随机-非概率模型下的船体结构屈服强度可靠性分析

针对在役舰船船体载荷、材料属性的随机特性和实船勘验得出的腐蚀损伤下船体抗力区间特性,提出一种基于随机概率理论和区间非概率理论的随机-非概率可靠性分析模型,分别从区间变量随机化和随机变量区间化两个角度给出该模型的可靠性指标求解方法。基于该模型对某舰船船体结构屈服强度进行可靠性分析,结果表明:该模型既体现了结构变量的客观不确定性又减弱了评估结果的盲目保守性,对于既含有随机变量又含有区间变量的在役舰船的可靠性评估具有很强的适用性。     

Centralized inventory control in a two‐level distribution system with Poisson demand

This paper introduces a new replenishment policy for inventory control in a two‐level distribution system consisting of one central warehouse and an arbitrary number of nonidentical retailers. The new policy is designed to control the replenishment process at the central warehouse, using centralized information regarding the inventory positions and demand processes of all installations in the system. The retailers on the other hand are assumed to use continuous review (R, Q) policies. A technique for exact evaluation of the expected inventory holding and backorder costs for the system is presented. Numerical results indicate that there are cases when considerable savings can be made by using the new (α₀, Q₀) policy instead of a traditional echelon‐ or installation‐stock (R, Q) policy. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 798–822, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10040     

Adaptive random search for continuous simulation optimization

We present, analyze, and compare three random search methods for solving stochastic optimization problems with uncountable feasible regions. Our adaptive search with resampling (ASR) approach is a framework for designing provably convergent algorithms that are adaptive and may consequently involve local search. The deterministic and stochastic shrinking ball (DSB and SSB) approaches are also convergent, but they are based on pure random search with the only difference being the estimator of the optimal solution [the DSB method was originally proposed and analyzed by Baumert and Smith]. The three methods use different techniques to reduce the effects of noise in the estimated objective function values. Our ASR method achieves this goal through resampling of already sampled points, whereas the DSB and SSB approaches address it by averaging observations in balls that shrink with time. We present conditions under which the three methods are convergent, both in probability and almost surely, and provide a limited computational study aimed at comparing the methods. Although further investigation is needed, our numerical results suggest that the ASR approach is promising, especially for difficult problems where the probability of identifying good solutions using pure random search is small. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于更新过程的多阶段备件需求模型

正态分布、威布尔分布是常用的备件寿命模型,但是正态分布和威布尔分布的记忆性会导致多阶段需求量预测的相关性.利用更新过程理论,将叠加的更新过程分解和拼接,建立单阶段多项备件需求模型;通过将年龄转移到下个阶段,建立了多阶段不可修备件需求模型;采用加权平均法对多阶段需求模型进行了修正.仿真表明,这种模型能有效预测多阶段需求的波动.     

备件需求过程的MAP数据拟合算法研究

为了将备件需求过程表示为马尔可夫到达过程(Markovian arrival process, MAP)形式,设计了备件需求到达流的MAP拟合算法.首先,采用EM算法将备件需求到达间隔时间拟合成Hyper-Erlang分布形式,然后利用MAP性质和Bayes公式推导出生成元矩阵的计算公式;随后设计了一个完整的数据拟合流程,并通过实例对算法的效果和效率与已有研究进行了对比.结果表明,该算法在确保拟合效果的同时,能够有效提升拟合效率.     

装备备件管理技术综述

备件管理水平的高低直接影响着装备保障能力的发挥和使用保障费用的维持,备件管理现已成为世界范围内的研究热点。通过对国内外有关备件管理文献的分析,总结了备件管理在备件分类方法、需求预测与确定、库存控制与优化3个方面的研究现状。分析结果表明：备件管理将向多因素综合考虑的备件分类方法,基于备件需求不确定性的预测技术以及基于计算机辅助技术、物流和供应链管理等方向发展。     

一种基于随机映射的战斗效能模型

利用随机映射概念提出了一种新的战斗毁伤模型形式———Lanchester战斗网络模型。模型是由一个阶递减的随机映射序列组成的随机有向二部图,它明确、形式地描述了战争整体行为与局部作用之间的关系。理论分析和计算获得的结论表明,模型描述的整体作战效能符合Lanchester平方律,其网络拓扑结构是非同质的,出度和入度分布服从指数幂律。应用模型定量对比了“对称”与“非对称”战斗中全局信息因素对战斗系统整体效能的影响。初步讨论了网络模型研究在战争建模理论、实证和计算方法论上的意义。     

模糊随机变量的模糊概率特征的性质

应用模糊数理论 ,给出了模糊随机变量的数学期望和模糊随机变量的方差的定义 ,并研究讨论了模糊随机变量的数学期望和模糊随机变量的方差的性质。研究结果进一步丰富和完善了模糊随机变量理论。     

Multivariate meta analysis with potentially correlated marketing study results

A univariate meta analysis is often used to summarize various study results on the same research hypothesis concerning an effect of interest. When several marketing studies produce sets of more than one effect, multivariate meta analysis can be conducted. Problems one might have with such a multivariate meta analysis are: (1) Several effects estimated in one model could be correlated to each other but their correlation is seldom published and (2) an estimated effect in one model could be correlated to the corresponding effect in the other model due to similar model specification or the data set partly shared, but their correlation is not known. Situations like (2) happen often in military recruiting studies. We employ a Monte‐Carlo simulation to evaluate how neglecting such potential correlation affects the result of a multivariate meta analysis in terms of Type I, Type II errors, and MSE. Simulation results indicate that such effect is not significant. What matters is rather the size of the variance component due to random error in multivariate effects. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 500–510, 2000.     

Note on “An Optimal Recursive Method for Various Inventory Replenishment Models with Increasing Demand and Shortages” by Teng et al.

In a recent paper, Teng, Chern, and Yang consider four possible inventory replenishment models and determine the optimal replenishment policies for them. They compare these models to identify the best alternative on the basis of minimum total relevant inventory costs. The total cost functions for Model 1 and Model 4 as derived by them are not exact for the comparison. As a result, their conclusion on the least expensive replenishment policy is incorrect. The present article provides the actual total costs for Model 1 and Model 4 to make a correct comparison of the four models. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 602–606, 2000