Bivariate models from univariate life distributions: A characterization cum modeling approach

Bivariate life distribution models are of importance for studying interdependent components. We present a generic approach by introducing a new concept of characterized model in stead of a characterized distribution. It strikes a balance between characterization and modeling approaches to eliminate their individual limitations and incorporate their respective strengths. The proposed model, being a characterized one, admits many important properties irrespective of the choice of marginal distributions. The retention of univariate IFR, DFR, IFRA, DFRA, NBU, and NWU class properties in the bivariate setup has been ensured along with some results on series combinations and convolution. No other models, available in the literature, can ensure simultaneous retention of these fundamental and extremely important class properties. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Index policies for the routing of background jobs

Arriving (generic) jobs may be processed at one of several service stations, but only when no other (dedicated) jobs are waiting there. We consider the problem of how to route these incoming background jobs to make best use of the spare service capacity available at the stations. We develop an approximative approach to Whittle's proposal for restless bandits to obtain an index policy for routing. The indices concerned are increasing and nonlinear in the station workload. A numerical study testifies to the strong performance of the index policies developed. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

A balancing problem for mixed model assembly lines with a paced moving conveyor

We state a balancing problem for mixed model assembly lines with a paced moving conveyor as: Given the daily assembling sequence of the models, the tasks of each model, the precedence relations among the tasks, and the operations parameters of the assembly line, assign the tasks of the models to the workstations so as to minimize the total overload time. Several characteristics of the problem are investigated. A line‐balancing heuristic is proposed based on a lower bound of the total overload time. A practical procedure is provided for estimating the deviation of any given line‐balance solution from the theoretical optimum. Numerical examples are given to illustrate the methodology. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Higher‐order Markov chain models for categorical data sequences*

In this paper we study higher‐order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher‐order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

BIT系统的三态马尔可夫模型分析

BIT技术是改善系统测试性和诊断能力的重要途径,但是较高的虚警率一直是阻碍BIT广泛应用的一个重要原因。研究过程中将系统状态划分为正常、间歇、故障三种状态,建立了马尔可夫模型,分析、对比了三态模型与两态模型的关系。理论分析结果表明:基于三态模型的BIT,在提高故障检测率的同时,还可以较大程度地降低虚警率。     

Dynamic inventory and pricing models for competing retailers

We address infinite‐horizon models for oligopolies with competing retailers under demand uncertainty. We characterize the equilibrium behavior which arises under simple wholesale pricing schemes. More specifically, we consider a periodic review, infinite‐horizon model for a two‐echelon system with a single supplier servicing a network of competing retailers. In every period, each retailer faces a random demand volume, the distribution of which depends on his own retail price as well as those charged by possibly all competing retailers. We also derive various comparative statics results regarding the impact several exogenous system parameters (e.g., cost or distributional parameters) have on the equilibrium decisions of the retailers as well as their expected profits. We show that certain monotonicity properties, engrained in folklore as well as in known inventory models for centralized systems, may break down in decentralized chains under retailer competition. Our results can be used to optimize the aggregate profits in the supply chain (i.e., those of the supplier and all retailers) by implementing a specific wholesale pricing scheme. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

一种用于机电产品测试性设计的传感器优选MINLP模型

在单故障假设条件下,考虑了传感器的失效概率和设备的故障率,提出一种以故障检测率和故障隔离率为约束条件的降低传感器费用和失效概率的混合整数非线性规划(MINLP)模型,从而为机电产品测试性设计中传感器选择问题提供了一种可行和有效的解决方法,并进行了案例验证,说明了该方法的有效性。     

攻防对抗仿真中高炮火力单元射击指挥模型

在分析高炮火力单元射击指挥过程的基础上,着重对高炮火力单元射击指挥仿真中的目标搜索模型与杀伤效果评估模型进行了深入探讨和构建。在实现高炮杀伤效果评估方面,运用蒙特卡罗方法构建了符合实际、满足仿真粒度要求的高炮着发射与空炸射击毁伤概率计算模型。实际应用表明:模型满足仿真可信度和实时性要求,对开展地面防空作战仿真具有一定的借鉴意义。     

灾害应急反应建模与仿真

为了满足多智能体应急反应仿真的需求,首先对构建多智能体应急反应仿真模拟框架的复杂性进行了分析,在此基础上提出并设计了组件式仿真模拟框架.采用本体(Ontology)建模、语义网模型及产生式规则推理等理论方法构建了仿真模拟框架的场景建模模块、人员Agent建模模块等组件.最后对依照上述研究内容所开发的原型系统进行了测试,对测试结果进行了分析,结果表明该框架能够有效满足多智能体应急反应仿真的建模需求.     

起重机吊重摆角的产生机理与动态仿真研究

针对吊重二自由度摆角非线性动力学模型,研究了起重机吊重摆角的产生机理和摆角的影响因素。起重机小车和大车同时做加（减）速的复合运动时,产生吊重二自由度摆角,摆角的大小受起升绳长度和小车运行加（减）速度大小的影响。动态仿真表明：小车运行加（减）速度对摆角的影响比绳长度显著;小车起动和制动时,吊重做受迫摆动;当小车加（减）速度增大l倍时,吊重摆角约增大0．12rad,摆速约增大0．164rad／s;当绳长度增加2m时,摆角和摆速无明显变化,吊重自由摆动的周期约增加1．3s。