Bullwhip and reverse bullwhip effects under the rationing game

When an unreliable supplier serves multiple retailers, the retailers may compete with each other by inflating their order quantities in order to obtain their desired allocation from the supplier, a behavior known as the rationing game. We introduce capacity information sharing and a capacity reservation mechanism in the rationing game and show that a Nash equilibrium always exists. Moreover, we provide conditions guaranteeing the existence of the reverse bullwhip effect upstream, a consequence of the disruption caused by the supplier. In contrast, we also provide conditions under which the bullwhip effect does not exist. In addition, we show that a smaller unit reservation payment leads to more bullwhip and reverse bullwhip effects, while a large unit underage cost results in a more severe bullwhip effect. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 203–216, 2017     

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     

On the (S − 1, S) lost sales inventory model with priority demand classes

In this paper an inventory model with several demand classes, prioritised according to importance, is analysed. We consider a lot‐for‐lot or (S ? 1, S) inventory model with lost sales. For each demand class there is a critical stock level at and below which demand from that class is not satisfied from stock on hand. In this way stock is retained to meet demand from higher priority demand classes. A set of such critical levels determines the stocking policy. For Poisson demand and a generally distributed lead time, we derive expressions for the service levels for each demand class and the average total cost per unit time. Efficient solution methods for obtaining optimal policies, with and without service level constraints, are presented. Numerical experiments in which the solution methods are tested demonstrate that significant cost reductions can be achieved by distinguishing between demand classes. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 593–610, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10032     

基于正交设计的雷达实战要素敏感性分析方法

分析雷达对复杂战场环境中诸多因素敏感性大小,在雷达对抗和效能评估技术中具有重要作用。提出了一种基于正交设计的雷达敏感性分析方法,该方法采用正交设计的思想进行仿真试验设计,并用方差分析法进行试验数据的统计分析,具有仿真试验数据样本需求量少,多因素敏感性定量分析速度快等特点,克服了传统分析方法参数较多时计算量大的缺点。最后给出了该方法在远距离支援干扰条件下的应用实例,雷达敏感性分析结果验证了该方法的有效性与可行性。     

自动阈值选取与边缘检测相结合的图像分割算法

提出了一种自动阈值选取与边缘检测相结合的阈值分割算法 ,试验表明该算法能够避免过分割现象 ,具有良好的分割效果     

基于时变量测方差的多传感器多目标优化分配算法

在目标跟踪过程中,目标的动态模型通常在笛卡尔坐标系中,而量测是在极/球坐标系中得到的。在基于卡尔曼滤波及其一些改进算法中,设定量测方差固定不变,可能导致滤波发散。为此提出了一种基于时变量测方差的多传感器资源管理算法。该算法通过统计方法求出转换测量值误差的均值和方差,利用转化卡尔曼滤波算法估计误差协方差,基于协方差的效能函数进行多传感器多目标分配。仿真结果显示该算法在目标跟踪过程中满足跟踪精度要求,并实现传感器资源的充分的利用。     

Huber加权的频率稳定度非相关差分抗差估计方法

计算原子钟频率稳定度时,钟差观测异常会导致Allan方差出现较大的估计偏差。建立Allan方差的差分估计模型,根据钟差的差分序列统计特性分析了相关差分估计的噪声识别与白化等计算复杂度问题;针对上述难点提出一种基于Huber权函数的非相关差分抗差估计方法,建立一种非相关差分序列的构造方法,有效避免了复杂的噪声识别及白化计算;给出Allan方差的非相关差分抗差估计的推导,并对抗差过程引入的误差累积给出了一种抵消方法;给出完整的抗差估计方案,并利用实测数据进行了实验验证。实验结果表明本方法对相位单点跳变、相位阶跃跳变具有显著的抗差能力,抗差估计可使异常引入的相对偏差由近200%降至10%以内。     

主方差分析方法

该文提出一种对高维随机向量 X=( x1 ,x2 ,… ,xp)′p× 1 进行降维处理的实用方法 ,其基本思想是利用矩阵的扫描运算 ,构造 X的很少几个综合指标 (称为主方差变量 )以反映 X的统计特性。给出了该方法的理论依据和直观解释以及算法。特别指出 ,当变量 X多重相关性突出时 ,该文方法显著地优于主成分分析方法。     

改进的Canny算法在直焊缝图像缺陷边缘检测中的应用

对含有夹渣、气孔和裂纹缺陷的直焊缝X射线图像进行缺陷的边缘检测时,传统的Canny算法虽然可以检测出缺陷的边缘,但具有自适应差和容易出现伪边缘的缺点。提出了一种改进的Canny算法,对经过非极大值抑制后的梯度直方图,利用像素最值梯度和像素最值梯度方差自适应获取连接缺陷边缘所需的高、低阈值;同时也改进了计算梯度图像所需的模板。实验结果证明,改进的Canny算法不仅进一步抑制了噪声,也避免了伪边缘的出现,在保留缺陷的边缘细节方面具有良好的效果。     

控制性能评价与监控理论的研究进展

自Harris(1989)提出最小方差控制基准以来,控制性能评价与监控技术受到了极大的关注,并取得了大量的成果.学者们在最小方差基准的基础上提出了广义最小方差基准、用户定义基准、基于模型的基准等多种评价方法,并由最初的单输入单输出系统推广到了多输入多输出系统、时变系统等.仔细回顾了控制性能评价与监控理论的发展历程,并指出该领域面临的主要问题以及未来的发展方向.