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201.
Stochastic dynamic programming models are attractive for multireservoir control problems because they allow non‐linear features to be incorporated and changes in hydrological conditions to be modeled as Markov processes. However, with the exception of the simplest cases, these models are computationally intractable because of the high dimension of the state and action spaces involved. This paper proposes a new method of determining an operating policy for a multireservoir control problem that uses stochastic dynamic programming, but is practical for systems with many reservoirs. Decomposition is first used to reduce the problem to a number of independent subproblems. Each subproblem is formulated as a low‐dimensional stochastic dynamic program and solved to determine the operating policy for one of the reservoirs in the system. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006 相似文献
202.
机动目标模型研究与发展综述 总被引：8，自引：0，他引：8
对机动目标模型的研究与发展进行了回顾,指出了各个模型的局限性,重点对Singer模型和“当前”统计模型的优缺点进行了分析,并得到有意义的结论;最后指出了未来机动目标模型研究的方向和趋势。 相似文献
203.
In this paper we consider the problem of minimizing the costs of outsourcing warranty repairs when failed items are dynamically routed to one of several service vendors. In our model, the manufacturer incurs a repair cost each time an item needs repair and also incurs a goodwill cost while an item is awaiting and undergoing repair. For a large manufacturer with annual warranty costs in the tens of millions of dollars, even a small relative cost reduction from the use of dynamic (rather than static) allocation may be practically significant. However, due to the size of the state space, the resulting dynamic programming problem is not exactly solvable in practice. Furthermore, standard routing heuristics, such as join‐the‐shortest‐queue, are simply not good enough to identify potential cost savings of any significance. We use two different approaches to develop effective, simply structured index policies for the dynamic allocation problem. The first uses dynamic programming policy improvement while the second deploys Whittle's proposal for restless bandits. The closed form indices concerned are new and the policies sufficiently close to optimal to provide cost savings over static allocation. All results of this paper are demonstrated using a simulation study. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005 相似文献
204.
The parallel machine replacement problem consists of finding a minimum cost replacement policy for a finite population of economically interdependent machines. In this paper, we formulate a stochastic version of the problem and analyze the structure of optimal policies under general classes of replacement cost functions. We prove that for problems with arbitrary cost functions, there can be optimal policies where a machine is replaced only if all machines in worse states are replaced (Worse Cluster Replacement Rule). We then show that, for problems with replacement cost functions exhibiting nonincreasing marginal costs, there are optimal policies such that, in any stage, machines in the same state are either all kept or all replaced (No‐Splitting Rule). We also present an example that shows that economies of scale in replacement costs do not guarantee optimal policies that satisfy the No‐Splitting Rule. These results lead to the fundamental insight that replacement decisions are driven by marginal costs, and not by economies of scale as suggested in the literature. Finally, we describe how the optimal policy structure, i.e., the No‐Splitting and Worse Cluster Replacement Rules, can be used to reduce the computational effort required to obtain optimal replacement policies. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005 相似文献
205.
Consider the conditional covering problem on an undirected graph, where each node represents a site that must be covered by a facility, and facilities may only be established at these nodes. Each facility can cover all sites that lie within some common covering radius, except the site at which it is located. Although this problem is difficult to solve on general graphs, there exist special structures on which the problem is easily solvable. In this paper, we consider the special case in which the graph is a simple path. For the case in which facility location costs do not vary based on the site, we derive characteristics of the problem that lead to a linear‐time shortest path algorithm for solving the problem. When the facility location costs vary according to the site, we provide a more complex, but still polynomial‐time, dynamic programming algorithm to find the optimal solution. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005. 相似文献
206.
机动目标建模及机动检测算法 总被引：1，自引：0，他引：1
为解决机动目标跟踪问题,建立了非机动(匀速直线运动)和机动目标当前统计两种动态模型,并对机动目标当前统计模型的输入控制的估计进行了适当改进.同时对非机动模型的观测残差和机动模型的输入估计进行检验,以便准确检测目标机动. 相似文献
207.
提出了一种基于Fuzzy Min-Max (FMM)人工神经网络的多雷达多目标航迹跟踪的方法。仿真应用的实验结果表明,这种方法能够有效地完成多雷达多目标的数据融合,并比较理想地实现了多雷达多目标的航迹相关。 相似文献
208.
This paper considers a finite horizon parallel machine replacement problem where a fixed number of machines is in operation at all times. The operating cost for a machine goes up as the machine gets older. An older machine may have to be replaced by a new one when its operating cost becomes too high. There is a fixed order cost associated with the purchase of new machines. Machine purchase prices and salvage values may depend on the period in which they were purchased. The objective is to find a replacement plan that minimizes the total discounted cost over the problem horizon. We believe that the costs in our model are more commonly observed in practice than those previously used in the literature. The paper develops properties of optimal solutions and an efficient forward‐time algorithm to find an optimal replacement plan. A dominance property is developed that further limits the options to be considered, and a simple forecast horizon result is also presented. Future research possibilities are mentioned. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 275–287, 2002; Published online in Wiley InterScience (http://www.interscience.wiley.com). DOI 10.1002/nav.10012 相似文献
209.
对于多目标杂波环境中的机动目标跟踪,由于目标集群中各个目标间的空间距离可能小于探测器的空间分辨率,因而可能出现误跟、诱饵欺骗与杂波虚警等一系列严重后果。对此,提出一种综合运用UKF(不敏卡尔曼滤波)和SOFNN(自组织模糊神经网络)的UKF-SOFNN滤波跟踪算法,将机动目标模型视作严格的非线性系统,利用UKF-SOFNN对非线性参数的辨识能力提高对锁定机动目标的跟踪能力。仿真实例表明,该算法能有效地辨识目标群中的目标,并进行可靠的跟踪。 相似文献
210.