Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Optimal inventory control policy for periodic‐review inventory systems with inventory‐level‐dependent demand

We consider a setting in which inventory plays both promotional and service roles; that is, higher inventories not only improve service levels but also stimulate demand by serving as a promotional tool (e.g., as the result of advertising effect by the enhanced product visibility). Specifically, we study the periodic‐review inventory systems in which the demand in each period is uncertain but increases with the inventory level. We investigate the multiperiod model with normal and expediting orders in each period, that is, any shortage will be met through emergency replenishment. Such a model takes the lost sales model as a special case. For the cases without and with fixed order costs, the optimal inventory replenishment policy is shown to be of the base‐stock type and of the (s,S) type, respectively. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

基于Kriging模型的环形桁架可展天线结构参数优化方法

针对传统结构动力学优化过程中求解效率较低的问题,以环形桁架可展天线结构参数优化为研究背景,在环形桁架可展天线结构的参数变量空间中,以试验设计方法选取样本点,通过有限元方法得到各个样本点的第一阶固有频率、固定载荷最大变形等响应值,利用样本点和响应值的关系建立Kriging近似模型进行优化算法的寻优,得到满足所有约束条件的最优解。结果表明,所得到的环形桁架可展天线第一阶固有频率、固定载荷最大变形的响应面呈现比较明显的非线性关系,基于Kriging模型的结构优化方法能比较准确地对环形桁架可展天线进行寻优设计。     

列车用复合材料阻燃性能研究

不同类别的阻燃剂配合使用能产生协效作用,大大提高阻燃效果。在甲基丙烯酸类不饱和聚酯树脂9001基体中,添加微囊化红磷/氢氧化铝/三氧化二锑/甲基膦酸二甲酯(MRP/Al(OH)3/Sb2O3/DMMP)阻燃剂体系,对其树脂体系固化物及玻璃纤维织物复合材料的力学性能和阻燃性能进行了实验研究,提出了一种有望用于列车复合材料大尺寸构件制造的性能优异、价格低廉的新体系。结果表明,当质量添加比例分别为12%MRP、50%Al(OH)3、2%Sb2O3时,树脂体系室温粘度100mPa.s左右,凝胶时间超过80min,适用于RTM和VIMP等大尺寸构件成型工艺;复合材料拉伸强度215.4MPa,弯曲强度177.15MPa,拉伸模量13.85GPa,弯曲模量13.36GPa,氧指数39.7。     

组网雷达的改进粒子滤波算法

针对现代战争中有源雷达容易受到干扰和反辐射导弹的摧毁,以及无源雷达隐蔽性高,只能测量方位角度,测量精度小等特点,提出利用集中式有源雷达系统与无源雷达系统协同组网对目标进行跟踪。但是在实际环境中,噪声属性以及有源雷达,无源雷达接收信号的特点决定了组网雷达需要应用非线性滤波技术对信号进行处理。传统的非线性技术包括卡尔曼滤波、扩展卡尔曼滤波(EKF)或无迹卡尔曼滤波(UKF)等方法。非线性近似过程带来的误差相对较大,而且均要求观测噪声和过程噪声为独立或相关的高斯白噪声。而粒子滤波避免了传统非线性滤波方法的缺陷,但是存在粒子退化,于是用EKF和UKF在每一时刻更新粒子,用更新的粒子及其协方差构造重要性函数,然后重采样。仿真实验表明这两种改进粒子滤波方法有很好的效果。     

Insurgency by the numbers I: A reconsideration of the ecology of communist success in jiangxi province,China

Theorizing about Taliban operations in Afghanistan has its limits and it is possible that Kabul-centric strategies do not adequately address the unique circumstances of each region in the country. How exactly has the Taliban gone about attaining its objectives in Kandahar province and how have those approaches evolved since 2002? And how have the Taliban adapted to coalition forces' attempts to compete with the insurgency and stamp it out? The answers to these questions are critical in the formulation of any counterinsurgency approach to Afghanistan.     

航天测控系统任务可靠性分析的EOOPN模型

提出了一种可用于航天测控系统任务可靠性分析的扩展面向对象Petri网（extend object-oriented Petri nets, EOOPN）模型,旨在对给定的航天测控方案进行可靠性评估分析。针对问题特点明确了OOPN扩展思路,给出了EOOPN模型的形式化定义、运行规则和建模步骤,模型通过引入公共库所、激发弧、消息变迁和消息处理函数等概念,体现了面向对象的思想,具有很好的层次性和模块性。所建立的EOOPN模型能够完整的描述航天测控系统的组成和任务特点。通过对算例模型仿真运行,表明实验结果具有良好收敛性,与Markov解析值对比误差在1%以内,从而验证了模型的有效性。     

激光PIV流场显示与测量系统

利用课题组自行设计研制的一套粒子图像测速(PIV)系统对高速水洞中流场进行了测试研究.测试系统中,光源使用Nd:YAG调Q双激光器,其波长532 nm,脉冲时间8 ns,脉冲能量100 mJ;示踪粒子则采用直径200 μm的镀银聚苯乙烯微球.无模型空流场测试结果表明,该系统对无模型空流场的测试误差小于1.3％;而通过圆球模型绕流流场测试结果与其理论值的对比发现,大部分测试流场区域的测试误差小于2％.     

基于搜索论的远程反舰导弹搜捕概率建模方法

针对传统捕捉概率模型难以满足远程反舰导弹机动搜捕概率建模计算的问题,提出利用搜索论进行导弹机动搜捕概率计算的建模方法。该方法根据目标机动规律建立其分布概率密度函数,并依据末制导雷达发现目标概率的"倒四次方律"及弹目相对运动轨迹,构建其探测函数,通过求取两者之积的积分实现搜捕概率计算。计算结果显示:若远程反舰导弹不采取机动搜捕策略,目标指示误差增加1km时搜捕概率降低0.47,目标速度增加10节时搜捕概率降低0.3,末制导雷达搜索半径减小50%时搜捕概率降低0.3;若采取平行搜捕策略,上述因素对其影响大幅下降。可见,该方法综合考虑了目标机动规律、传感器探测规律、导弹搜捕策略,可实现远程反舰导弹机动搜捕概率的解算。