Optimal control of noncollaborative servers in two‐stage tandem queueing systems

We consider two‐stage tandem queueing systems with dedicated servers in each station and a flexible server that is trained to serve both stations. We assume no arrivals, exponential service times, and linear holding costs for jobs present in the system. We study the optimal dynamic assignment of servers to jobs assuming a noncollaborative work discipline with idling and preemptions allowed. For larger holding costs in the first station, we show that (i) nonidling policies are optimal and (ii) if the flexible server is not faster than the dedicated servers, the optimal server allocation strategy has a threshold‐type structure. For all other cases, we provide numerical results that support the optimality of threshold‐type policies. Our numerical experiments also indicate that when the flexible server is faster than the dedicated server of the second station, the optimal policy may have counterintuitive properties, which is not the case when a collaborative service discipline is assumed. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 435–446, 2014     

Optimal patrol to uncover threats in time when detection is imperfect

Consider a patrol problem, where a patroller traverses a graph through edges to detect potential attacks at nodes. An attack takes a random amount of time to complete. The patroller takes one time unit to move to and inspect an adjacent node, and will detect an ongoing attack with some probability. If an attack completes before it is detected, a cost is incurred. The attack time distribution, the cost due to a successful attack, and the detection probability all depend on the attack node. The patroller seeks a patrol policy that minimizes the expected cost incurred when, and if, an attack eventually happens. We consider two cases. A random attacker chooses where to attack according to predetermined probabilities, while a strategic attacker chooses where to attack to incur the maximal expected cost. In each case, computing the optimal solution, although possible, quickly becomes intractable for problems of practical sizes. Our main contribution is to develop efficient index policies—based on Lagrangian relaxation methodology, and also on approximate dynamic programming—which typically achieve within 1% of optimality with computation time orders of magnitude less than what is required to compute the optimal policy for problems of practical sizes. © 2014 Wiley Periodicals, Inc. Naval Research Logistics, 61: 557–576, 2014     

动态WTA问题的混沌人工鱼群算法

针对不同作战平台上多个武器单元对一批目标进行射击时的武器目标分配问题,建立了该问题的数学模型。采用混沌人工鱼群算法对动态条件下的武器目标分配问题进行求解,并设计一个实例进行仿真实验。仿真结果表明,在时间约束条件下该算法较遗传算法更具优越性,验证了混沌人工鱼群算法用于动态武器目标分配的有效性。     

论人的防御火灾意识的更新

通过分析人的素质、行为和能动作用 ,揭示人类防御火灾意识偏低的原因 ,指出人类要实现人与自然协调发展 ,减少火灾的侵袭 ,就必须提高人的素质 ,规范人的行为 ,发挥人的主观能动作用。     

给定人员情况下最小化开发时间和成本的软件项目调度

给出了一种软件项目的随机调度模型.它明确地把调度策略作为输入,一旦调度策略确定,模型就可以输出关于项目的完成时间或成本的一个概率分布.利用随机最优化技术,能够计算出软件项目的一个调度策略,它使得项目在人员给定的情况下开发时间和成本最小.     

基于ADAMS的齿轮传动系统动态特性仿真

介绍了齿轮传动系统的特点,建立了齿轮传动系统动力学仿真模型。基于ADAMS对街轮传动系统的动力特性进行了仿真,结果表明该模型与齿轮传动箱的动力学特性吻合。本模型和仿真方法为齿轮载荷获取、疲劳寿命预测提供了新的途径。     

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.