A partial characterization of the optimal ordering/rationing policy for a periodic review system with two demand classes and backordering

We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

潜艇动力抗沉运动特性分析

采用潜艇垂直面操纵性运动方程、破损舱进水方程和压载水舱排水方程联立构成的潜艇动力抗沉运动方程,研究了2艘不同吨位潜艇的损管特性和动力抗沉运动,其中动力抗沉运动计算包括单独高压气吹除和高压气吹除加操上浮舵2种情况,并讨论了单独高压气吹除、高压气吹除与操舵联合作用的抗沉效能,从而明确了操舵在动力抗沉中的作用。通过对两艇的仿真计算结果的讨论与分析,并用动力不沉性指数Ka定量地评估了转舵在潜艇动力抗沉中的作用。计算结果表明,潜艇中、首部隔舱破损时,转舵在动力抗沉中效能显著,尾部隔舱破损时效能不明显,甚至作用相反。     

一种基于几何特征的虹膜定位算法

虹膜定位是虹膜识别中基础性环节,其精度和速度决定了虹膜识别系统的性能。为提高虹膜定位的速度,提出一种基于圆几何特征的虹膜内边缘定位算法,利用内外边缘中心的耦合特性缩小微积分方法搜索外边缘的范围。实验结果表明,与经典虹膜定位算法相比,提出的算法快速、精确、鲁棒。     

自由漂浮柔性机械臂系统的动力学建模与仿真

动量矩守恒约束使自由漂浮柔性机械臂系统成为非完整系统,其动力学模型通常是难以求解的微分—代数方程,因此提出将机械臂系统等效为一个完整系统进行建模。假设载体存在姿态控制力矩,此时由于不存在动量矩守恒约束,系统变成一个完整系统,采用Lagrange方法建立其动力学方程;令方程中载体的姿态控制力矩为零,即得到自由漂浮机械臂系统的动力学方程;采用数值方法求解动力学方程,并将动力学分析的结果与ADAMS中仿真的结果进行对比,验证了模型能够有效模拟自由漂浮柔性机械臂系统的动力学特性。     

新算法在划船和伪划船效应中的应用

划船效应补偿是高精度捷联惯导系统解算的重要环节。通过研究其误差特性,推导了新的通用划船效应补偿公式。同时提出了角振动环境中伪划船效应的存在,对伪划船效应的产生原因、表达方式以及对捷联惯导系统的影响进行了分析。对新的补偿算法在划船效应和伪划船效应下进行了仿真试验。     

基于复杂网络的作战网络分析

分布式网络化作战是网络中心战的基础,而分布式作战网络的构建是网络化作战的重要前提。首先,运用复杂网络的相关参数分析了多种不同的网络,选择了BA非标度网络作为分布式作战网络的最优表现形式;其次,以BA非标度网络为基础提出了一个适合军事上动态鲁棒性分析的模型DCNCE;最后,仿真结果表明,在以网络效能值为测度的对比下,分布式作战网络在介数毁伤策略下更脆弱,为构建并改进现有的作战网络提供了理论依据。     

Natural gas storage valuation and optimization: A real options application

In this article, we present an algorithm for the valuation and optimal operation of natural gas storage facilities. Real options theory is used to derive nonlinear partial‐integro‐differential equations (PIDEs), the solution of which give both valuation and optimal operating strategies for these facilities. The equations are designed to incorporate a wide class of spot price models that can exhibit the same time‐dependent, mean‐reverting dynamics, and price spikes as those observed in most energy markets. Particular attention is paid to the operational characteristics of real storage units. These characteristics include working gas capacities, variable deliverability and injection rates, and cycling limitations. We illustrate the model with a numerical example of a salt cavern storage facility that clearly shows how a gas storage facility is like a financial straddle with both put and call properties. Depending on the amount of gas in storage the relative influence of the put and call components vary. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Designing and pricing menus of extended warranty contracts

Extended warranties provide “piece of mind” to a consumer in that product failures which occur after the base warranty expires are rectified at little or no cost. They also provide an additional source of revenue for manufacturers or third‐party providers, such as retailers or insurance providers, and help cultivate consumer loyalty. In this article, we analyze a number of extended warranty contracts which differ in design, including restrictions on deferrals and renewals. With the use of dynamic programming, we compute the optimal strategy for a consumer with perfect information and determine the optimal pricing policy for the provider given the consumer's risk characterization. We also provide insight into when different contracts should be issued. Finally, we illustrate how profits can be dramatically increased by offering menus of warranty contracts, as opposed to stand alone contracts, with the use of integer programming. Surprisingly, risk‐taking consumers provide the greatest benefit to offering menus. These insights can help a company develop a comprehensive warranty planning strategy for given products or product lines. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

基于LBDL逻辑的抗DPA攻击电路设计方法

动态差分逻辑是一种典型的电路级差分功耗攻击(DPA)防护技术.这种技术通过使逻辑门保持恒定的翻转率来降低电路功耗与数据信号之间的相关性.介绍了一种新型的、基于查找表(Look-Up-Table,LUT)结构的动态差分逻辑(LBDL),以及基于这种逻辑的集成电路设计方法.该设计方法仅需在传统的半定制设计流程中添加少量的替换操作就可以实现 ,因而比其他完全需要全定制设计的动态差分逻辑具有更好的实用性.而相对同样适用于半定制实现的动态差分逻辑 WDDL(Wave Dynamic Differential Logic),LBDL逻辑解决了逻辑门翻转时刻与数据信号之间的相关性,从而比WDDL逻辑具有更好的功耗恒定性.实验结果表明,该设计方法能够有效实现具有抗DPA攻击性能的电路.     

一种面向应用的NOC缓冲区分配算法

片上互连网络是片上通信问题的有效解决方案,但其存在严重的资源限制.输入缓冲区占据片上网络总面积的显著部分,同时其容量大小对不同应用映射后获得的性能有重要影响.给出一种面向应用数据负载的NOC缓冲区分配算法,针对不同的应用映射,该算法可以根据数据流量分布特征实现各个路由器输入通道上缓冲区资源的定制分配.实验结果表明,使用该算法后,系统缓冲区资源得到了更有效的利用.与均匀分配缓冲区的NOC系统相比,采用该算法实现的缓冲区分配方案使系统在保持性能变化不大的情况下,能够节省约50%的缓冲区总容量.