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31.
Let X and Xτ denote the lifetime and the residual life at age τ of a system, respectively. X is said to be a NBUL random variable if Xτ is smaller than X in Laplace order, i.e., Xτ ≤L X. We obtain some characterizations for this class of life distribution by means of the lifetime of a series system and the residual life at random time. We also discuss preservation properties for this class of life distribution under shock models. Finally, under the assumption that the lifetimes have the NBUL property, we make stochastic comparisons between some basic replacement policies. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 578–591, 2001. 相似文献
32.
An area defense consists of several groups that act independently, i.e., do not communicate with each other. Each group has a fixed number of defenders and a controller that allocates these defenders optimally against the individual attackers comprising an attack. We analyze the effectiveness of this partially coordinated defense against a simultaneous attack of known size in which all attackers are considered to be equally lethal. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2005. 相似文献
33.
Capacity planning decisions affect a significant portion of future revenue. In the semiconductor industry, they need to be made in the presence of both highly volatile demand and long capacity installation lead‐times. In contrast to traditional discrete‐time models, we present a continuous‐time stochastic programming model for multiple resource types and product families. We show how this approach can solve capacity planning problems of reasonable size and complexity with provable efficiency. This is achieved by an application of the divide‐and‐conquer algorithm, convexity, submodularity, and the open‐pit mining problem. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005. 相似文献
34.
We study a stochastic outpatient appointment scheduling problem (SOASP) in which we need to design a schedule and an adaptive rescheduling (i.e., resequencing or declining) policy for a set of patients. Each patient has a known type and associated probability distributions of random service duration and random arrival time. Finding a provably optimal solution to this problem requires solving a multistage stochastic mixed‐integer program (MSMIP) with a schedule optimization problem solved at each stage, determining the optimal rescheduling policy over the various random service durations and arrival times. In recognition that this MSMIP is intractable, we first consider a two‐stage model (TSM) that relaxes the nonanticipativity constraints of MSMIP and so yields a lower bound. Second, we derive a set of valid inequalities to strengthen and improve the solvability of the TSM formulation. Third, we obtain an upper bound for the MSMIP by solving the TSM under the feasible (and easily implementable) appointment order (AO) policy, which requires that patients are served in the order of their scheduled appointments, independent of their actual arrival times. Fourth, we propose a Monte Carlo approach to evaluate the relative gap between the MSMIP upper and lower bounds. Finally, in a series of numerical experiments, we show that these two bounds are very close in a wide range of SOASP instances, demonstrating the near‐optimality of the AO policy. We also identify parameter settings that result in a large gap in between these two bounds. Accordingly, we propose an alternative policy based on neighbor‐swapping. We demonstrate that this alternative policy leads to a much tighter upper bound and significantly shrinks the gap. 相似文献
35.
基于随机Petri网的维修质量管理组织结构建模与分析 总被引:1,自引:1,他引:0
简述了利用随机Petri网进行维修质量管理组织结构建模的方法。根据实际需求,建立了2种组织结构形式的仿真模型。以模型为基础,对维修质量管理组织结构的静态结构和动态行为进行了研究,解决了维修质量管理组织结构的优选问题,对组织结构设计具有一定的指导作用。 相似文献
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摘要:研究一类具有leakage时滞的离散型神经网络的状态估计问题.通过构造新的Lyapunov泛函得到保证估计误差全局渐近稳定的充分条件,并通过求解一个线性矩阵不等式(LMI)得到状态估计器的增益矩阵.采用一种新的时滞分割方法将变时滞区间分割为多个子区间,使该结果在获得更小的保守性同时也降低了计算的复杂度. 相似文献
39.
罗建书 《国防科技大学学报》1992,14(1):86-91
设报酬序列{x_(?),(?),n≥0}满足随机差分方程x_(n+1)=x_n+a_n+b_nε_(n+1)(ε_1,ε_2,…为白噪声序列)。本文讨论了用有限情形{x_n,0≤n≤N}的Snell包逼近无限情形{x_n,n≥0)的Snell包的条件,得到了x_n=E(x_n|(?))((?)=σ{ε_0,ε_1,…,ε_n},ε_0=0)的Snell包r_n的分解形式和最优停时存在的条件。最后讨论了最优停止规则的迭代计算法,并得出了迭代过程在有限步停止的充分条件。 相似文献
40.
动态系统中的噪声常被认为是令人讨厌的东西 ,但在特定的非线性系统中 ,噪声的存在事实上能够增强微弱信号的检测能力 ,这种现象就是随机共振 (SR ,stochasticresonance) ,它在物理、工业技术和生物医学领域里具有广泛的应用潜力。给出了利用随机共振原理检测微弱周期信号的基本方法 ,并采用模拟的信号对该方法进行了分析与验证。结果表明 ,该方法简单、稳健、可靠 ,能把信噪比较低的周期信号从强背景噪声中可靠地提取出来 ,将在机械故障诊断领域展示诱人的前景 相似文献