

We consider a discrete‐time groundwater model in which the cost of pumping takes a slightly different form to that which has been traditional in the research literature to date. This enables us to prove that (a) the optimal pumping quantity is nondecreasing in the ground water stock, (b) the stock level remaining after each period's pumping is also nondecreasing in the groundwater stock, (c) the optimal decision is determined by maximizing a concave function, and finally (d) the optimal pumping quantity is nonincreasing in the number of periods to go. We show that (a)–(c), while intuitive, do not hold under traditional modeling assumptions. We also explain the connections between our results and similar ones for some classic problems of operations research. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2011     

基于最优因果化提升结构及子带叠混的低内存DWT实现

基于提升结构的因果化实现及优化在将两带滤波器组转化为单进单出系统时子带系数的叠混模式,提出了一种改进的低内存需求的离散小波变换(Enhanced Low-memory Discrete Wavelet Transform,ELDWT)实现方法.相对于DWT的常规全局实现法,基于ELDWT实现的正、逆离散小波变换均具有与...     

竞争失效场合仿真基加速试验优化设计方法

竞争失效场合加速试验技术是加速试验由简单结构产品向复杂结构产品推广应用的基础,而如何设计试验方案使统计结果最准确、代价最小,是其中的主要研究内容之一.针对传统解析优化方法推导过程比较复杂的问题,提出了一种基于Monte Carlo仿真的竞争失效场合加速试验优化设计方法.在备选方案较多的情况下,通过引入曲面拟合进行间接优...     

光纤捷联惯导系统快速标定方法

为降低光纤捷联惯导系统标定对转台的要求,缩短标定时间,提出了一种利用双轴转台完成的八位置标定方法.根据光纤陀螺和石英加速度计的简化输出模型,在双轴转台上合理选择编排八个标定位置,利用输出脉冲量对光纤惯组的27个参数进行解算.通过数学仿真,该方法与使用传统方法标定精度相当,但标定时间短,方法简单易行.     

基于最优分离矩阵循环迭代的盲源分离次序调整算法

文章针对盲源分离中输出信号帧与帧之间信号衔接顺序的不确定性问题,提出了最优分离矩阵循环迭代算法,将每帧信号分离时目标函数寻优所得分离矩阵作为下一帧循环的初始化矩阵进行迭代来分离信号。理论分析与计算机仿真表明:该算法能有效解决盲分离中信号次序的不确定性问题,具有较强的实际应用价值。