Robust shortest path planning and semicontractive dynamic programming

In this article, we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is reached with a minimum cost path under the worst possible instance of the uncertainty. Problems of this type arise, among others, in planning and pursuit‐evasion contexts, and in model predictive control. Our analysis makes use of the recently developed theory of abstract semicontractive dynamic programming models. We investigate questions of existence and uniqueness of solution of the optimality equation, existence of optimal paths, and the validity of various algorithms patterned after the classical methods of value and policy iteration, as well as a Dijkstra‐like algorithm for problems with nonnegative arc lengths.© 2016 Wiley Periodicals, Inc. Naval Research Logistics 66:15–37, 2019     

逐步Ⅰ型混合截尾试验下Burr部件的可靠性分析

在逐步Ⅰ型混合截尾试验下,研究了Burr部件寿命参数及可靠性指标的极大似然估计和Bayes估计.利用简单迭代方法,给出了寿命参数和可靠性指标的极大似然估计的数值解.然后利用Lindely Bayes近似算法得到了平方损失下寿命参数以及可靠性指标的Bayes估计.最后,运用Monte-Carlo方法对各估计结果作了模拟比较,结果表明Bayes估计较极大似然估计的误差小.     

不确定环境下无人机区域目标搜索及载荷参数影响

针对不确定环境下无人机区域搜索问题,建立了实时探测更新的搜索方法,提出了机载光电载荷参数优化配置策略。建立了基于二维离散网格的无人机区域搜索模型,采用概率地图描述目标信息的实时获取与更新;引入不确定度指标、目标网格的重访和网格探测次数控制,建立搜索目标函数;建立了基于粒子群算法的搜索路径滚动优化方法;通过对任务区域平均探测时间步数和误判概率的估计分析,建立了机载光电载荷参数优化配置策略。使用蒙特卡洛方法验证了区域搜索方法的有效性和光电载荷参数配置对搜索效率、误判概率的影响。     

反恐兵力分配运筹方法辅助决策研究

将影响兵力分配决策的各主要因素及其相互关系抽象为线性规划数学模型,通过数学模型的求解,可确定最佳兵力分配方案。模型的建立过程可灵活地体现所有主要的现实需要和考虑因素,因而具有广泛的适用性。计算机软件的引入,可瞬问求得最优解,满足实际作战需要。     

Replacing nonidentical vital components to extend system life

We consider a system that depends on a single vital component. If this component fails, the system life will terminate. If the component is replaced before its failure then the system life may be extended; however, there are only a finite number of spare components. In addition, the lifetimes of these spare components are not necessarily identically distributed. We propose a model for scheduling component replacements so as to maximize the expected system survival. We find the counterintuitive result that when comparing components' general lifetime distributions based on stochastic orderings, not even the strongest ordering provides an a priori guarantee of the optimal sequencing of components. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Investment in production resource flexibility: An empirical investigation of methods for planning under uncertainty

We examine several methods for evaluating resource acquisition decisions under uncertainty. Traditional methods may underestimate equipment benefit when part of this benefit comes from decision flexibility. We develop a new, practical method for resource planning under uncertainty, and show that this approach is more accurate than several commonly used methods. We successfully applied our approach to an investment problem faced by a major firm in the aviation information industry. Our recommendations were accepted and resulted in estimated annual savings in excess of $1 million (US). © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

The stochastic single resource service‐provision problem

The service‐provision problem described in this paper comes from an application of distributed processing in telecommunications networks. The objective is to maximize a service provider's profit from offering computational‐based services to customers. The service provider has limited capacity and must choose which of a set of software applications he would like to offer. This can be done dynamically, taking into consideration that demand for the different services is uncertain. The problem is examined in the framework of stochastic integer programming. Approximations and complexity are examined for the case when demand is described by a discrete probability distribution. For the deterministic counterpart, a fully polynomial approximation scheme is known 2 . We show that introduction of stochasticity makes the problem strongly NP‐hard, implying that the existence of such a scheme for the stochastic problem is highly unlikely. For the general case a heuristic with a worst‐case performance ratio that increases in the number of scenarios is presented. Restricting the class of problem instances in a way that many reasonable practical problem instances satisfy allows for the derivation of a heuristic with a constant worst‐case performance ratio. Worst‐case performance analysis of approximation algorithms is classical in the field of combinatorial optimization, but in stochastic programming the authors are not aware of any previous results in this direction. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

A parallel machine replacement model

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     

液体火箭发动机非线性燃烧不稳定过程的并行仿真

采用计算燃烧学方法对火箭发动机非线性燃烧不稳定工作过程进行了并行数值模拟。气相控制方程组用欧拉坐标系下的Navier Stokes方程组描述 ,液相控制方程组在Lagrangian坐标系下进行描述。气、液两相作用通过方程组的源项互相耦合。编制了串行和并行程序 ,并在并行计算环境下进行了测试。从计算结果可以看出并行计算的效率较高。     

基于约束条件的海上机动目标位置长期预测模型

海上目标运动模型已经有很多,但是对海上机动目标位置的长期预测问题还没有得到很好的解决。灰色系统理论是解决时间序列问题的有效工具,将其与海上机动目标的运动特点相结合,可以较准确地预测海上机动目标在未来较长时期内的位置分布,为引导卫星搜索海上机动目标提供理论依据。