Dynamic inventory control with limited capital and short‐term financing

For most firms, especially the small‐ and medium‐sized ones, the operational decisions are affected by their internal capital and ability to obtain external capital. However, the majority of the literature on dynamic inventory control ignores the firm's financial status and financing issues. An important question that arises is: what are the optimal inventory and financing policies for firms with limited internal capital and limited access to external capital? In this article, we study a dynamic inventory control problem where a capital‐constrained firm periodically purchases a product from a supplier and sells it to a market with random demands. In each period, the firm can use its own capital and/or borrow a short‐term loan to purchase the product, with the interest rate being nondecreasing in the loan size. The objective is to maximize the firm's expected terminal wealth at the end of the planning horizon. We show that the optimal inventory policy in each period is an equity‐level‐dependent base‐stock policy, where the equity level is the sum of the firm's capital level and the value of its on‐hand inventory evaluated at the purchasing cost; and the structure of the optimal policy can be characterized by four intervals of the equity level. Our results shed light on the dynamic inventory control for firms with limited capital and short‐term financing capabilities.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 184–201, 2014     

弹道计算格斗导弹攻击区的一种快速模拟计算法

以某型近距格斗导弹为例,在考虑了导弹制导控制延迟基础上,建立了导弹跟踪目标的质点运动模型,并根据判断导弹与目标交汇条件,给出了一种导弹攻击区和有利攻击区快速模拟计算方法。仿真结果表明,利用本方法计算结果与资料给出的包线基本重合,模拟计算在数值上和变化趋势上都与资料基本一致,本算法是可行的。     

某自行火炮全弹道多学科优化设计

为提高某自行火炮弹丸的杀伤效能,寻求该火炮全弹道设计参数间更优的匹配关系,并缩短全弹道设计周期,根据其包含的内弹道、外弹道和终点效应3个分学科之间的耦合关系,建立自行火炮全弹道多学科优化设计模型。以射程最大、杀伤面积最大为优化目标,进行全弹道优化设计。与单目标优化方法对比,多目标优化有效提高了该火炮弹道的综合性能,避免了单个目标优化时其他目标劣化的现象。     

基于AP-DE算法动态迭代步长的研究

为了促进自适应滤波器的滤波性能,建立了一种变步长的基于直接迭代误差AP-DE算法。通过使得权值均方误差下降速度最大,获得了AP-DE算法的优化迭代步长,并分析了所建立算法权值均方误差的统计特性。     

Concavity and monotonicity properties in a groundwater management model

We consider a discrete‐time groundwater model in which the cost of pumping takes a slightly different form to that which has been traditional in the research literature to date. This enables us to prove that (a) the optimal pumping quantity is nondecreasing in the ground water stock, (b) the stock level remaining after each period's pumping is also nondecreasing in the groundwater stock, (c) the optimal decision is determined by maximizing a concave function, and finally (d) the optimal pumping quantity is nonincreasing in the number of periods to go. We show that (a)–(c), while intuitive, do not hold under traditional modeling assumptions. We also explain the connections between our results and similar ones for some classic problems of operations research. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2011     

基于最优因果化提升结构及子带叠混的低内存DWT实现

基于提升结构的因果化实现及优化在将两带滤波器组转化为单进单出系统时子带系数的叠混模式,提出了一种改进的低内存需求的离散小波变换(Enhanced Low-memory Discrete Wavelet Transform,ELDWT)实现方法.相对于DWT的常规全局实现法,基于ELDWT实现的正、逆离散小波变换均具有与...     

基于运动相似性的监控轨迹聚合分析

对于监控轨迹序列集,提出一种使用运动特征发现其潜在语义内容的方法.在特征统计估计阶段,将轨迹曲线中的拐点特征加入到核密度估计过程中,得到准确平滑的方向多性态分布;使用隐马尔科夫模型估计轨迹子类中存在的串行或并行空间模式.最后以运动特征分布为基础,提出一种基于运动相似性的轨迹层次聚合模型.实验结果表明,该模型可以有效地分...     

竞争失效场合仿真基加速试验优化设计方法

竞争失效场合加速试验技术是加速试验由简单结构产品向复杂结构产品推广应用的基础,而如何设计试验方案使统计结果最准确、代价最小,是其中的主要研究内容之一.针对传统解析优化方法推导过程比较复杂的问题,提出了一种基于Monte Carlo仿真的竞争失效场合加速试验优化设计方法.在备选方案较多的情况下,通过引入曲面拟合进行间接优...     

64mm催泪弹的空中运动特性研究

建立64mm催泪弹外弹道数学模型,分析64mm催泪弹的空中运动状态,找出影响64mm催泪弹飞行稳定性的主要因素,给出64mm催泪弹的改进方向和技术措施,以提高催泪弹的可靠性和作用有效性,并指导现装备的催泪弹的改进和新型催泪弹的设计。     

天基反导拦截打击平台作战部署建模分析

研究了反助推段弹道导弹的天基载EKV拦截打击平台的轨道选择及构造问题.根据建立的弹道估计状态转移矩阵、平台拦截能力以及弹道导弹发射点位置参数等相关信息,确定了天基载EKV反导拦截打击平台的轨道属性参数.该模型可以为研究及建设天基载EKV反导拦截打击平台相关问题提供参考依据.