防御矩阵满足乘法交换律的证明

在使用马尔柯夫链分析多层防御系统的防御效用值时,发现防御矩阵是否满足乘法交换律将关系到多层防御系统变换部署后的防御效用值,因此有必要对防御矩阵是否满足乘法交换律进行证明。首先介绍了防御矩阵的概念、物理意义、重要性质及计算方法,分析了防御矩阵满足乘法交换律的重要意义,最后综合运用数学归纳法和随机矩阵性质证明了防御矩阵满足乘法交换律的事实,此结论无论对于多层防御系统的防御效用值研究还是矩阵理论研究都有一定的指导作用。     

Optimal pricing and inventory control policy in periodic‐review systems with fixed ordering cost and lost sales

This paper studies a periodic‐review pricing and inventory control problem for a retailer, which faces stochastic price‐sensitive demand, under quite general modeling assumptions. Any unsatisfied demand is lost, and any leftover inventory at the end of the finite selling horizon has a salvage value. The cost component for the retailer includes holding, shortage, and both variable and fixed ordering costs. The retailer's objective is to maximize its discounted expected profit over the selling horizon by dynamically deciding on the optimal pricing and replenishment policy for each period. We show that, under a mild assumption on the additive demand function, at the beginning of each period an (s,S) policy is optimal for replenishment, and the value of the optimal price depends on the inventory level after the replenishment decision has been done. Our numerical study also suggests that for a sufficiently long selling horizon, the optimal policy is almost stationary. Furthermore, the fixed ordering cost (K) plays a significant role in our modeling framework. Specifically, any increase in K results in lower s and higher S. On the other hand, the profit impact of dynamically changing the retail price, contrasted with a single fixed price throughout the selling horizon, also increases with K. We demonstrate that using the optimal policy values from a model with backordering of unmet demands as approximations in our model might result in significant profit penalty. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Requirements planning for modular products

The focus of this paper is on determining the requirements of different component options of a modular end‐product in an uncertain environment. We explicitly model two distinct sources of uncertainty: stochastic end‐product demand and unknown market proportions for the different product options available. Our cost minimizing model focuses on determining the optimal requirements policies for component options that meet a pre‐set service level. We show that simple common‐sense requirements policies are not generally optimal; there is a non‐linear connection between service level and component requirements that is hard to characterize without a detailed analysis. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于改进卡尔曼滤波方法的机动目标跟踪研究

针对在机动目标跟踪中当目标作高度机动飞行时卡尔曼滤波可能会出现严重发散的情况,提出利用BP神经网络校正其滤波结果,并将遗传算法应用于BP网络的训练过程,以解决BP网络训练速度慢的缺陷,提高算法的实时性。仿真表明该方法是可行的、有效的。     

基于混合建模方法的三维彩色树木快速模拟算法

在对多种模型进行研究的基础上，提出了一种快速模拟三维彩色树木的高效算法。该算法不仅合理简化了树木的几何拓扑结构和生长规律特性，而且引入了特性良好、计算简单、参数易于控制的随机函数。因此生成树木的种类较多、图形逼真、速度很快，在普通微机上达到了实时的模拟效果。     

Centralized inventory control in a two‐level distribution system with Poisson demand

This paper introduces a new replenishment policy for inventory control in a two‐level distribution system consisting of one central warehouse and an arbitrary number of nonidentical retailers. The new policy is designed to control the replenishment process at the central warehouse, using centralized information regarding the inventory positions and demand processes of all installations in the system. The retailers on the other hand are assumed to use continuous review (R, Q) policies. A technique for exact evaluation of the expected inventory holding and backorder costs for the system is presented. Numerical results indicate that there are cases when considerable savings can be made by using the new (α₀, Q₀) policy instead of a traditional echelon‐ or installation‐stock (R, Q) policy. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 798–822, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10040     

Markovian models of three‐on‐one combat involving a hidden defender

In this paper, Markovian models of three‐on‐one stochastic firefights between ground‐based weapon systems are developed. These models address a common scenario of interest to the military, but one which has been much neglected in analytic combat models, that of combat between a hidden defender and an exposed attacking force. Each combatant must detect an opponent before commencing their firing cycle, a task which is considerably more difficult for the attacker. In the models developed here, the defender detects the exposed attacking group after an exponentially distributed time interval, while each attacker has a fixed probability of detecting the defender via the flash signature produced after each shot fired by him. The utility of the approach is demonstrated by investigating what impact the introduction of a coordinated gun‐laying system for the attacking force might have, a system made possible by battlefield digitization. The method used here allows models to be developed incrementally. This and other advantages of the Markovian approach are discussed. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 627–646, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10041     

HPN基于网结构的冲突关系

混合Petri网是为了解决复杂动态系统可靠性安全性分析而提出的一种Petri网扩展模型。定义混合Petri网模型的基于结构的冲突关系 ,有助于深入理解混合Petri网模型的语义 ,对其在动态系统可靠性安全性建模与分析以及模型分析求解中的应用也具有重要意义     

稳态随机过程激励下基于首次超越破坏的结构优化设计

把结构系统动力可靠性分析与最优化设计结合起来 ,以结构系统的最小质量为目标函数 ,给出了考虑在平稳随机过程激励下多自由度线性系统总的可靠性的结构优化设计方法。运用谱分析理论 ,推导了结构系统在平稳随机过程激励下响应的统计特征 ,同时结合首次超越破坏的Possion模型计算结构系统的可靠性 ,最终采用广义乘子法得到结构系统设计变量的最优值。计算结果表明该方法是可行的     

具有随机寿命的二维期权定价

由于期权合约在到期日之前可能被终止及标的资产的价格可能会因重大信息的到达而发生跳跃 ,文中在假设合约被终止的风险与重大信息导致的价格跳跃风险皆为非系统的风险情况下 ,应用无套利资本资产定价及Feynman kac公式 ,首先研究了标的资产服从连续扩散过程和跳—扩散过程具有随机寿命的交换期权定价 ,得到相应的定价公式 ;然后 ,研究了标的资产服从跳—扩散过程及利率随机变化具有随机寿命的期权定价 ,得到相应的定价公式