A refined deterministic linear program for the network revenue management problem with customer choice behavior

We present a new deterministic linear program for the network revenue management problem with customer choice behavior. The novel aspect of our linear program is that it naturally generates bid prices that depend on how much time is left until the time of departure. Similar to the earlier linear program used by van Ryzin and Liu (2004), the optimal objective value of our linear program provides an upper bound on the optimal total expected revenue over the planning horizon. In addition, the percent gap between the optimal objective value of our linear program and the optimal total expected revenue diminishes in an asymptotic regime where the leg capacities and the number of time periods in the planning horizon increase linearly with the same rate. Computational experiments indicate that when compared with the linear program that appears in the existing literature, our linear program can provide tighter upper bounds, and the control policies that are based on our linear program can obtain higher total expected revenues. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Scheduling and due‐date quotation in a make‐to‐order supply chain

We consider a manufacturer, served by a single supplier, who has to quote due dates to arriving customers in a make‐to‐order production environment. The manufacturer is penalized for long lead times and for missing due dates. To meet due dates, the manufacturer has to obtain components from a supplier. We model this manufacturer and supplier as a two‐machine flow shop, consider several variations of this problem, and design effective due‐date quotation and scheduling algorithms for centralized and decentralized versions of the model. We perform extensive computational testing to assess the effectiveness of our algorithms and to compare the centralized and decentralized models to quantify the value of centralized control in a make‐to‐order supply chain. Since complete information exchange and centralized control is not always practical or cost‐effective, we explore the value of partial information exchange for this system. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Nash bargaining over allocations in inventory pooling contracts

When facing uncertain demand, several firms may consider pooling their inventories leading to the emergence of two key contractual issues. How much should each produce or purchase for inventory purposes? How should inventory be allocated when shortages occur to some of the firms? Previously, if the allocations issue was considered, it was undertaken through evaluation of the consequences of an arbitrary priority scheme. We consider both these issues within a Nash bargaining solution (NBS) cooperative framework. The firms may not be risk neutral, hence a nontransferable utility bargaining game is defined. Thus the physical pooling mechanism itself must benefit the firms, even without any monetary transfers. The firms may be asymmetric in the sense of having different unit production costs and unit revenues. Our assumption with respect to shortage allocation is that a firm not suffering from a shortfall, will not be affected by any of the other firms' shortages. For two risk neutral firms, the NBS is shown to award priority on all inventory produced to the firm with higher ratio of unit revenue to unit production cost. Nevertheless, the arrangement is also beneficial for the other firm contributing to the total production. We provide examples of Uniform and Bernoulli demand distributions, for which the problem can be solved analytically. For firms with constant absolute risk aversion, the agreement may not award priority to any firm. Analytically solvable examples allow additional insights, e.g. that higher risk aversion can, for some problem parameters, cause an increase in the sum of quantities produced, which is not the case in a single newsvendor setting. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Detection of a Markovian target with optimization of the search efforts under generalized linear constraints

This paper deals with search for a target following a Markovian movement or a conditionally deterministic motion. The problem is to allocate the search efforts, when search resources renew with generalized linear constraints. The model obtained is extended to resource mixing management. New optimality equations of de Guenin's style are obtained. Practically, the problem is solved by using an algorithm derived from the FAB method. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 117–142, 2002; DOI 10.1002/nav.10009     

Dynamic pricing and inventory control with learning

Optimal operating policies and corresponding managerial insight are developed for the decision problem of coordinating supply and demand when (i) both supply and demand can be influenced by the decision maker and (ii) learning is pursued. In particular, we determine optimal stocking and pricing policies over time when a given market parameter of the demand process, though fixed, initially is unknown. Because of the initially unknown market parameter, the decision maker begins the problem horizon with a subjective probability distribution associated with demand. Learning occurs as the firm monitors the market's response to its decisions and then updates its characterization of the demand function. Of primary interest is the effect of censored data since a firm's observations often are restricted to sales. We find that the first‐period optimal selling price increases with the length of the problem horizon. However, for a given problem horizon, prices can rise or fall over time, depending on how the scale parameter influences demand. Further results include the characterization of the optimal stocking quantity decision and a computationally viable algorithm. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 303–325, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10013     

多传感器多目标定位与跟踪技术研究

针对炮兵打击目标的特性和获取目标信息所采用的侦察设施 ,研究了多传感器多目标定位和跟踪问题。在闭圆和聚类概念的基础上 ,提出了一种多传感器多目标融合算法 ,并给出了状态估计的最优解。仿真结果证明了这种算法的有效性。这一模型的物理实现正在进一步研究之中。     

被动传感器融合检测系统的优化分布密度

被动传感器由于采用无源探测,而且制造成本低,体积小,在战场环境中将采用并配置大量的被动传感器来检测目标.不论是主动还是被动式传感器,在实际应用中均存在资源优化配置问题.针对被动传感器的具体应用模型,采取了若干合理近似,得到了在"OR"融合检测条件下,基于最大检测概率的被动传感器优化配置密度计算公式.     

基于SEA方法的传感器与武器系统匹配分析

分析系统的匹配程度,是对作战系统进行评价的重要内容,提出将系统的作战效能作为衡量系统匹配程度的重要指标,在SEA(System Effectiveness Analysis)方法的框架下建立了系统匹配分析模型,采用蒙特卡罗方法对匹配过程进行了仿真计算,并通过具体算例验证了模型的正确性,为作战系统的匹配分析提供了一种新的思路.     

加固液晶显示器自动温控技术

随着电子技术的发展,液晶显示器在军、民品中的应用越来越广泛,已逐渐替代了CRT显示器成为了显示领域的主流产品。介绍了液晶显示器加固过程中的温控原理,通过CPLD/FPGA编程的方法实现了低温加热的自动控制,拓宽了液晶显示器低温工作范围。     

多传感器任务分派的快速启发式规划新算法

在多目标多传感器管理中经常采用的线性规划算法中,随着传感器个数和目标个数的增加,计算量会爆炸式增长,使得跟踪系统不能实时计算,为此,根据传感器管理中线性规划的特点,提出了一种快速启发式算法,考虑组合中的传感器个数将组合的分配效用转化为权重,递推分配权重最大的组合,逐步减小组合和目标的个数.证明了权重最大的组合分派能实现组合中的传感器的最大效用.仿真结果表明该算法在与采用线性规划方法的跟踪精度相当的情况下,能有效地减小计算量.