Bayesian strategies for dynamic pricing in e‐commerce

E‐commerce platforms afford retailers unprecedented visibility into customer purchase behavior and provide an environment in which prices can be updated quickly and cheaply in response to changing market conditions. This study investigates dynamic pricing strategies for maximizing revenue in an Internet retail channel by actively learning customers' demand response to price. A general methodology is proposed for dynamically pricing information goods, as well as other nonperishable products for which inventory levels are not an essential consideration in pricing. A Bayesian model of demand uncertainty involving the Dirichlet distribution or a mixture of such distributions as a prior captures a wide range of beliefs about customer demand. We provide both analytic formulas and efficient approximation methods for updating these prior distributions after sales data have been observed. We then investigate several strategies for sequential pricing based on index functions that consider both the potential revenue and the information value of selecting prices. These strategies require a manageable amount of computation, are robust to many types of prior misspecification, and yield high revenues compared to static pricing and passive learning approaches. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Integrated production scheduling and preventive maintenance planning for a single machine under a cumulative damage failure process

This paper finds the optimal integrated production schedule and preventive maintenance plan for a single machine exposed under a cumulative damage process, and investigates how the optimal preventive maintenance plan interacts with the optimal production schedule. The goal is to minimize the total tardiness. The optimal policy possesses the following properties: Under arbitrary maintenance plan when jobs have common processing time, and different due dates, the optimal production schedule is to order the jobs by earliest due date first rule; and when jobs have common due date and different processing times, the optimal production schedule is shortest processing time first. The optimal maintenance plan is of control limit type under any arbitrary production schedule when machine is exposed under a cumulative damage failure process. Numerical studies on the optimal maintenance control limit of the maintenance plan indicate that as the number of jobs to be scheduled increases, the effect of jobs due dates on the optimal maintenance control limit diminishes. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Machine maintenance with workload considerations

Machine maintenance is modeled in the setting of a single‐server queue. Machine deterioration corresponds to slower service rates and failure. This leads to higher congestion and an increase in customer holding costs. The decision‐maker decides when to perform maintenance, which may be done pre‐emptively; before catastrophic failures. Similar to classic maintenance control models, the information available to the decision‐maker includes the state of the server. Unlike classic models, the information also includes the number of customers in queue. Considered are both a repair model and a replacement model. In the repair model, with random replacement times, fixed costs are assumed to be constant in the server state. In the replacement model, both constant and variable fixed costs are considered. It is shown in general that the optimal maintenance policies have switching curve structure that is monotone in the server state. However, the switching curve policies for the repair model are not always monotone in the number of customers in the queue. Numerical examples and two heuristics are also presented. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

利用星载相机成像信息进行卫星姿态确定的方法(英文)

随着卫星定姿精度要求的日益提高,仅用常规卫星敏感器已经不能满足高精度定姿要求,针对该问题,提出一种利用星载相机的单点成像信息进行卫星姿态确定的算法,根据相机成像原理推导出卫星姿态角与像点位置的关系,结合数字相机的特殊成像方式,建立了用误差四元数描述的线性相机测量残差模型,并给出联合常规姿态敏感器进行联合姿态确定的方案.仿真结果证明星载相机的信息的引入使得稳态姿态估计精度由0.002 6°提高到0.000 69°,并且加快了滤波收敛速度.     

基于模糊评判的某行星转向机故障预测研究

为了实现对自行火炮传动系统的预测维修,以行星转向机为例,运用动态模糊综合评判的办法,提取引起行星转向机典型故障的关键影响因素,探讨了动态模糊判断矩阵和动态权重的确定方法,在此基础上确定了其动态预测模型,并用实例验证了模型的正确性。     

二次相位误差对FMCW SAR成像质量的影响

调频连续波合成孔径雷达(FMCW SAR)是一种新近提出来的成像雷达体制,在FMCW SAR成像中,相位误差是成像质量下降的主要原因,必须对相位误差进行消除.首先建立了存在二次相位误差的FMCW SAR的信号模型,然后分析了二次相位误差对成像质量的影响,提出了一种补偿二次相位误差的方法.此方法与存在二次相位误差时的成像结果相比较,有效地消除了二次相位误差的影响,成像质量大为提高.     

Optimal capacity in a coordinated supply chain

We consider a supply chain in which a retailer faces a stochastic demand, incurs backorder and inventory holding costs and uses a periodic review system to place orders from a manufacturer. The manufacturer must fill the entire order. The manufacturer incurs costs of overtime and undertime if the order deviates from the planned production capacity. We determine the optimal capacity for the manufacturer in case there is no coordination with the retailer as well as in case there is full coordination with the retailer. When there is no coordination the optimal capacity for the manufacturer is found by solving a newsvendor problem. When there is coordination, we present a dynamic programming formulation and establish that the optimal ordering policy for the retailer is characterized by two parameters. The optimal coordinated capacity for the manufacturer can then be obtained by solving a nonlinear programming problem. We present an efficient exact algorithm and a heuristic algorithm for computing the manufacturer's capacity. We discuss the impact of coordination on the supply chain cost as well as on the manufacturer's capacity. We also identify the situations in which coordination is most beneficial. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

基于二维雷达组网目标高度定位算法

讨论了通过二维雷达组网的方式可对目标高度进行估计,并对所求出的高度进行了误差分析,通过仿真得到了目标高度和方位角对高度误差的影响。在实际中由雷达站和指挥所的经度、纬度和海拔,可将雷达站测得目标的信息转化到以指挥所为原点的直角坐标系中,为指挥员提供空情,以便进行决策和指挥。     

舰载雷达有源标校方法研究

为了对舰载雷达进行准确、快速标校,讨论应用有源标进行舰载雷达标校的方法以及应注意的几个问题。介绍了该方法的原理,给出了相关数学模型及公式,并进行了数据分析。应用该方法能够同时对舰艇上安装于不同位置的多部雷达进行标校。该方法已在某型舰艇两部雷达标校中得到成功应用。     

基于动态模型的机场配电网潮流计算新方法

机场配电网因非常情况成为孤立电力系统后,配电系统的电压、潮流和频率等发生巨大变化,传统的潮流计算方法往往会出现收敛性差、计算结果与实际不相符的情况。提出的机场配电网动态潮流计算模型能有效解决此类问题,阐述了机场配电网动态潮流计算模型的构成原理、算法并给出相应算例。通过算例计算证明了动态潮流计算模型适用于计算机场配电网的潮流。