带交易费的市场模型和未定权益套期保值

给出了有交易费的且多种股票参与交易的市场模型,并且讨论在此市场模型下的未定权益套期保值问题,在这一模型中,假定仅债券与股票之间有交易,而不同股票之间不直接进行交易以及交易费率是常数。     

浅淡军用飞机1553B数据总线网络验收

针对如何进行军用飞机1553B 总线网络的验收,对总线长度,绝缘试验,连续试验,阻抗试验,极性试验,输出电性能试验等诸多验收内容进行了必要的理论分析和探讨,并对具体的测试方法进行了系统的归纳和总结,对军用飞机1553B 数据总线网络的系统设计和综合有实用价值。     

有限马氏链最优停止的线性规划解

离散时间的有限状态马尔可夫链最优停止的值函数存在的一个充分条件是所对应的线性规划有解,且其最优解等于值函数,本文证明这个条件还是必要的。     

基于 Petri 网的决策组织结构设计

决策组织设计的首要问题是如何获得可行的组织结构。决策组织作为典型的分布式智能系统,利用Ｐｅｔｒｉ网生成其可行的组织结构是极广泛采用的方法,并已取得很多成果。该文是对这一领域的过去、现在和未来的综述。     

PETRI网理论在航空电子综合化系统中的应用

提出航空电子综合化系统与PETRI网理论之间的关系,给出航空电子综合化系统组网元素的PETRI网表达方法,以及航空电子综合化系统中指令消息格式的PETRI网模型,并以某型飞机航空电子综合化系统为实例,进行了建模、分析和优化的仿真.     

Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty

We propose a novel simulation‐based approach for solving two‐stage stochastic programs with recourse and endogenous (decision dependent) uncertainty. The proposed augmented nested sampling approach recasts the stochastic optimization problem as a simulation problem by treating the decision variables as random. The optimal decision is obtained via the mode of the augmented probability model. We illustrate our methodology on a newsvendor problem with stock‐dependent uncertain demand both in single and multi‐item (news‐stand) cases. We provide performance comparisons with Markov chain Monte Carlo and traditional Monte Carlo simulation‐based optimization schemes. Finally, we conclude with directions for future research.     

Satellite constellation design for forest fire monitoring via a stochastic programing approach

There is significant value in the data collected by satellites during and after a natural disaster. The current operating paradigm in practice is for satellites to passively collect data when they happen to fly over a disaster location. Conversely, this article considers the alternative approach of actively maneuvering satellites to fly directly overhead of the disaster site on a routine basis. Toward this end, we seek to compute a satellite constellation design that minimizes the expected maneuver costs for monitoring an unknown forest fire. In this article, we present a 2‐stage stochastic programing model for this problem as well as a accelerated L‐shaped decomposition approach. A comparison between our approach and the current operating paradigm indicates that our solution provides longer duration data collections and a greater number of data collections. Analysis also shows that our proposed solution is robust over a wide array of scenarios.     

基于定时Petri网的舰艇保障能力仿真与评估

舰艇保障是一种主要依赖后勤技术装备的专业化后勤,也是涉及并行、冲突,并受资源、装配时间等限制的复杂离散事件过程。借助定时Petri网强大的描述能力标记过程中的各种动态行为,在此基础上对包括后勤装备在内的后勤实体、保障任务、保障活动等进行建模,采用编码、转换等手段实现舰艇保障过程仿真,并使用仿真结果对后勤保障能力进行"定量计算"为主的分析评估。     

基于主动相位控制的脉冲激光相干合成技术

提出并验证了基于随机并行梯度下降(SPGD)算法的主动相位控制脉冲激光相干合成方案.利用低通滤波器滤除脉冲激光光强变化导致的性能评价函数起伏,提取出相位噪声导致的性能评价函数变化,然后将这个低通滤波后的性能评价函数用于SPGD算法的极值寻优过程,从而实现脉冲激光的锁相.对该方案进行了理论分析和数值模拟,并进行了两路脉冲激光相干合成实验.实验结果表明,当系统从闭环到开环时,系统性能评价函数均值提高到开环的1.6倍,干涉条纹长曝光对比度从0提高到0.43.在该方案中,通过增加合成脉冲激光路数,并在各路脉冲激光中引入多级功率放大器,能够得到更高的合成功率输出.     

Coordinated pricing and inventory control problems with capacity constraints and fixed ordering cost

This article addresses a single‐item, finite‐horizon, periodic‐review coordinated decision model on pricing and inventory control with capacity constraints and fixed ordering cost. Demands in different periods are random and independent of each other, and their distributions depend on the price in the current period. Each period's stochastic demand function is the additive demand model. Pricing and ordering decisions are made at the beginning of each period, and all shortages are backlogged. The objective is to find an optimal policy that maximizes the total expected discounted profit. We show that the profit‐to‐go function is strongly CK‐concave, and the optimal policy has an (s,S,P) ‐like structure. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012