Optimal production ramp-up in the smartphone manufacturing industry

Motivated by challenges in the smartphone manufacturing industry, we develop a dynamic production ramp-up model that can be applied to economically satisfy nonstationary demand for short-life-cycle products by high-tech companies. Due to shorter life cycles and more rapid evolution of smartphones, production ramp-up has been increasingly critical to the success of a new smartphone. In the production ramp-up, the key challenge is to match the increasing capacity to nonstationary demand. The high-tech smartphone manufacturers are urged to jointly consider the effect of increasing capacity and decreasing demand. We study the production planning problem using a high-dimensional Markov decision process (MDP) model to characterize the production ramp-up. To address the curse of dimensionality, we refine Monte Carlo tree search (MCTS) algorithm and theoretically analyze its convergence and computational complexity. In a real case study, we find that the MDP model achieves revenue improvement by stopping producing the existing product earlier than the benchmark policy. In synthetic instances, we validate that the proposed MCTS algorithm saves computation time without loss of solution quality compared with traditional value iteration algorithm. As part of the Lenovo production solution, our MDP model enables high-tech smartphone manufacturers to better plan the production ramp-up.     

考虑非线性退化与随机失效阈值的剩余寿命预测

针对广泛存在的非线性退化设备,现有方法尚未考虑随机失效阈值对剩余寿命预测结果的影响。因此,通过对设备性能退化过程进行分析,提出了一种综合考虑非线性退化与随机失效阈值的剩余寿命预测方法。基于Wiener过程构建了考虑个体差异与测量误差的非线性退化模型;基于卡尔曼滤波算法建立状态空间模型以实现对退化状态的在线更新;基于极大似然法估计失效阈值分布系数估计方法,得到随机失效阈值的概率分布;基于随机失效阈值推导出剩余寿命的概率分布,实现对剩余寿命的在线预测。算例研究表明,所提方法可以有效地提升剩余寿命预测的准确性,具备一定工程应用价值。     

Revenue maximization in two-station tandem queueing systems

We study optimal pricing for tandem queueing systems with finite buffers. The service provider dynamically quotes prices to incoming price sensitive customers to maximize the long-run average revenue. We present a Markov decision process model for the optimization problem. For systems with two stations, general-sized buffers, and two or more prices, we describe the structure of the optimal dynamic pricing policy and develop tailored policy iteration algorithms to find an optimal pricing policy. For systems with two stations but no intermediate buffer, we characterize conditions under which quoting either a high or a low price to all customers is optimal and provide an easy-to-implement algorithm to solve the problem. Numerical experiments are conducted to compare the developed algorithms with the regular policy iteration algorithm. The work also discusses possible extensions of the obtained results to both three-station systems and two-station systems with price and congestion sensitive customers using numerical analysis.     

电磁发射系统改进FAHP-神经网络健康评估方法

准确定量评估电磁发射系统发射前的健康状态意义重大。针对模糊层次分析方法(Fuzzy Analytic Hierarchy Process, FAHP)在评估电磁发射系统串行结构同级元素健康值时存在较大偏差,且无法适用系统非线性变权重需求的缺陷,提出改进FAHP-神经网络方法。通过在计算同级元素健康指数时构造能够满足串行结构健康评估的非线性函数进行计算,并在数学上证明该方法的有效性;通过引入神经网络系统,在已有的系统先验信息和测量数据的基础上训练模型解决系统健康评估非线性变权重需求。基于电磁发射系统脉冲成形网络系统建立健康评估模型,开展评估试验。结果表明,提出的方法健康评估精度较高,在各种系统健康状态下,评估结果均符合系统实际的健康状况;对比传统的FAHP,提出的改进方法评估精度大幅提升,且在评估试验中没有出现故障误报和漏报的情况,从而验证了提出方法的可行性和工程实用价值。     

On the reduction of total‐cost and average‐cost MDPs to discounted MDPs

This article provides conditions under which total‐cost and average‐cost Markov decision processes (MDPs) can be reduced to discounted ones. Results are given for transient total‐cost MDPs with transition rates whose values may be greater than one, as well as for average‐cost MDPs with transition probabilities satisfying the condition that there is a state such that the expected time to reach it is uniformly bounded for all initial states and stationary policies. In particular, these reductions imply sufficient conditions for the validity of optimality equations and the existence of stationary optimal policies for MDPs with undiscounted total cost and average‐cost criteria. When the state and action sets are finite, these reductions lead to linear programming formulations and complexity estimates for MDPs under the aforementioned criteria.© 2017 Wiley Periodicals, Inc. Naval Research Logistics 66:38–56, 2019     

基于似然比检验的橡胶密封件加速试验机理一致性判别方法

加速退化试验广泛应用于橡胶密封件等长寿命产品的可靠性评估,试验过程中需要将高应力水平下的试验结果外推到正常应力水平。要获得准确的产品可靠性评估结果,需要保证加速应力下的退化失效机理与正常应力下的退化失效机理一致。基于似然比检验原理,提出加速退化试验机理一致性判别方法及流程。针对失效机理一致与失效机理变化两种场合,提出对数线性及非对数线性两类加速模型,并结合混合效应模型描述产品退化过程。利用似然比检验判断加速模型参数是否变化,完成失效机理一致性判别。仿真算例和应用实例表明,该方法能够有效判别橡胶密封件失效机理是否变化,并找到失效机理不变的应力水平边界。     

Planning gamma accelerated degradation tests with two accelerating variables

Gamma accelerated degradation tests (ADT) are widely used to assess timely lifetime information of highly reliable products with degradation paths that follow a gamma process. In the existing literature, there is interest in addressing the problem of deciding how to conduct an efficient, ADT that includes determinations of higher stress‐testing levels and their corresponding sample‐size allocations. The existing results mainly focused on the case of a single accelerating variable. However, this may not be practical when the quality characteristics of the product have slow degradation rates. To overcome this difficulty, we propose an analytical approach to address this decision‐making problem using the case of two accelerating variables. Specifically, based on the criterion of minimizing the asymptotic variance of the estimated q quantile of lifetime distribution of the product, we analytically show that the optimal stress levels and sample‐size allocations can be simultaneously obtained via a general equivalence theorem. In addition, we use a practical example to illustrate the proposed procedure.     

Maintaining systems with heterogeneous spare parts

We consider the problem of optimally maintaining a stochastically degrading, single‐unit system using heterogeneous spares of varying quality. The system's failures are unannounced; therefore, it is inspected periodically to determine its status (functioning or failed). The system continues in operation until it is either preventively or correctively maintained. The available maintenance options include perfect repair, which restores the system to an as‐good‐as‐new condition, and replacement with a randomly selected unit from the supply of heterogeneous spares. The objective is to minimize the total expected discounted maintenance costs over an infinite time horizon. We formulate the problem using a mixed observability Markov decision process (MOMDP) model in which the system's age is observable but its quality must be inferred. We show, under suitable conditions, the monotonicity of the optimal value function in the belief about the system quality and establish conditions under which finite preventive maintenance thresholds exist. A detailed computational study reveals that the optimal policy encourages exploration when the system's quality is uncertain; the policy is more exploitive when the quality is highly certain. The study also demonstrates that substantial cost savings are achieved by utilizing our MOMDP‐based method as compared to more naïve methods of accounting for heterogeneous spares.     

关于半鞅向量随机积分的一个注

建立了半鞅向量随机积分的一个结果,能方便处理可料过程在向量随机积分意义下对半鞅的分解随可料过程不同而不同的问题.作为其应用,给出了有关文献中定理的简洁证明.并利用其思想,得到了半鞅向量随机积分的一个重要性质.     

传感器协同射频隐身仿真系统性能评估

传感器协同射频隐身是未来战机取得空战优势至关重要的一种能力,它不仅与我方传感器的探测能力有关,还与敌方被动传感器的探测能力有关,同时受到具体对抗过程的影响,故对它的科学评估非常有难度。在详细分析了无源传感器截获有源传感器辐射过程的基础上,提出了传感器级、传感器协同级以及全过程系统级隐身对抗性能评价指标体系,并搭建了相应的射频隐身仿真评估系统,详细阐明了其工作原理和评估流程,为射频隐身系统的论证与研制工作提供参考。