Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Optimal inventory control policy for periodic‐review inventory systems with inventory‐level‐dependent demand

We consider a setting in which inventory plays both promotional and service roles; that is, higher inventories not only improve service levels but also stimulate demand by serving as a promotional tool (e.g., as the result of advertising effect by the enhanced product visibility). Specifically, we study the periodic‐review inventory systems in which the demand in each period is uncertain but increases with the inventory level. We investigate the multiperiod model with normal and expediting orders in each period, that is, any shortage will be met through emergency replenishment. Such a model takes the lost sales model as a special case. For the cases without and with fixed order costs, the optimal inventory replenishment policy is shown to be of the base‐stock type and of the (s,S) type, respectively. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

组网雷达的改进粒子滤波算法

针对现代战争中有源雷达容易受到干扰和反辐射导弹的摧毁,以及无源雷达隐蔽性高,只能测量方位角度,测量精度小等特点,提出利用集中式有源雷达系统与无源雷达系统协同组网对目标进行跟踪。但是在实际环境中,噪声属性以及有源雷达,无源雷达接收信号的特点决定了组网雷达需要应用非线性滤波技术对信号进行处理。传统的非线性技术包括卡尔曼滤波、扩展卡尔曼滤波(EKF)或无迹卡尔曼滤波(UKF)等方法。非线性近似过程带来的误差相对较大,而且均要求观测噪声和过程噪声为独立或相关的高斯白噪声。而粒子滤波避免了传统非线性滤波方法的缺陷,但是存在粒子退化,于是用EKF和UKF在每一时刻更新粒子,用更新的粒子及其协方差构造重要性函数,然后重采样。仿真实验表明这两种改进粒子滤波方法有很好的效果。     

结合离差最大化的多属性群体决策TOPSIS威胁评估

针对传统理想解逼近排序法(TOPSIS)在确定多个属性权重系数上存在主观性和盲目性,并且所作决策多为单一决策,精确度不高等问题,提出结合离差最大化原理的多属性群体决策TOPSIS改进模型,利用离差最大化原理确定属性权值,同时引进群体决策方法。最后将该模型运用于机群协同空战的威胁评估中,建立了多目标威胁评估数学模型,并进行了全空战过程的动态仿真分析,结果表明所建立的扩展模型是合理可行的。     

导弹反拦截电子对抗

简要叙述了"爱国者"导弹PAC-3·ERINT系统的特点、对抗措施、对抗过程、假目标布设原则、假目标群的发射间隔时间和假目标材料等。     

Allocation of two redundancies in two‐component series systems

The allocation of redundancies in a system to optimize the reliability of system performance is an interesting problem in reliability engineering and system security. In this article, we focus on the optimal allocation of two exponentially distributed active (standby) redundancies in a two‐component series system using the tool of stochastic ordering. For the case of active redundancy, stochastic comparisons are carried out in terms of the likelihood ratio and reversed hazard rate orders. For the case of standby redundancy, a likelihood ratio ordering result is developed. The results established here generalize and strengthen corresponding results in the recent literature. In addition, several numerical examples are used to explicate the results. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Insurgency by the numbers I: A reconsideration of the ecology of communist success in jiangxi province,China

Theorizing about Taliban operations in Afghanistan has its limits and it is possible that Kabul-centric strategies do not adequately address the unique circumstances of each region in the country. How exactly has the Taliban gone about attaining its objectives in Kandahar province and how have those approaches evolved since 2002? And how have the Taliban adapted to coalition forces' attempts to compete with the insurgency and stamp it out? The answers to these questions are critical in the formulation of any counterinsurgency approach to Afghanistan.     

航天测控系统任务可靠性分析的EOOPN模型

提出了一种可用于航天测控系统任务可靠性分析的扩展面向对象Petri网（extend object-oriented Petri nets, EOOPN）模型,旨在对给定的航天测控方案进行可靠性评估分析。针对问题特点明确了OOPN扩展思路,给出了EOOPN模型的形式化定义、运行规则和建模步骤,模型通过引入公共库所、激发弧、消息变迁和消息处理函数等概念,体现了面向对象的思想,具有很好的层次性和模块性。所建立的EOOPN模型能够完整的描述航天测控系统的组成和任务特点。通过对算例模型仿真运行,表明实验结果具有良好收敛性,与Markov解析值对比误差在1%以内,从而验证了模型的有效性。     

多平台雷达有源干扰资源分配算法

根据现代干扰机特点,建立"多对多"雷达有源干扰资源分配数学模型,结合分配算法的具体应用环境,提出了基于多Agent分布协同拍卖的雷达干扰资源分配算法,实例表明该方法可行。