Untruthful probabilistic demand forecasts in vendor‐managed revenue‐sharing contracts: Coordinating the chain

Vendor‐managed revenue‐sharing arrangements are common in the newspaper and other industries. Under such arrangements, the supplier decides on the level of inventory while the retailer effectively operates under consignment, sharing the sales revenue with his supplier. We consider the case where the supplier is unable to predict demand, and must base her decisions on the retailer‐supplied probabilistic forecast for demand. We show that the retailer's best choice of a distribution to report to his supplier will not be the true demand distribution, but instead will be a degenerate distribution that surprisingly induces the supplier to provide the system‐optimal inventory quantity. (To maintain credibility, the retailer's reports of daily sales must then be consistent with his supplied forecast.) This result is robust under nonlinear production costs and nonlinear revenue‐sharing. However, if the retailer does not know the supplier's production cost, the forecast “improves” and could even be truthful. That, however, causes the supplier's order quantity to be suboptimal for the overall system. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Production to order and off‐line inspection when the production process is partially observable

This study combines inspection and lot‐sizing decisions. The issue is whether to INSPECT another unit or PRODUCE a new lot. A unit produced is either conforming or defective. Demand need to be satisfied in full, by conforming units only. The production process may switch from a “good” state to a “bad” state, at constant rate. The proportion of conforming units in the good state is higher than in the bad state. The true state is unobservable and can only be inferred from the quality of units inspected. We thus update, after each inspection, the probability that the unit, next candidate for inspection, was produced while the production process was in the good state. That “good‐state‐probability” is the basis for our decision to INSPECT or PRODUCE. We prove that the optimal policy has a simple form: INSPECT only if the good‐state‐probability exceeds a control limit. We provide a methodology to calculate the optimal lot size and the expected costs associated with INSPECT and PRODUCE. Surprisingly, we find that the control limit, as a function of the demand (and other problem parameters) is not necessarily monotone. Also, counter to intuition, it is possible that the optimal action is PRODUCE, after revealing a conforming unit. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Kurtosis correction method for X̄ and R control charts for long‐tailed symmetrical distributions

This paper proposes a kurtosis correction (KC) method for constructing the X? and R control charts for symmetrical long‐tailed (leptokurtic) distributions. The control charts are similar to the Shewhart control charts and are very easy to use. The control limits are derived based on the degree of kurtosis estimated from the actual (subgroup) data. It is assumed that the underlying quality characteristic is symmetrically distributed and no other distributional and/or parameter assumptions are made. The control chart constants are tabulated and the performance of these charts is compared with that of the Shewhart control charts. For the case of the logistic distribution, the exact control limits are derived and are compared with the KC method and the Shewhart method. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

水力测功器模拟螺旋桨高海情负载的神经网络预测控制仿真研究

为解决用水力测功器实现螺旋桨高海情下动态负载模拟的难题,首先给出了问题的数学描述并从工程应用角度做了适当简化,完成了开环辨识试验和神经网络建模;然后基于模型预测控制的基本原理进行了水力测功器模拟螺旋桨高海情负载的神经网络预测控制研究;仿真研究结果证明,文中所提方法确实有效,可用于水力测功器建模及动态加载控制。     

水下无线传感器网络的节点精确定位

以无线传感器网络(WSN)水下应用为背景,针对特定的环境要求,提出了一种可实现网络规模升级的分布式无锚点网络节点自定位机制。该定位算法通过距离误差估计和分布式坐标计算方法,有效地减少了由于测量距离误差所带来的坐标计算误差和节点坐标计算所带来的通信开销,有利于网络节点能量的合理使用和大规模的WSN布放。通过试验仿真计算,验证了该定位机制的合理性,为水下WSN应用提供了有力的技术支持。     

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     

Alleviating time inconsistent behaviors via a competition scheme

Under quasi‐hyperbolic discounting, the valuation of a payoff falls relatively rapidly for earlier delay periods, but then falls more slowly for longer delay periods. When the salespersons with quasi‐hyperbolic discounting consider the product sale problem, they would exert less effort than their early plan, thus resulting in losses of future profit. We propose a winner‐takes‐all competition to alleviate the above time inconsistent behaviors of the salespersons, and allow the company to maximize its revenue by choosing an optimal bonus. To evaluate the effects of the competition scheme, we define the group time inconsistency degree of the salespersons, which measures the consequence of time inconsistent behaviors, and two welfare measures, the group welfare of the salespersons and the company revenue. We show that the competition always improves the group welfare and the company revenue as long as the company chooses to run the competition in the first place. However, the effect on group time inconsistency degree is mixed. When the optimal bonus is moderate (extreme high), the competition motivates (over‐motivates) the salesperson to work hard, thus alleviates (worsens) the time inconsistent behaviors. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 357–372, 2017     

Probabilistic resource pooling games

We study a setting with a single type of resource and with several players, each associated with a single resource (of this type). Unavailability of these resources comes unexpectedly and with player‐specific costs. Players can cooperate by reallocating the available resources to the ones that need the resources most and let those who suffer the least absorb all the costs. We address the cost savings allocation problem with concepts of cooperative game theory. In particular, we formulate a probabilistic resource pooling game and study them on various properties. We show that these games are not necessarily convex, do have non‐empty cores, and are totally balanced. The latter two are shown via an interesting relationship with Böhm‐Bawerk horse market games. Next, we present an intuitive class of allocation rules for which the resulting allocations are core members and study an allocation rule within this class of allocation rules with an appealing fairness property. Finally, we show that our results can be applied to a spare parts pooling situation.     

基于LBP-PCA的多传感器目标识别算法

为了更加有效地提高多传感器图像融合后的识别率,提出一种基于LBP-PCA的多传感器目标识别算法。首先分别对红外和可见光图像进行预处理用以突显出要识别的目标,采用LBP算法提取目标的特征点向量,利用PCA算法进行特征融合,得到降维后的融合特征,最后利用SVM(支持向量机)进行分类和识别。实验仿真结果表明多传感器目标经过LBP-PCA融合后在保持足够数量的有效信息基础上降低了特征的维数,有效地提高了目标识别率。     

基于自然连通度的复杂网络节点重要性度量方法

节点重要性度量是复杂网络研究中的热点问题。从复杂网络的抗毁性指标入手,给出了自然连通度的定义,并且以此为基础设计了基于自然连通度的复杂网络节点重要性度量方法。最后以著名的风筝网络为例,分析了该方法的适用性,并与其他经典的节点重要性度量方法进行对比,证明了该方法的合理性。