关于半鞅向量随机积分的一个注

建立了半鞅向量随机积分的一个结果,能方便处理可料过程在向量随机积分意义下对半鞅的分解随可料过程不同而不同的问题.作为其应用,给出了有关文献中定理的简洁证明.并利用其思想,得到了半鞅向量随机积分的一个重要性质.     

基于微惯导随机误差时间序列建模的改进组合导航方法

针对低精度、低成本微机电惯性测量单元随机误差建模效果不理想会极大影响组合导航性能的难题,采用时间序列分析方法建立了微机电惯性测量单元随机误差的自回归滑动平均模型,通过对卡尔曼滤波器的状态变量进行增广,建立系统动力学方程和观测方程,实现对零偏误差的在线估计。实测数据分析验证了该随机误差建模的有效性。实测数据处理结果表明,该方法能够显著提高低成本微惯性解算外推精度,增强微惯性/卫星组合导航可靠性。     

Stochastic call center staffing with uncertain arrival,service and abandonment rates: A Bayesian perspective

In this article, we introduce staffing strategies for the Erlang‐A queuing system in call center operations with uncertain arrival, service, and abandonment rates. In doing so, we model the system rates using gamma distributions that create randomness in operating characteristics used in the optimization formulation. We divide the day into discrete time intervals where a simulation based stochastic programming method is used to determine staffing levels. More specifically, we develop a model to select the optimal number of agents required for a given time interval by minimizing an expected cost function, which consists of agent and abandonment (opportunity) costs, while considering the service quality requirements such as the delay probability. The objective function as well as the constraints in our formulation are random variables. The novelty of our approach is to introduce a solution method for the staffing of an operation where all three system rates (arrival, service, and abandonment) are random variables. We illustrate the use of the proposed model using both real and simulated call center data. In addition, we provide solution comparisons across different formulations, consider a dynamic extension, and discuss sensitivity implications of changing constraint upper bounds as well as prior hyper‐parameters. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 460–478, 2016     

加权随机模拟的时变可靠性分析方法

针对结构时变可靠性的随机模拟分析方法计算代价大的问题,在极值方法的基础上提出基于加权随机模拟的时变可靠性分析策略.时变可靠性分析需要计算在不同时间处的失效概率,通常需要进行多次可靠性分析,计算代价巨大.所提方法通过对常规静态可靠性的随机模拟方法进行改进拓展,运用加权策略分别发展了加权蒙特卡洛法和加权重要抽样法,使之能够...     

Optimal job splitting on a multi‐slot machine with applications in the printing industry

In this article, we define a scheduling/packing problem called the Job Splitting Problem, motivated by the practices in the printing industry. There are n types of items to be produced on an m‐slot machine. A particular assignment of the types to the slots is called a “run” configuration and requires a setup cost. Once a run begins, the production continues according to that configuration and the “length” of the run represents the quantity produced in each slot during that run. For each unit of production in excess of demand, there is a waste cost. Our goal is to construct a production plan, i.e., a set of runs, such that the total setup and waste cost is minimized. We show that the problem is strongly NP‐hard and propose two integer programming formulations, several preprocessing steps, and two heuristics. We also provide a worst‐case bound for one of the heuristics. Extensive tests on real‐world and randomly generated instances show that the heuristics are both fast and effective, finding near‐optimal solutions. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Inventory control under substitutable demand: A stochastic game application

Substitutable product inventory problem is analyzed using the concepts of stochastic game theory. It is assumed that there are two substitutable products that are sold by different retailers and the demand for each product is random. Game theoretic nature of this problem is the result of substitution between products. Since retailers compete for the substitutable demand, ordering decision of each retailer depends on the ordering decision of the other retailer. Under the discounted payoff criterion, this problem is formulated as a two‐person nonzero‐sum stochastic game. In the case of linear ordering cost, it is shown that there exists a Nash equilibrium characterized by a pair of stationary base stock strategies for the infinite horizon problem. This is the unique Nash equilibrium within the class of stationary base stock strategies. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 359–375, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10018     

基于随机Petri网的装备抢救抢修保障模型

通过建立一个基本的装备抢救抢修Petri网模型,把Petri网建模思想引入战时装备抢救抢修保障模型中,将实际系统中的实体和活动映射为模型系统中的库所和变迁,将装备抢救抢修保障排队论模型用随机Petri网进行描述。构建了一个完整的装甲团装备抢救抢修随机Petri网模型,利用软件包SPNP6.0对其进行模拟运行,通过对模型仿真数据的分析为装备保障的方案制定提供决策依据。     

概率条件下雷区范围估计研究

为更正现有雷区范围估计算法因搜扫率处置不当而存在的矛盾与不足,研究了搜扫率条件下的雷区范围估计问题。分不规则雷区和规则雷线两种情况,依据极大似然估计的原理,推导出搜扫率条件下的雷区范围估计算法,并对改进算法与现有算法进行了分析比较和仿真示例验证。分析和示例表明新算法克服了现有算法的缺陷,能够更符合实际地解决雷区范围估计问题。     

Two-agent scheduling with linear resource-dependent processing times

This paper considers a two-agent scheduling problem with linear resource-dependent processing times, in which each agent has a set of jobs that compete with that of the other agent for the use of a common processing machine, and each agent aims to minimize the weighted number of its tardy jobs. To meet the due date requirements of the jobs of the two agents, additional amounts of a common resource, which may be in discrete or continuous quantities, can be allocated to the processing of the jobs to compress their processing durations. The actual processing time of a job is a linear function of the amount of the resource allocated to it. The objective is to determine the optimal job sequence and resource allocation strategy so as to minimize the weighted number of tardy jobs of one agent, while keeping the weighted number of tardy jobs of the other agent, and the total resource consumption cost within their respective predetermined limits. It is shown that the problem is -hard in the ordinary sense, and there does not exist a polynomial-time approximation algorithm with performance ratio unless ; however it admits a relaxed fully polynomial time approximation scheme. A proximal bundle algorithm based on Lagrangian relaxation is also presented to solve the problem approximately. To speed up convergence and produce sharp bounds, enhancement strategies including the design of a Tabu search algorithm and integration of a Lagrangian recovery heuristic into the algorithm are devised. Extensive numerical studies are conducted to assess the effectiveness and efficiency of the proposed algorithms.     

Reliability inference for field conditions from accelerated degradation testing

Accelerated degradation testing (ADT) is usually conducted under deterministic stresses such as constant‐stress, step‐stress, and cyclic‐stress. Based on ADT data, an ADT model is developed to predict reliability under normal (field) operating conditions. In engineering applications, the “standard” approach for reliability prediction assumes that the normal operating conditions are deterministic or simply uses the mean values of the stresses while ignoring their variability. Such an approach may lead to significant prediction errors. In this paper, we extend an ADT model obtained from constant‐stress ADT experiments to predict field reliability by considering the stress variations. A case study is provided to demonstrate the proposed statistical inference procedure. The accuracy of the procedure is verified by simulation using various distributions of field stresses. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006.