Warranty claims modeling

A company wishes to estimate or predict its financial exposure in a reporting period of length T (typically one quarter) because of warranty claims. We propose a fairly general random measure model which allows computation of the Laplace transform of the total claim made against the company in the reporting interval due to warranty claims. When specialized to a Poisson process of both sales and warranty claims, statistical estimation of relevant quantities is possible. The methodology is illustrated by analyzing automobile sales and warranty claims data from a large car manufacturer for a single car model and model year. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

New inequalities for finite and infinite group problems from approximate lifting

In this paper, we derive new families of facet‐defining inequalities for the finite group problem and extreme inequalities for the infinite group problem using approximate lifting. The new valid inequalities for the finite group problem include two‐ and three‐slope facet‐defining inequalities as well as the first family of four‐slope facet‐defining inequalities. The new valid inequalities for the infinite group problem include families of two‐ and three‐slope extreme inequalities. These new inequalities not only illustrate the diversity of strong inequalities for the finite and infinite group problems, but also provide a large variety of new cutting planes for solving integer and mixed‐integer programming problems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

A generic model of motor‐carrier fuel optimization

Fuel optimizers are decision models (software products) that are increasingly recognized as effective fuel management tools by U.S. truckload carriers. Using the latest price data of every truck stop, these models calculate the optimal fueling schedule for each route that indicates: (i) which truck stop(s) to use, and (ii) how much fuel to buy at the chosen truck stop(s) to minimize the refueling cost. In the current form, however, these models minimize only the fuel cost, and ignore or underestimate other costs that are affected by the models' decision variables. On the basis of the interviews with carrier managers, truck drivers, and fuel‐optimizer vendors, this article proposes a comprehensive model of motor‐carrier fuel optimization that considers all of the costs that are affected by the model's decision variables. Simulation results imply that the proposed model not only attains lower vehicle operating costs than the commercial fuel optimizers, but also gives solutions that are more desirable from the drivers' viewpoint. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

小子样下命中概率的估计

研究了当试验次数较少时 ,命中圆域的概率估计。给出了自助估计法和融合估计方法 ,对于估计的精度进行了分析。方法易于实现 ,适用于工程应用     

一种多方位一距离目标定位的最小二乘伴随估计器

对纯方位最小二乘估计器,在已知某时刻一个观测距离的情况下,导出了一种伴随型的目标速度估计器．该算法嵌入原最小二乘估计器之中,计算简单且便于工程应用．     

具有规范化的四元数递推计算的公式误差估计

对捷联式制导系统中目前常用的四元数递推公式进行误差估计,给出利用观测数据计算四元数的误差界的公式,还介绍了保持四元数范数不变的一类递推公式。     

基于最大熵谱估计验证战术导弹的气动模型

现代谱估计方法是验证系统仿真模型的有效方法。战术导弹飞行试验的遥、外测数据记录了大量的过程参数,可以利用这些参数进行气动力和气动力矩的计算,与飞行试验过程参数进行分析比较。应用最大熵谱估计检验导弹的气动力和气动力矩模型的可信性,可以给出定量的结果。文章给出的方法可以作为战术导弹气动参数模型研究的一种辅助手段。     

New heuristic methods for the capacitated multi‐facility Weber problem

In this paper we consider the capacitated multi‐facility Weber problem with the Euclidean, squared Euclidean, and ?_p‐distances. This problem is concerned with locating m capacitated facilities in the Euclidean plane to satisfy the demand of n customers with the minimum total transportation cost. The demand and location of each customer are known a priori and the transportation cost between customers and facilities is proportional to the distance between them. We first present a mixed integer linear programming approximation of the problem. We then propose new heuristic solution methods based on this approximation. Computational results on benchmark instances indicate that the new methods are both accurate and efficient. © 2006 Wiley Periodicals, Inc. Naval Research Logistics 2006     

威布尔分布场合下无失效数据的Bayes分析

通过对分布函数进行变换,使变换后的函数成为凹函数,利用凹函数性质给出了各检测时刻失效概率的Bayes估计,进而得到了产品可靠性指标的估计。最后,通过对实际数据进行计算,验证了方法的稳定性。     

Subspace dynamic‐simplex linear interpolation search for mixed‐integer black‐box optimization problems

Design and management of complex systems with both integer and continuous decision variables can be guided using mixed‐integer optimization models and analysis. We propose a new mixed‐integer black‐box optimization (MIBO) method, subspace dynamic‐simplex linear interpolation search (SD‐SLIS), for decision making problems in which system performance can only be evaluated with a computer black‐box model. Through a sequence of gradient‐type local searches in subspaces of solution space, SD‐SLIS is particularly efficient for such MIBO problems with scaling issues. We discuss the convergence conditions and properties of SD‐SLIS algorithms for a class of MIBO problems. Under mild conditions, SD‐SLIS is proved to converge to a stationary solution asymptotically. We apply SD‐SLIS to six example problems including two MIBO problems associated with petroleum field development projects. The algorithm performance of SD‐SLIS is compared with that of a state‐of‐the‐art direct‐search method, NOMAD, and that of a full space simplex interpolation search, Full‐SLIS. The numerical results suggest that SD‐SLIS solves the example problems efficiently and outperforms the compared methods for most of the example cases. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 305–322, 2017