Optimization of schedule stability and efficiency under processing time variability and random machine breakdowns in a job shop environment

The ability to cope with uncertainty in dynamic scheduling environments is becoming an increasingly important issue. In such environments, any disruption in the production schedule will translate into a disturbance of the plans for several external activities as well. Hence, from a practical point of view, deviations between the planned and realized schedules are to be avoided as much as possible. The term stability refers to this concern. We propose a proactive approach to generate efficient and stable schedules for a job shop subject to processing time variability and random machine breakdowns. In our approach, efficiency is measured by the makespan, and the stability measure is the sum of the variances of the realized completion times. Because the calculation of the original measure is mathematically intractable, we develop a surrogate stability measure. The version of the problem with the surrogate stability measure is proven to be NP‐hard, even without machine breakdowns; a branch‐and‐bound algorithm is developed for this problem variant. A tabu search algorithm is proposed to handle larger instances of the problem with machine breakdowns. The results of extensive computational experiments indicate that the proposed algorithms are quite promising in performance. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

A spatial rank‐based multivariate EWMA control chart

Nonparametric control charts are useful in statistical process control when there is a lack of or limited knowledge about the underlying process distribution, especially when the process measurement is multivariate. This article develops a new multivariate self‐starting methodology for monitoring location parameters. It is based on adapting the multivariate spatial rank to on‐line sequential monitoring. The weighted version of the rank‐based test is used to formulate the charting statistic by incorporating the exponentially weighted moving average control scheme. It is robust to non‐normally distributed data, easy to construct, fast to compute and also very efficient in detecting multivariate process shifts, especially small or moderate shifts which occur when the process distribution is heavy‐tailed or skewed. As it avoids the need for a lengthy data‐gathering step before charting and it does not require knowledge of the underlying distribution, the proposed control chart is particularly useful in start‐up or short‐run situations. A real‐data example from white wine production processes shows that it performs quite well. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 91–110, 2012     

Optimal pricing for a short life‐cycle product when customer price‐sensitivity varies over time

Technology products often experience a life‐cycle demand pattern that resembles a diffusion process, with weak demand in the beginning and the end of the life cycle and high demand intensity in between. The customer price‐sensitivity also changes over the life cycle of the product. We study the prespecified pricing decision for a product that exhibits such demand characteristics. In particular, we determine the optimal set of discrete prices and the times to switch from one price to another, when a limited number of price changes are allowed. Our study shows that the optimal prices and switching times show interesting patterns that depend on the product's demand pattern and the change in the customers' price sensitivity over the life cycle of the product. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

具有随机扰动的SISV模型的解的渐近性态

研究一类具有两种随机扰动的SISV传染病模型．对于第一种随机SISV模型,证明对任给的非负初值,该随机模型一定存在唯一的全局正解,并讨论该随机模型的解围绕确定性模型的无病平衡点的渐近行为;对于第二种随机SISV模型,通过构造适当的Lyapunov泛函证明该随机模型的解是随机渐近稳定的．     

Are non‐lethal weapons a viable military option to strengthen the hearts and minds approach in Afghanistan?

Commanders of the International Security Assistance Force (ISAF) have repeatedly stressed the hearts and minds approach in Afghanistan, in saying that the human terrain is decisive for a successful outcome of the mission. Avoidance of civilian casualties is considered of strategic importance, and by nature highly dependent on the management of tactical level Escalation of Force (EoF) situations. Non‐lethal weapons (NLWs) are expected to enable tactical commanders to avoid innocent civilian casualties in such situations. This article considers a selected NLW on its potential to accomplish this requirement. It uses a defence technology assessment approach to analyse EoF situations experienced by Dutch ISAF forces in which the NLW is inserted. The analysis demonstrates that a range of contextual factors in the Afghanistan high‐risk environment tend to narrow down the window of opportunity for the NLW to help defuse the risk of unintended civil casualties.     

抢险救灾非战争军事行动中应急资源调度网络的优化方法

抢险救灾非战争军事行动包括道路抢修和物资运输等任务,而这两类任务在灾后应急资源调度中存在关联性的影响,且面临路网结构可变及需求随机模糊等挑战,对此,提出了一种非确定性应急资源调度网络双层规划模型,设计了基于蒙特卡洛方法与遗传算法耦合的智能启发式求解策略.通过对典型情境下应急资源调度案例进行分析建模和数值求解,说明了该模型和算法的合理性和有效性.     

阶段事故树分析在舰艇火灾消防上的应用

对火灾过程的研究一直以来都是舰艇消防研究的重点,利用阶段事故树工具从火灾宏观发展过程的角度出发将舰艇火灾划分为6个发展阶段,研究了每一阶段的诱发因素,得出了导致这些因素的基本事件,并通过对它们各自结构重要度的比较明确了重点,最后分析给出了各阶段的应对措施并提出了相应的合理化意见建议。     

Technical note: Finite-time regret analysis of Kiefer-Wolfowitz stochastic approximation algorithm and nonparametric multi-product dynamic pricing with unknown demand

We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the expected cumulative regret of the KWSA algorithm is bounded above by where κ₁, κ₂ are positive constants and T is the number of periods for any T = 1, 2, … . Therefore, the regret of the KWSA algorithm grows in the order of , which achieves the lower bounds known for parametric dynamic pricing problems and shows that the nonparametric problems are not necessarily more difficult to solve than the parametric ones. Numerical experiments further demonstrate the effectiveness and efficiency of our proposed KW pricing policy by comparing with some pricing policies in the literature.     

基于SPN有限等待差错服务的火力单元排队模型

给出了一般排队模型的SPN描述,分析了防空火力单元的实际作战过程,在已有的火力单元的模型基础上,提出了有限等待差错服务的排队模型,详细分析了排队模型的运行机制,包括顾客有限等待、优先级的排队等,最后运用SPN理论对应的联系谓词公式和随机开关对模型进行了强有力的描述。是构建防空战役层面大型排队网络模型的基础。     

远程反舰导弹弹道规划研究

以保证远程反舰导弹迅速捕捉目标为出发点,以远程反舰导弹的作战需求为牵引,论述了对远程反舰导弹进行弹道规划的重要意义;从战术和技术两个方面探索了对远程反舰导弹进行弹道规划的主要依据、基本原则、规划思路和基本方法。