Estimation of average backorders for an assemble‐to‐order system with random batch demands through extreme statistics

We investigate inventory management for a large‐scale multi‐product, multi‐component Assemble‐to‐Order system with general random batch demands. Results from extreme statistics theory are applied in developing approximation schemes for a widely used performance measure, customer backorders. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

基于神经网络的离散变结构控制系统

系统研究了基于神经网络的离散变结构控制系统设计方法,提出了几种具体设计方案.神经网络的引入可以使滑模(变结构)控制具备学习与自适应能力,使控制信号得以柔化,从而能够减轻或避免困扰常规滑模控制器的抖振现象,改善控制效果.     

C3I系统仿真及仿真环境研究

首先讨论了C3I系统开发中存在的问题并提出解决这些问题的重要性,然后从C3I系统描述模型和仿真环境两个方面,介绍了国内外对于C3I系统仿真的研究现状和发展趋势.最后介绍了我们正在研制的基于对象Petri网的仿真演示环境的特点以及设计和实现方法.     

空对空多机协同攻击多个目标的战术决策研究

简要介绍多机协同攻击多目标的基本概念、战术决策、目标分配及攻击排序方法。最后用数字仿真（实例）验证该方法的有效性     

引战配合三维计算机图形仿真的新技术

介绍了一种研制高质量引战配合三维计算机图形仿真软件的新技术。在目前广泛流行的３２ 位Ｗｉｎｄｏｗ ｓ 操作平台 （Ｗｉｎｄｏｗ ｓ ９５ 和Ｗｉｎｄｏｗ ｓＮＴ） 上利用Ｏｐ ｅｎＧＬ开发了多用途导弹反武装直升机引战配合三维图形仿真软件３Ｄ－ ＭＵＭ。运行结果表明： 该软件具有导弹和目标几何造型逼真、形象生动、使用方便灵活、运行速度高等优点     

Volume discount decisions: Wealth maximization or EOQ approach?

A recent paper finds that when volume discounts are available, in some cases, reliance on the Economic Order Quantity (EOQ) model can induce purchasers to make wealth reducing decisions, and the Present Value (PV) approach should be preferred. While this finding is theoretically correct, the magnitudes of wealth reductions suggested by the paper's numerical examples seem to be questionable. Furthermore, the paper also finds that, in some other cases, a purchaser using the EOQ approach realizes a net increase in current wealth compared to a purchaser using the PV approach. Logic suggests that such a finding cannot be correct, since by its very definition, it is the PV approach that seeks to maximize the current wealth. We offer an alternative frame of comparison and a modified model to show that, under the paper's assumptions, the EOQ approach can never realize a net increase in current wealth compared to the current wealth generated by the PV approach. On the other hand, we also show that when typical values of the relevant parameters prevail, the additional costs imposed by the EOQ approach are not significant. Finally, we suggest that insofar as the PV approach requires greater administrative costs to implement, it may even be counterproductive to the goal of wealth maximization. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 377–389, 1998     

Stage life testing

In progressive censoring, items are removed at certain times during the life test. Commonly, it is assumed that the removed items are used for further testing. In order to take into account information about these additional testing in inferential procedures, we propose a two‐step model of stage life testing with one fixed stage‐change time which incorporates information about both the removed items (further tested under different conditions) and those remaining in the current life test. We show that some marginal distributions in our model correspond either to progressive censoring with a fixed censoring time or to a simple‐step stress model. Furthermore, assuming a cumulative exposure model, we establish exact inferential results for the distribution parameters when the lifetimes are exponentially distributed. An extension to Weibull distributed lifetimes is also discussed.     

Steady‐state diffusion approximations for discrete‐time queue in hospital inpatient flow management

In this article, we analyze a discrete‐time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count has no explicit form and is difficult to compute in certain parameter regimes. Using the Stein's method framework, we identify a continuous random variable to approximate the steady‐state customer count. The continuous random variable corresponds to the stationary distribution of a diffusion process with state‐dependent diffusion coefficients. We characterize the error bounds of this approximation under a variety of system load conditions—from lightly loaded to heavily loaded. We also identify the critical role that the service rate plays in the convergence rate of the error bounds. We perform extensive numerical experiments to support the theoretical findings and to demonstrate the approximation quality. In particular, we show that our approximation performs better than those based on constant diffusion coefficients when the number of servers is small, which is relevant to decision making in a single hospital ward.     

基于Kullback-Leibler距离离散度的加权代理模型

复杂系统的仿真通常具有高维度、高计算量等特点,代理模型因其明晰的数学表达和良好的计算特性可用于逼近真实系统。加权模型对比单个代理模型来说,其稳定性和适应性更广。不同的代理模型其性能不一,根据特定指标,可以构造最优加权代理模型。基于代理模型预测分布以及Kullback-Leibler距离构造各子代理模型之间的离散度,并提出一种新的权函数构造方法。算例表明,该方法与最优子模型的精度相当,同时能提高对真实响应分布的逼近。     

A computationally efficient approach for determining inventory levels in a capacitated multiechelon production‐distribution system

The system under study is a single item, two‐echelon production‐inventory system consisting of a capacitated production facility, a central warehouse, and M regional distribution centers that satisfy stochastic demand. Our objective is to determine a system base‐stock level which minimizes the long run average system cost per period. Central to the approach are (1) an inventory allocation model and associated convex cost function designed to allocate a given amount of system inventory across locations, and (2) a characterization of the amount of available system inventory using the inventory shortfall random variable. An exact model must consider the possibility that inventories may be imbalanced in a given period. By assuming inventory imbalances cannot occur, we develop an approximation model from which we obtain a lower bound on the per period expected cost. Through an extensive simulation study, we analyze the quality of our approximation, which on average performed within 0.50% of the lower bound. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 377–398, 2000