坦克分队遭遇战斗火力运用研究

根据遭遇战斗的特点,运用随机格斗、微分对策数理战术模型,研究坦克分队遭遇战斗最优火力运用策略问题.研究得出的结论符合坦克分队战术特点,为坦克分队指挥决策提供辅助作用.     

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     

A note on necessary and sufficient conditions for ordering properties of coherent systems with exchangeable components

We give necessary and sufficient conditions based on signatures to obtain distribution‐free stochastic ordering properties for coherent systems with exchangeable components. Specifically, we consider the stochastic, the hazard (failure) rate, the reversed hazard rate, and the likelihood ratio orders. We apply these results to obtain stochastic ordering properties for all the coherent systems with five or less exchangeable components. Our results extend some preceding results. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

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     

使用细致谱项模型研究高温等离子体的辐射不透明度

对计算等离子体的光辐射不透明度所涉及到的一些物理问题进行了介绍与讨论 ,重点放在束缚 -束缚谱线跃迁与束缚 -自由吸收及自电离共振引起的谱线展宽等物理过程。由于束缚 -束缚谱线吸收中涉及到谱线的各种增宽机制 ,我们对此也进行了讨论。在此基础上系统介绍了使用细致谱项模型计算等离子体的不透明度的理论研究现状 ,并结合涉及到的实验研究结果 ,对理论结果进行了检验。特别是结合我们最近的研究进展 ,着重讨论了得到的一系列结果     

模糊随机过程的可分性与可测性

本文证明了一个模糊随机过程{_t(ω)t∈T}必存在一个与之等价的可分模糊随机过程{_t(ω)t∈T};且若模糊随机过程{_t(ω)t∈T}随机连续,则它存在等价的,可分且可测的模糊随机过程{■_t(ω)t∈T}。     

超声速二元机翼随机混沌运动分析

以考虑随机扰动的超声速二元机翼为研究对象,采用Kapitaniak方法对超声速二元机翼的随机混沌特性进行研究.采用三阶活塞理论推导超声速二元机翼的非线性气动力和气动力矩,建立考虑随机扰动、具有俯仰立方非线性的机翼2自由度运动微分方程,并将其写成4维状态方程的形式;采用中心流形方法对系统进行降维,将系统状态方程从4维降为...     

双绝热近似下磁流体力学线性稳定性原理

本文得出了双绝热近似的磁流体力学能量积分关系式。分析表明这种磁流体力学系统是保守的,可以采用运动方程或能量原理方法分析系统的稳定性特性。本文从控制方程组出发讨论了线性稳定性的基本原理,指出纵向压力增值有助于系统的稳定性。     

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     

基于仿射近似的摄像机标定

针对直接基于透视投影模型的标定算法计算量大、结果不稳定的事实,提出一种基于仿射投影矩阵的标定算法。算法首先线性解算仿射投影矩阵,然后分解出部分参数。在假定主点坐标等于图像中心的前提下,解算出其余参数,再以重投影图像点残差和为目标函数,对所有参数进行优化,获得精确的摄像机模型参数,达到精确、快速、稳定的标定目的。大量的仿真和真实图像实验证明算法比传统算法更稳定。