基于个体判断优先序的多目标群决策方法研究

针对多目标群决策问题,深入分析了群意见的形成方式.对基于方案优先序的多目标群决策问题给出了若干求解群排序的方法.对其求解原理和集结结果进行了对比,并分析了各方法的实质及其等价关系;澄清了一些模糊认识,指出了某些方法存在的问题,对此类多目标群决策问题的求解提供了依据.     

非致命微波武器综合效能评估

针对非致命微波武器效能评估问题,通过分析影响非致命微波武器效能的关键因素,建立了非致命微波武器评价指标体系,提出了非致命微波武器效能的评估方法。采用一致性排序法确定各个指标的分配权重,并将Vague集应用到效能评估中,利用加权贴近度表征非致命微波武器效能的评估值。得到评估结果与实际情况相符,为国内非致命微波武器发展提供了理论依据。     

A worst‐case formulation for constrained ranking and selection with input uncertainty

In this research, we consider robust simulation optimization with stochastic constraints. In particular, we focus on the ranking and selection problem in which the computing time is sufficient to evaluate all the designs (solutions) under consideration. Given a fixed simulation budget, we aim at maximizing the probability of correct selection (PCS) for the best feasible design, where the objective and constraint measures are assessed by their worst‐case performances. To simplify the complexity of PCS, we develop an approximated probability measure and derive the asymptotic optimality condition (optimality condition as the simulation budget goes to infinity) of the resulting problem. A sequential selection procedure is then designed within the optimal computing budget allocation framework. The high efficiency of the proposed procedure is tested via a number of numerical examples. In addition, we provide some useful insights into the efficiency of a budget allocation procedure.     

Information theory for ranking and selection

We study the classical ranking and selection problem, where the ultimate goal is to find the unknown best alternative in terms of the probability of correct selection or expected opportunity cost. However, this paper adopts an alternative sampling approach to achieve this goal, where sampling decisions are made with the objective of maximizing information about the unknown best alternative, or equivalently, minimizing its Shannon entropy. This adaptive learning is formulated via a Bayesian stochastic dynamic programming problem, by which several properties of the learning problem are presented, including the monotonicity of the optimal value function in an information-seeking setting. Since the state space of the stochastic dynamic program is unbounded in the Gaussian setting, a one-step look-ahead approach is used to develop a policy. The proposed policy seeks to maximize the one-step information gain about the unknown best alternative, and therefore, it is called information gradient (IG). It is also proved that the IG policy is consistent, that is, as the sampling budget grows to infinity, the IG policy finds the true best alternative almost surely. Later, a computationally efficient estimate of the proposed policy, called approximated information gradient (AIG), is introduced and in the numerical experiments its performance is tested against recent benchmarks alongside several sensitivity analyses. Results show that AIG performs competitively against other algorithms from the literature.     

Fully sequential indifference‐zone selection procedures with variance‐dependent sampling

Fully sequential indifference‐zone selection procedures have been proposed in the simulation literature to select the system with the best mean performance from a group of simulated systems. However, the existing sequential indifference‐zone procedures allocate an equal number of samples to the two systems in comparison even if their variances are drastically different. In this paper we propose new fully sequential indifference‐zone procedures that allocate samples according to the variances. We show that the procedures work better than several existing sequential indifference‐zone procedures when variances of the systems are different. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于排序的自适应遗传算法航空炸弹弹道拟合方法

提出了一种基于排序的自适应遗传算法的航空炸弹弹道的拟合方法.该方法在简单遗传算法的基础上,将每一代染色体的适应度排序,并添加了交叉率和变异率的自适应控制函数,既克服了简单遗传算法收敛速度慢,稳定性差的缺点,又改善了函数优化效果.算法应用于某型航空炸弹的弹道数据拟合,仿真结果表明,该算法的拟合精度高,拟合模型优化效果良好.     

基于多准则的战损装备抢修排序决策模型

通过对战场抢修排序原则的分析和量化,利用模糊综合评判的方法,建立了战场抢修排序的数学模型,可以有效地解决装备抢修中多个装备多准则排序的问题,为装备保障部门进行决策提供依据。     

Combined variance reduction techniques in fully sequential selection procedures

In the past several decades, many ranking‐and‐selection (R&S) procedures have been developed to select the best simulated system with the largest (or smallest) mean performance measure from a finite number of alternatives. A major issue to address in these R&S problems is to balance the trade‐off between the effectiveness (ie, making a correct selection with a high probability) and the efficiency (ie, using a small total number of observations). In this paper, we take a frequentist's point of view by setting a predetermined probability of correct selection while trying to reduce the total sample size, that is, to improve the efficiency but also maintain the effectiveness. In particular, in order to achieve this goal, we investigate combining various variance reduction techniques into the fully sequential framework, resulting in different R&S procedures with either finite‐time or asymptotic statistical validity. Extensive numerical experiments show great improvement in the efficiency of our proposed procedures as compared with several existing procedures.     

Comparison of rank aggregation methods based on inherent ability

Ranking is a common task for selecting and evaluating alternatives. In the past few decades, combining rankings results from various sources into a consensus ranking has become an increasingly active research topic. In this study, we focus on the evaluation of rank aggregation methods. We first develop an experimental data generation method, which can provide ground truth ranking for alternatives based on their “inherent ability.” This experimental data generation method can generate the required individual synthetic rankings with adjustable accuracy and length. We propose characterizing the effectiveness of rank aggregation methods by calculating the Kendall tau distance between the aggregated ranking and the ground truth ranking. We then compare four classical rank aggregation methods and present some useful findings on the relative performances of the four methods. The results reveal that both the accuracy and length of individual rankings have a remarkable effect on the comparison results between rank aggregation methods. Our methods and results may be helpful to both researchers and decision‐makers.     

数字化单兵系统作战效能评估

分析了新型数字化单兵系统的功能特点,建立了数字化单兵系统作战效能评估的指标体系,提出一致性排序法与模糊综合评价法相结合的评估方法,采用一致性排序法确定了指标权重,运用模糊综合评价理论对系统效能进行了评估,为数字化单兵系统的应用实践和功能改进提供了理论支持。