A single‐period inventory placement problem for a serial supply chain

This article addresses the inventory placement problem in a serial supply chain facing a stochastic demand for a single planning period. All customer demand is served from stage 1, where the product is stored in its final form. If the demand exceeds the supply at stage 1, then stage 1 is resupplied from stocks held at the upstream stages 2 through N, where the product may be stored in finished form or as raw materials or subassemblies. All stocking decisions are made before the demand occurs. The demand is nonnegative and continuous with a known probability distribution, and the purchasing, holding, shipping, processing, and shortage costs are proportional. There are no fixed costs. All unsatisfied demand is lost. The objective is to select the stock quantities that should be placed different stages so as to maximize the expected profit. Under reasonable cost assumptions, this leads to a convex constrained optimization problem. We characterize the properties of the optimal solution and propose an effective algorithm for its computation. For the case of normal demands, the calculations can be done on a spreadsheet. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:506–517, 2001     

Bayesian inference based on partial monitoring of components with applications to preventive system maintenance

Consider a binary, monotone system of n components. The assessment of the parameter vector, θ, of the joint distribution of the lifetimes of the components and hence of the reliability of the system is often difficult due to scarcity of data. It is therefore important to make use of all information in an efficient way. For instance, prior knowledge is often of importance and can indeed conveniently be incorporated by the Bayesian approach. It may also be important to continuously extract information from a system currently in operation. This may be useful both for decisions concerning the system in operation as well as for decisions improving the components or changing the design of similar new systems. As in Meilijson [12], life‐monitoring of some components and conditional life‐monitoring of some others is considered. In addition to data arising from this monitoring scheme, so‐called autopsy data are observed, if not censored. The probabilistic structure underlying this kind of data is described, and basic likelihood formulae are arrived at. A thorough discussion of an important aspect of this probabilistic structure, the inspection strategy, is given. Based on a version of this strategy a procedure for preventive system maintenance is developed and a detailed application to a network system presented. All the way a Bayesian approach to estimation of θ is applied. For the special case where components are conditionally independent given θ with exponentially distributed lifetimes it is shown that the weighted sum of products of generalized gamma distributions, as introduced in Gåsemyr and Natvig [7], is the conjugate prior for θ. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 551–577, 2001.     

A risk function for the stochastic modeling of electric capacity expansion

We present a stochastic optimization model for planning capacity expansion under capacity deterioration and demand uncertainty. The paper focuses on the electric sector, although the methodology can be used in other applications. The goals of the model are deciding which energy types must be installed, and when. Another goal is providing an initial generation plan for short periods of the planning horizon that might be adequately modified in real time assuming penalties in the operation cost. Uncertainty is modeled under the assumption that the demand is a random vector. The cost of the risk associated with decisions that may need some tuning in the future is included in the objective function. The proposed scheme to solve the nonlinear stochastic optimization model is Generalized Benders' decomposition. We also exploit the Benders' subproblem structure to solve it efficiently. Computational results for moderate‐size problems are presented along with comparison to a general‐purpose nonlinear optimization package. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:662–683, 2001     

一种基于程序域边界分析的测试方法

边界附近的点对程序故障更加敏感.针对这一特征,提出了一种基于程序域边界分析的测试方法.从被测程序本身出发,进行定义域确定及子域划分,分析定义域边界和子域边界,并跟据其边界测试点产生测试用例,以检测域边界附近的处理.实验表明对定义域边界及其子域边界进行测试,可有效地提高故障覆盖率.     

The “signature” of a coherent system and its application to comparisons among systems

Various methods and criteria for comparing coherent systems are discussed. Theoretical results are derived for comparing systems of a given order when components are assumed to have independent and identically distributed lifetimes. All comparisons rely on the representation of a system's lifetime distribution as a function of the system's “signature,” that is, as a function of the vector p= (p₁, … , p_n), where p_i is the probability that the system fails upon the occurrence of the ith component failure. Sufficient conditions are provided for the lifetime of one system to be larger than that of another system in three different senses: stochastic ordering, hazard rate ordering, and likelihood ratio ordering. Further, a new preservation theorem for hazard rate ordering is established. In the final section, the notion of system signature is used to examine a recently published conjecture regarding componentwise and systemwise redundancy. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 507–523, 1999     

Analysis of production lines with Coxian service times and no intermediate buffers

This paper uses the holding time model (HTM) method to derive an approximate analytic formula for the calculation of the mean throughput of a K-station production line with no buffers between any two successive stations. Service times follow the two-stage Coxian (C²) distribution at all stations. The paper provides a formula that relates the third moment of the service completion (or virtual service) time with the respective parameters of the service time, the repair time and the time to breakdown (the latter is assumed to follow the exponential distribution). In this way, it concludes that under certain conditions the two-stage Coxian distribution can be used to approximate any general distribution matching the first three moments of the service completion time distribution. The mean holding times (consisting of the service and blocking periods) of all stations of the line are obtained in an analytical form. Numerical results are provided for the mean throughput of lines with up to 20 stations. These results are shown to have a good accuracy compared against results obtained from the Markovian state method (for short lines) and results from simulation (for longer lines). © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 669–685, 1998     

Bolstering components for maximizing system lifetime

This article considers the problem of which component should be “bolstered” or “improved” in order to stochastically maximize the lifetime of a parallel system, series system, or in general, k-out-of-n system. Various ways of bolstering including active redundance, standby redundancy, and burn-in are studied. Also the method of reducing working temperature or stress level according to Arrhenius models is investigated. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 497–509, 1998     

Scheduling stochastic jobs with asymmetric earliness and tardiness penalties

We consider a stochastic counterpart of the well-known earliness-tardiness scheduling problem with a common due date, in which n stochastic jobs are to be processed on a single machine. The processing times of the jobs are independent and normally distributed random variables with known means and known variances that are proportional to the means. The due dates of the jobs are random variables following a common probability distribution. The objective is to minimize the expectation of a weighted combination of the earliness penalty, the tardiness penalty, and the flow-time penalty. One of our main results is that an optimal sequence for the problem must be V-shaped with respect to the mean processing times. Other characterizations of the optimal solution are also established. Two algorithms are proposed, which can generate optimal or near-optimal solutions in pseudopolynomial time. The proposed algorithms are also extended to problems where processing times do not satisfy the assumption in the model above, and are evaluated when processing times follow different probability distributions, including general normal (without the proportional relation between variances and means), uniform, Laplace, and exponential. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44, 531–557, 1997.     

海军军事数据在指挥控制中的作用及层次关联分析

信息化条件下的海上作战中,数据的重要性不断凸显,数据建设已成为信息化建设的核心内容之一,加强数据研究愈发重要,因此以海军军事数据为研究对象,论述海军军事数据在指挥控制中的作用、特点,重点以海军水面舰艇作战能力数据为研究对象,对海军军事数据之间的层次关联性进行了分析研究,建立了海军水面舰艇作战能力数据的层次关系模型,为海军军事数据的进一步深入研究打下基础。     

Effect of particle gradation of aluminum on the explosion field pressure and temperature of RDX-based explosives in vacuum and air atmosphere

To optimize the energy output and improve the energy utilization efficiency of an aluminized explosive, an explosion device was developed and used to investigate the detonation pressure and temperature of R1 (Al6) aluminum powder and the aluminum powder particle gradation of R2 (Al6+Al13), R3 (Al6+Al24) and R4 (Al6+Al flake) in a confined space. By using gas chromatography, quantitative analysis and calculations were carried out to analyze the gaseous detonation products. Finally, the reaction ratios of the aluminum powder and the explosion reaction equations were calculated. The results show that in a confined space, the quasi-static pressures and equilibrium temperature of the aluminum powder in air are higher than in vacuum. In vacuum, the quasi-static pressures and equilibrium temperatures of the samples in descending order are R1>R3>R4>R2 and R3>R4>R1>R2, respectively. In air, the quasi-static pressures and equilibrium temperatures of the samples in descending order are R1>R2>R4>R3 and R1>R4>R2>R3, respectively. R4 (Al6+Al flake) and R3 (Al6+Al24) have relatively higher temperatures after detonation, which shows that the particle gradation method can enhance the reaction energy output of aluminum during the initial reaction stage of the explosion and increase the reaction ratio by 10.6% and 8.0%, respectively. In air, the reaction ratio of Al6 aluminum powder can reach as high as 78.16%, and the reaction ratio is slightly reduced after particle gradation. Finally, the reaction equations of the explosives in vacuum and in air were calculated by quantitative analysis of the explosion products, which provides a powerful basis for the study of RDX-based explosive reactions.