Economic lot sizing with constant capacities and concave inventory costs

This article studies the classical single‐item economic lot‐sizing problem with constant capacities, fixed‐plus‐linear order costs, and concave inventory costs, where backlogging is allowed. We propose an O(T³) optimal algorithm for the problem, which improves upon the O(T⁴) running time of the famous algorithm developed by Florian and Klein (Manage Sci18 (1971) 12–20). Instead of using the standard dynamic programming approach by predetermining the minimal cost for every possible subplan, we develop a backward dynamic programming algorithm to obtain a more efficient implementation. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

火力分配环协同度的编队反导决策优化

舰艇编队协同反导决策是一个多阶段多目标的决策系统,依据模糊权距离和隶属度概念,考虑系统中各阶段的协同关系,提出基于火力分配环协同度的概念,将模糊优选理论与动态规划原理有机地结合起来,寻求基于舰艇编队协同反导的多阶段多目标优化的最优均衡策略,并应用于解决舰艇编队协同反导决策的优化中,得出了具有指导意义的结论。     

基于多智能体的反导传感器任务规划算法

首先探讨了反导作战中各类传感器资源的构成特点和功能划分,然后基于多智能体multy-agent system(MAS)的分布式人工智能技术提出了适应反导作战需求的传感器任务规划体系架构,既而深入分析了体系架构中各类agent的主要功能,最后给出了一个实体层传感器的任务规划流程和算法实例,为构建高效率、智能化的反导作战多传感器任务规划技术提供了一种有效的研究方法。     

基于组合牛顿迭代法的改进IEKF及其在UNGM中的应用

从高斯-牛顿迭代的角度对迭代扩展卡尔曼滤波(IEKF)进行分析,提出了一种基于组合牛顿迭代法的改进IEKF算法。该算法通过实时判断每次迭代对状态的逼近程度,采用加权平均的方法确定新的迭代值,继而采用卡尔曼滤波框架对状态进行量测更新。新算法较传统的IEKF具有精度高以及对初值不敏感的优点。实例仿真验证了该算法的有效性。     

一类非线性脉冲时滞抛物型偏微分方程组解的振动性

讨论了一类含脉冲的时滞抛物型方程组非零解的振动性,利用了Green定理以及Jensen不等式,得出了该方程在Robin边界条件下非零解振动的若干准则。     

NORX算法中非线性组件的移位参数选取准则研究

NORX算法是进入凯撒竞赛第三轮的15个认证加密候选算法之一,该算法的唯一非线性组件由异或、与和移位操作组成.从非线性逼近和循环分析两个密码学性质研究移位参数的选取准则,证明了可变移位函数的非线性逼近概率为三值函数,并得到了移位参数取1时具有最佳的非线性逼近性质;给出了可变移位函数的循环概率表达式,并证明了对于任意非零...