一类广义L-统计量的极限分布

假定(X1,Y1),(X2,Y2),…,(Xn,Yn)是取自二维随机向量(X,Y)的独立同分布样本.记X(1)≤X(2)≤…≤X(n)是X1,X2,…,Xn产生的次序统计量,Y[1],Y[2],…,Y[n]是诱导的次序统计量.讨论广义L-统计量Tn=n-1 n∑i=1 J(i/n+1)Y[i]的极限分布,式中J(x)是由实际问题的需要而选取的权函数.在较弱的条件下,证明了Tn的渐近正态性,同时给出了Tn的期望和方差的渐近公式.     

油水两相分层流层流流速分布计算分析

利用剪切力比模型,进一步讨论了油水两相分层流层流流动的速度分布规律,将水相流速假设为抛物线形式分布与实验结果有较大偏差,将水相分为拖曳和返流两段更接近实际情况,模型所得水相计算结果更接近实验数据。指出剪切力比模型能否适合于油水两相分层流动计算理论需要更多实验结果验证。     

激光推进发动机与激光发射弹道主要参数分析

激光推进是一种应用前景广阔的先进推进技术。讨论了激光推进发动机性能参数,飞行器在无大气阻力并忽略地球曲率和自转条件下发射与入轨所要求的最佳比冲,激光平均功率与电网能量消耗等问题。指出用激光发射微小卫星可以得到高质量比,激光推进发动机最优的比冲为12 240m/s。     

Modeling and analysis of vessel casualties resulting from tanker traffic through narrow waterways

In this paper, we present a physics-based stochastic model to investigate vessel casualties resulting from tanker traffic through a narrow waterway. A state-space model is developed to represent the waterway and the location of vessels at a given time. We first determine the distribution of surface current at a given location of the waterway depending on channel geometry, bottom topography, boundary conditions, and the distribution of wind. Then we determine the distribution of the angular drift for a given vessel travelling at a given location of a waterway. Finally, we incorporate the drift probabilities and random arrival of vessels into a Markov chain model. By analyzing the time-dependent and the steady-state probabilities of the Markov chain, we obtain risk measures such as the probability of casualty at a given location and also the expected number of casualties for a given number of vessels arriving per unit time. Analysis of the Markovian model also yields an analytical result that shows that the expected number of casualties is proportional to square of the tanker arrival rate. We present our methodology on an experimental model of a hypothetical narrow waterway. © 1999 John Wiley & Sons, Inc. Naval Reseach Logistics 46: 871–892, 1999     

机场目标打击顺序灰色决策分析

对军事机场目标的结构、特征进行了系统分析,确立了军事机场目标评估体系,并运用灰色决策分析方法建立了军事机场多目标打击顺序确定的优化模型,为对该类实施导弹打击所进行的火力计划拟制提供了一种新的数学方法。     

A comparative study of three tool replacement/operation sequencing strategies in a flexible manufacturing system

This paper studies three tool replacement/operation sequencing strategies for a flexible manufacturing system over a finite time horizon: (1) failure replacement—replace the tool only upon failure, (2) optimal preventive tool replacement for a fixed sequence of operations, and (3) joint scheduling of the optimal preventive tool replacement times and the optimal sequence of operations. Stochastic dynamic decision models are used for strategies 2 and 3. The optimization criterion for strategies 2 and 3 is the minimization of the total expected cost over the finite time horizon. We will show through numerical studies that, with the same amount of information, the total expected costs can be reduced considerably by choosing an optimal strategy. Our conclusion is that in flexible manufacturing, optimal tool replacement and optimal operations sequencing are not separate issues. They should be considered jointly to minimize the expected total cost. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 479–499, 2000     

Distribution free bounds for service constrained (Q,r) inventory systems

A classical and important problem in stochastic inventory theory is to determine the order quantity (Q) and the reorder level (r) to minimize inventory holding and backorder costs subject to a service constraint that the fill rate, i.e., the fraction of demand satisfied by inventory in stock, is at least equal to a desired value. This problem is often hard to solve because the fill rate constraint is not convex in (Q, r) unless additional assumptions are made about the distribution of demand during the lead‐time. As a consequence, there are no known algorithms, other than exhaustive search, that are available for solving this problem in its full generality. Our paper derives the first known bounds to the fill‐rate constrained (Q, r) inventory problem. We derive upper and lower bounds for the optimal values of the order quantity and the reorder level for this problem that are independent of the distribution of demand during the lead time and its variance. We show that the classical economic order quantity is a lower bound on the optimal ordering quantity. We present an efficient solution procedure that exploits these bounds and has a guaranteed bound on the error. When the Lagrangian of the fill rate constraint is convex or when the fill rate constraint does not exist, our bounds can be used to enhance the efficiency of existing algorithms. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 635–656, 2000     

用能量法确定层状复合材料疲劳裂纹的扩展方向

含裂纹体疲劳寿命的预测,必须首先了解裂纹扩展路径的全过程,而在层状复合材料中,裂纹扩展的路径非常复杂,不仅可以拐弯,而且可以分叉.因此,首先提出一个简单、适用、统一的裂纹扩展方向的相对强度准则,即应变能释放率比值判据;然后,利用有效解决高梯度问题的数值方法--任意线法,对实测试件的关键时刻(例如,拐弯或进入界面),进行了数值分析;并对典型试件进行了疲劳断裂实验研究.3方面的结果,得到相互的验证.这种一致性,不仅初步证明了这一方法的正确性和适用性,而且为疲劳裂纹扩展全过程的解决,提供了必要的基础.     

二维抛板极限速度的相似性与古尼公式的采用

本文分析影响被炸药驱动下抛板极限速度的重要因素,讨论了一些经验公式的适用范围;提出了根据二维抛板的数值计算得到的两个重要规律:①在炸药与抛板的质量比相同的情况下,抛板的极限速度之间具有一定的相似关系;②修正的古尼公式可用来计算二维抛板的极限速度。     

Optimal nonmyopic gambling strategy for the generalized Kelly criterion

We consider the optimal wagers to be made by a gambler who starts with a given initial wealth. The gambler faces a sequence of two-outcome games, i.e., “win” vs. “lose,” and wishes to maximize the expected value of his terminal utility. It has been shown by Kelly, Bellman, and others that if the terminal utility is of the form log x, where x is the terminal wealth, then the optimal policy is myopic, i.e., the optimal wager is always to bet a constant fraction of the wealth provided that the probability of winning exceeds the probability of losing. In this paper we provide a critique of the simple logarithmic assumption for the utility of terminal wealth and solve the problem with a more general utility function. We show that in the general case, the optimal policy is not myopic, and we provide analytic expressions for optimal wager decisions in terms of the problem parameters. We also provide conditions under which the optimal policy reduces to the simple myopic case. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 639–654, 1997