可招回秘书问题

可招回秘书问题已由Yang,Petrucceol,Choe及Bal研究过。本文将这个问题纳入Snell框架,用相对最好者的位置函数Wn代替通常的相对名次,我们得到了各种招回概率下的最优停止规则,这些结果推广了文[7]—[9]。     

舰船动力系统优化设计方法展望

简述了舰船动力系统优化设计的思想与内容,研究了舰船动力系统优化设计的理论与方法,提出了综合集成设计、智能优化设计等未来舰船动力系统优化设计的概念与方法     

截尾序贯验后加权检验截尾点的优化设计

选取截尾点是截尾序贯验后加权检验很关键的一步,目前理论上尚无有效的选取方法。本文用优化技术确定截尾点Ｃ,克服了实践中确定停时Ｎ和截尾点Ｃ遇到的计算困难,避免了一般取Ｃ＝１的盲目性,使截尾点Ｃ的选取有了理论根据。优选的截尾点不仅使双方承担的风险之和最小,而且使双方承担的风险值相对合理,易于接受。     

Dynamic learning,pricing, and ordering by a censored newsvendor

We address the problem of determining optimal ordering and pricing policies in a finite‐horizon newsvendor model with unobservable lost sales. The demand distribution is price‐dependent and involves unknown parameters. We consider both the cases of perishable and nonperishable inventory. A very general class of demand functions is studied in this paper. We derive the optimal ordering and pricing policies as unique functions of the stocking factor (which is a linear transformation of the safety factor). An important expression is obtained for the marginal expected value of information. As a consequence, we show when lost sales are unobservable, with perishable inventory the optimal stocking factor is always at least as large as the one given by the single‐period model; however, if inventory is nonperishable, this result holds only under a strong condition. This expression also helps to explain why the optimal stocking factor of a period may not increase with the length of the problem. We compare this behavior with that of a full information model. We further examine the implications of the results to the special cases when demand uncertainty is described by additive and multiplicative models. For the additive case, we show that if demand is censored, the optimal policy is to order more as well as charge higher retail prices when compared to the policies in the single‐period model and the full information model. We also compare the optimal and myopic policies for the additive and multiplicative models. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

织女一号气象火箭设计中的若干技术

织女一号气象火箭是一种小型无控固体火箭,由于采用了若干先进的技术,使其总体性能达到了国际先进水平。本文介绍了其总体性能,重点介绍了总体方案设计中采用的包括最优推力程序等若干先进技术。     

Models for production planning under power interruptions

We present a robust optimization model for production planning under the assumption that electricity supply is subject to uncertain interruptions caused by participation in interruptible load contracts (ILCs). The objective is to minimize the cost of electricity used for production while providing a robust production plan which ensures demand satisfaction under all possible interruption scenarios. The combinatorial size of the set of interruption scenarios makes this a challenging problem. Furthermore, we assume that no probabilistic information is known about the supply uncertainty: we only use the information given in the ILC to identify an uncertainty set that captures the possible scenarios. We construct a general robust framework to handle this uncertainty and present a heuristic to compute a good feasible solution of the robust model. We provide computational experiments on a real‐world example and compare the performance of an exact solver applied to the robust model with that of the heuristic procedure. Finally, we include the operational impact of interruptions such as “recovery modes” in the definition of the uncertainty set. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

The incentive effect of acceptance sampling plans in a supply chain with endogenous product quality

This article studies a firm that procures a product from a supplier. The quality of each product unit is measured by a continuous variable that follows a normal distribution and is correlated within a batch. The firm conducts an inspection and pays the supplier only if the product batch passes the inspection. The inspection not only serves the purpose of preventing a bad batch from reaching customers but also offers the supplier an incentive to improve product quality. The firm determines the acceptance sampling plan, and the supplier determines the quality effort level in either a simultaneous game or a Stackelberg leadership game, in which both parties share inspection cost and recall loss caused by low product quality. In the simultaneous game, we identify the Nash equilibrium form, provide sufficient conditions that guarantee the existence of a pure strategy Nash equilibrium, and find parameter settings under which the decentralized and centralized supply chains achieve the same outcome. By numerical experiments, we show that the firm's acceptance sampling plan and the supplier's quality effort level are sensitive to both the recall loss sharing ratio and the game format (i.e., the precommitment assumption of the inspection policy). © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

舰载火箭炮子母弹射击火力分配模型

摘 要：由于舰载火箭弹的弹道特性与普通身管炮弹有着明显的差异,传统的舰炮射击效力计算及火力分配方法不适用于舰载火箭炮。结合舰载火箭弹弹道特点,分析了其射击误差,探讨了集群目标的简化处理方法,提出了一种基于蒙特卡洛法的舰载火箭炮对岸射击最优效力射火力分配计算模型。通过举例分析表明,该方法切实可行,利用该模型可以提高射击指挥员指挥决策的科学性。     

面向多最优解组合优化问题的决策求解算法

针对具有固定物品总和、多最优解特征的组合优化问题,以固定总和实数子集问题和购买鸡翅问题为例,给出了这类多最优解组合优化问题的形式化表示。在分析枚举等经典算法基础上,提出了基于整数状态表示和实数状态表示的0-1决策递归搜索多最优解动态规划算法。针对该算法在最优解数量较大时,时间复杂度趋向O(mⁿ)的问题,提出了基于相同决策路径合并和基于0-x决策的两种改进算法。实验中两种改进算法的计算时间基本符合与O(nb+nm)的正比关系,表明对于这类多最优解组合优化问题具有良好的求解性能。     

Rendez‐vous search on a rectangular lattice

In a rendez‐vous search two or more teams called seekers try to minimize the time needed to find each other. In this paper, we consider s seekers in a rectangular lattice of locations where each knows the configuration of the lattice, the distribution of the seekers at time 0, and its own location, but not the location of any other. We measure time discretely, in turns. A meeting takes place when the two seekers reach the same point or adjacent points. The main result is that for any dimension of lattice, any initial distribution of seekers there are optimal strategies for the seekers that converge (in a way we shall make clear) to a center. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007