Technical note – operational statistics: Properties and the risk‐averse case

Consider a repeated newsvendor problem for managing the inventory of perishable products. When the parameter of the demand distribution is unknown, it has been shown that the traditional separated estimation and optimization (SEO) approach could lead to suboptimality. To address this issue, an integrated approach called operational statistics (OS) was developed by Chu et al., Oper Res Lett 36 (2008) 110–116. In this note, we first study the properties of this approach and compare its performance with that of the traditional SEO approach. It is shown that OS is consistent and superior to SEO. The benefit of using OS is larger when the demand variability is higher. We then generalize OS to the risk‐averse case under the conditional value‐at‐risk (CVaR) criterion. To model risk from both demand sampling and future demand uncertainty, we introduce a new criterion, called the total CVaR, and find the optimal OS under this new criterion. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 206–214, 2015     

Optimal pricing and scheduling control of product shipping

In this article, we seek to understand how a capacity‐constrained seller optimally prices and schedules product shipping to customers who are heterogeneous on willingness to pay (WTP) and willingness to wait (WTW). The capacity‐constrained seller does not observe each customer's WTP and WTW and knows only the aggregate distributions of WTP and WTW. The seller's problem is modeled as an M/M/N_s queueing model with multiclass customers and multidimensional information screening. We contribute to the literature by providing an optimal and efficient algorithm. Furthermore, we numerically find that customers with a larger waiting cost enjoys a higher scheduling priority, but customers with higher valuation do not necessarily get a higher scheduling priority. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 215–227, 2015     

对单兵火箭提前修正量的分析研究

为了实现某型单兵火箭的射击在陆军分队作战模拟仿真系统中的仿真模拟,运用数理统计理论对单兵火箭提前修正量进行分析研究,论证了单兵火箭的射程与提前修正量的一元线性回归分析的统计规律,给出了一元线性回归方程和提前修正量的置信区间,论证了在置信区间中的实际提前修正量的射击的弹着点符合正态分布的射击规律和散布律公式。根据得到的理论结果,指导模拟仿真系统对单兵火箭的射击进行仿真模拟。     

基于网络组织有序度的指挥体系优化算法

针对信息化条件下指挥体系结构的特点,运用复杂网络理论,提出了指挥体系的优化算法,将组织有序度最大化作为目标函数,以边的关键度作为调节变量,构建了优化模型和算法,并对指挥网络进行了实例分析,对比优化前后指挥体系在平均路径、聚类系数、度分布以及网络的抗毁性等指标上变化,最后得到最优化的指挥网络。该算法对指挥流程的优化具有一定的参考价值和指导意义。     

Properties of some stochastic orders: A unified study

The notions of the likelihood ratio order of degree s (s ≥ 0) are introduced for both continuous and discrete integer‐valued random variables. The new orders for s = 0, 1, and 2 correspond to the likelihood ratio, hazard rate, and mean residual life orders. We obtain some basic properties of the new orders and their up shifted stochastic orders, and derive some closure properties of them. Such a study is meaningful because it throws an important light on the understanding of the properties of the likelihood ratio, hazard rate, and mean residual life orders. On the other hand, the properties of the new orders have potential applications. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

一种高阶累积量的模态参数辨识方法改进及其应用

高阶累积量的模态参数辨识方法能够消除高斯噪声的影响。但基于传统的高阶累积量降阶方法的子空间模态参数辨识方法具有一定的缺陷。为此,提出2种降阶方法用于高阶累积量的子空间模态参数辨识方法,并对这2种方法进行了比较。利用主切片方法对某变截面轴进行了模态参数识别,获得了与有限元法相一致的计算结果,从而证明了该方法的可靠性。该方法的辨识质量较高,能够用于一般结构的模态参数辨识。     

二级库存-运输系统的联合经济订购模型

结合器材供应的实际,构建了一个国家仓库-地区仓库形成的二级库存-运输系统,以最低费用为目标,建立了该系统的联合经济订购模型,求解了该系统各仓库的最佳订货量和订货次数;运用该模型对3种订货策略（年度1次订货、年度多次订货、零库存订货）进行了算例验证,表明了该模型在优化多级库存运输系统订货参数方面的意义。     

Stein–Chen approximation and error bounds for order fill rates in assemble‐to‐order systems

Assemble‐to‐order (ATO) is an important operational strategy for manufacturing firms to achieve quick response to customer orders while keeping low finished good inventories. This strategy has been successfully used not only by manufacturers (e.g., Dell, IBM) but also by retailers (e.g., Amazon.com). The evaluation of order‐based performance is known to be an important but difficult task, and the existing literature has been mainly focused on stochastic comparison to obtain performance bounds. In this article, we develop an extremely simple Stein–Chen approximation as well as its error‐bound for order‐based fill rate for a multiproduct multicomponent ATO system with random leadtimes to replenish components. This approximation gives an expression for order‐based fill rate in terms of component‐based fill rates. The approximation has the property that the higher the component replenishment leadtime variability, the smaller the error bound. The result allows an operations manager to analyze the improvement in order‐based fill rates when the base‐stock level for any component changes. Numerical studies demonstrate that the approximation performs well, especially when the demand processes of different components are highly correlated; when the components have high base‐stock levels; or when the component replenishment leadtimes have high variability. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

高可靠性软件的极值统计分析

提出了极值统计分析的方法.对于失效数据极值分布函数的拟合检验,采用了相关系数法;对于母体分布的参数估计,则分别采用了最小二乘估计(LSE)和极大似然估计(MLE);最后通过一个实例说明了统计过程,并用模拟的方法证明了最小二乘估计较好.     

边防武警执行命令行为的刑法学分析

基于我国的边防体制,边防武警执行命令的行为在边防管理活动中属行政行为,执行军事命令的行为属军事行为。边防武警执行命令行为性质的不同定位,导致了不同的法律意义。在不同的情况下,边防武警对命令有效性的审查义务在范围和程度上是不同的,由此,在认定犯罪排除事由的构成上也应加以区别。执行命令作为排除犯罪的事由,基于不同的要件,可构成合法化事由或者免责事由。在命令合法有效的时候,执行命令就成为合法化事由。在命令不具有合法有效性的时候,执行命令就不能成为合法化事由,但在一定情况下,执行违法命令可以构成免责事由,从而排除行为的犯罪性。