战时交通运输路径优化研究

以战时交通运输路径优化问题为研究对象,分析问题特点,考虑多式联运,以运输时间代价、运输费用代价、路段和运输节点的危险性代价为优化目标,建立起广义运输代价最小的运输路径优化模型,并设计了蚁群算法来求解问题模型。给出的算例表明,文中模型符合战时交通运输的特点和实际需要,可为确定战时运输路径提供决策支持,而采用的蚁群算法是求解该问题的一种有效方法。     

液态烃泵火灾隐患及防治对策研究

分析了液态烃泵在设计制造、密封失效、静电危害、安全管理等方面存在的火灾危险性,并从密封技术的改进、泵结构的改造、生产操作安全规程的制定和实施等方面探讨其预防对策,为石油化工行业液态烃泵的安全使用和消防技术管理工作提供参考依据。     

Aircraft routing under the risk of detection

The deterministic problem for finding an aircraft's optimal risk trajectory in a threat environment has been formulated. The threat is associated with the risk of aircraft detection by radars or similar sensors. The model considers an aircraft's trajectory in three‐dimensional (3‐D) space and represents the aircraft by a symmetrical ellipsoid with the axis of symmetry directing the trajectory. Analytical and discrete optimization approaches for routing an aircraft with variable radar cross‐section (RCS) subject to a constraint on the trajectory length have been developed. Through techniques of Calculus of Variations, the analytical approach reduces the original risk optimization problem to a vectorial nonlinear differential equation. In the case of a single detecting installation, a solution to this equation is expressed by a quadrature. A network optimization approach reduces the original problem to the Constrained Shortest Path Problem (CSPP) for a 3‐D network. The CSPP has been solved for various ellipsoid shapes and different length constraints in cases with several radars. The impact of ellipsoid shape on the geometry of an optimal trajectory as well as the impact of variable RCS on the performance of a network optimization algorithm have been analyzed and illustrated by several numerical examples. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于AHP的装备研制项目风险分析方法

把AHP(Analytic H ierarchy Process)方法运用于装备研制项目风险分析,实现了风险因素的排序、系统总风险的评价以及风险响应措施的选择。在风险发生概率和风险损失的基础上,将风险因素的可控制性和用户满意度风险也同时作为风险判断准则,使得风险的评价更合理、更准确地反映项目实际。最后给出了风险因素排序及风险响应措施选择的应用实例。     

导弹系统安全性分析中的引发事件鉴别方法

引发事件鉴别是基于事故机理安全性分析的首要任务。鉴别结果是否全面、完整直接影响最终分析结果的有效性。导弹系统安全风险涉及面广、影响因素多,需要系统的可操作方法来指导引发事件的鉴别工作。针对导弹工作特点,提出考虑导弹任务剖面,运用主逻辑图对导弹进行系统性的层次化描述,对引发事件进行整理和归纳。将危险与可操作性分析引入导弹系统安全性分析中进行引发事件鉴别,结合故障模式影响分析,支持对单一故障类和参数异常类引发事件的鉴别。结果表明,所提框架为解决导弹系统安全性分析中引发事件鉴别的系统性完整性提供了可行的思路。     

Transit vessel scheduling

A transit vessel traffic scheduling algorithm has been developed to limit the negative effects on cargo volume throughput in two‐way waterways where separation distances between transiting vessels must be maintained and passage restrictions may hold. It runs in time that is polynomial in the number of ships involved in the computation and finds schedules which increase the utilization of waterways. Three examples illustrate its use. The first example is situated in the Sunda Strait where the algorithm is used to enhance the safety of merchant shipping against a terrorist threat. It illustrates important features of the algorithm and demonstrates how it can be used with cross traffic. The second example is situated in the Strait of Istanbul and offers a comparison between the developed algorithm and the transit vessel scheduling algorithm of Ulusçu et al., J Navig 62 (2009), 59–77. This was done using a plausible model of the Strait of Istanbul. The third and last example shows how the algorithm can be used to schedule transit vessel traffic in two‐way waterways with junctions. This feature is especially useful in congested waters with a high risk of collisions like the Inland Sea of Japan. An extreme test case proves that the developed algorithm is a practical algorithm ready for such use. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 225–248, 2017     

装备研制技术风险流传导与耦合过程的CFD模拟

装备研制中风险间的相关性导致风险传导与耦合的产生,为深化对技术风险动态传导效应和非线性耦合机理的认识,探索研制技术风险管理与控制的有效思路或工具,在对风险传导与耦合进行定义的基础上,给出了装备研制中的风险传导模式,基于CFD技术对两种不同的耦合模式进行了数值模拟,结合仿真结果分析了风险的耦合机理,所提方法对于揭示装备研制技术风险传导与耦合规律有一定的促进作用,为下阶段求解关键风险因子间的关联关系奠定了良好基础。     

Extending the MAD portfolio optimization model to incorporate downside risk aversion

A mathematical model of portfolio optimization is usually represented as a bicriteria optimization problem where a reasonable tradeoff between expected rate of return and risk is sought. In a classical Markowitz model, the risk is measured by a variance, thus resulting in a quadratic programming model. As an alternative, the MAD model was developed by Konno and Yamazaki, where risk is measured by (mean) absolute deviation instead of a variance. The MAD model is computationally attractive, since it is easily transformed into a linear programming problem. An extension to the MAD model proposed in this paper allows us to measure risk using downside deviations, with the ability to penalize larger downside deviations. Hence, it provides for better modeling of risk averse preferences. The resulting m‐MAD model generates efficient solutions with respect to second degree stochastic dominance, while at the same time preserving the simplicity and linearity of the original MAD model. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 185–200, 2001     

无信息先验下几种不同Bayes估计的比较

讨论了在二项分布场合关于成功率的不同无信息先验分布下的Bayes估计 ,并从Bayse风险的角度对它们进行了比较     

索赔离散到达的风险模型

讨论了索赔到达时间和索赔额均服从几何分布的风险模型 ,利用逐段决定马尔可夫骨架过程的广义生成算子去构造有关盈余过程的鞅 ,精确求解了模型的破产概率