Estimation of average backorders for an assemble‐to‐order system with random batch demands through extreme statistics

We investigate inventory management for a large‐scale multi‐product, multi‐component Assemble‐to‐Order system with general random batch demands. Results from extreme statistics theory are applied in developing approximation schemes for a widely used performance measure, customer backorders. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

C3I系统仿真及仿真环境研究

首先讨论了C3I系统开发中存在的问题并提出解决这些问题的重要性,然后从C3I系统描述模型和仿真环境两个方面,介绍了国内外对于C3I系统仿真的研究现状和发展趋势.最后介绍了我们正在研制的基于对象Petri网的仿真演示环境的特点以及设计和实现方法.     

校园网建设中的几个问题

通过介绍我院在建设校园网过程中的基本做法和初步经验,对网络技术特别是1000M以太网技术,进行了简单分析和研究,提出了基于Intel网络设备的千兆校园网解决方案,强调指出:建设先进高效的校园网,开展多媒体网络教学,创建信息化教学环境,是信息时代军事教育训练改革的必由之路。     

基于SDTFM理论的平面问题广义超级单元

根据平面问题条形传递函数方法理论,提出了平面问题广义超级单元的概念,并推导了其刚度矩阵和结点力矢量表达式,从而将条形传递函数方法应用范围推广到任意几何形状的平面区域     

一类多维双重时序 AR(1)-MA(q) 模型的平稳性

讨论了一类多维双重时序ＡＲ（１）－ＭＡ（ｑ）模型的二阶平稳性问题。通过导出一组线性方程组，给出了这类模型二阶平稳的显式充分条件和必要条件，为验证模型的二阶平稳性提供了一个可行的途径。     

环形区域极点/协方差约束下的模型简化设计

提出离散随机系统模型简化的一种新方法,即环形区域极点／协方差约束下的模型简化方法。这种设计方法的基本思路是构造指定维数的降阶模型,使其匹配给定的环形区域极点和稳态协方差参数,在系统的动态特性和稳态特性方面逼近给定的满阶模型。文中导出了期望的简化模型的存在条件及解析表达式,并提供了一个数值算例。     

C~3I系统的决策时延分析

决策是C~3I 系统的核心问题之一。用Petri 网理论研究C~3I 系统的决策问题已取得了长足的进展。根据决策过程各阶段之所需时间具有随机性及不独立性的特点,以变迁发射时间不独立的随机Petri 网作为决策时延的建模与分析工具,并给出了这种随机Petri 网模型的一般分析方法。     

关于广义KKM定理的几点注记

本文在 H-空间中引入伪紧闭集的概念,得到一个广义 KKM 定理,从而获得了 KyFan 匹配定理以及极大极小不等式的一些新结果.     

On lifetimes in random environments

For a component operating in random environment, whose hazard rate is assumed to be the realization of a suitable increasing stochastic process, conditions are found such that its lifetime is increasing in likelihood ratio (ILR). For the lifetimes of two components of the same kind some comparisons based on partial stochastic orders are presented. Some applications to the case of repairable components are finally provided. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 365–375, 1998     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.