采用随机几何工具的终端直通通信接入控制方法

针对现有具备终端直通（Device-to-Device, D2D）功能的蜂窝网络的干扰管理问题,提出一种新型的采用随机几何工具的D2D通信接入控制方法。利用随机过程理论以及随机几何工具建立模型分析邻近基站和D2D通信对蜂窝通信的影响,并推导蜂窝业务接入失败概率表达式。基于该表达式能够计算网络允许的最大D2D用户密度,辅助D2D通信接入控制实现干扰管理。仿真证明基于所提数值计算方法获得的估计结果与蒙特卡洛仿真结果相符,且通过合理限制D2D用户密度和D2D用户发射功率可满足指定的蜂窝业务接入失败概率要求。     

Optimal policies for stochastic clearing systems with time-dependent delay penalties

We study stochastic clearing systems with a discrete-time Markovian input process, and an output mechanism that intermittently and instantaneously clears the system partially or completely. The decision to clear the system depends on both quantities and delays of outstanding inputs. Clearing the system incurs a fixed cost, and outstanding inputs are charged a delay penalty, which is a general increasing function of the quantities and delays of individual inputs. By recording the quantities and delays of outstanding inputs in a sequence, we model the clearing system as a tree-structured Markov decision process over both a finite and infinite horizon. We show that the optimal clearing policies, under realistic conditions, are of the on-off type or the threshold type. Based on the characterization of the optimal policies, we develop efficient algorithms to compute parameters of the optimal policies for such complex clearing systems for the first time. We conduct a numerical analysis on the impact of the nonlinear delay penalty cost function, the comparison of the optimal policy and the classical hybrid policy (ie, quantity and age thresholds), and the impact of the state of the input process. Our experiments demonstrate that (a) the classical linear approximation of the cost function can lead to significant performance differences; (b) the classical hybrid policy may perform poorly (as compared to the optimal policies); and (c) the consideration of the state of the input process makes significant improvement in system performance.     

基于随机搜索策略的中继卫星调度方法

高质量的调度方案不仅能满足用户的需求,还能为中继卫星系统的计划编制提供科学的决策手段和依据。针对日益多样化的用户需求,采用全新的中继卫星调度应用模式,允许用户提交多个可以滑动的时间窗口。面向这种调度模式,考虑中继业务中任务调度的灵活性和任务间的冲突,构建考虑多滑动窗口的中继卫星调度模型,并设计基于随机搜索策略的中继卫星调度算法。算法包括任务资源匹配与邻域生成、可用时间段生成、任务冲突分析、邻域搜索与冲突消解以及资源与任务集更新5个算子。通过仿真实验将该算法与基于时间自由度的启发式算法进行对比,验证了算法的有效性。     

粘弹性谱随机有限元

发展了一种粘弹性谱随机有限元法(VSSFEM),并将其用于固体火箭发动机装药结构随机分析。基于不可压或近似不可压粘弹性增量有限元方法和正交展开理论,考虑固体推进剂泊松比的随机性,推导了粘弹性谱随机有限元列式,最后对弹性约束的圆柱形中孔药柱进行了随机分析。算例分析表明该方法能够正确有效地进行粘弹性体随机分析。     

卡尔曼滤波框架下优化增益异类噪声处理方法及其应用

针对基于卡尔曼滤波框架算法只能处理已知高斯噪声系统的局限性,设计能够同时处理含有异类噪声系统的改进算法.将不确定系统受到的干扰分成高斯噪声和未知有界噪声,对噪声特点进行分析,并将其加入状态方程和观测方程;在吸收集员滤波优点的基础上,对标准卡尔曼滤波进行改进,通过计算包含两种异类噪声系统状态的最小均方误差,得到该条件下滤...     

Simultaneous production of market‐specific and global products: A two‐stage stochastic program with additional demand after recourse

This paper analyzes the simultaneous production of market‐specific products tailored to the needs of individual regions and a global product that could be sold in many regions. We assume that the global product costs more to manufacture, but allows the decision concerning the allocation of products to regions to be delayed until after the manufacturing process has been completed. We further assume that there is additional demand after the region allocation but prior to delivery, extending the two‐stage stochastic program with recourse to include additional stochastic demand after the recourse. This scenario arises, for example, when there is additional uncertainty during a delivery delay which might occur with transoceanic shipments. We develop conditions for optimality assuming a single build‐allocate‐deliver cycle and stochastic demand during both the build and deliver periods. The optimal policy calls for the simultaneous production of market‐specific and global products, even when the global product is substantially more costly than the market‐specific product. In addition, we develop bounds on the performance of the optimal policy for the multicycle problem. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 438–461, 2003     

Optimal stopping in software testing

In this paper we address the problem of how to decide when to terminate the testing/modification process and to release the software during the development phase. We present a Bayesian decision theoretic approach by formulating the optimal release problem as a sequential decision problem. By using a non‐Gaussian Kalman filter type model, proposed by Chen and Singpurwalla (1994), to track software reliability, we are able to obtain tractable expressions for inference and determine a one‐stage look ahead stopping rule under reasonable conditions and a class of loss functions. © 2002 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

随机动态规划的混合算法研究

针对随机条件下动态规划模型的主要特点,运用智能算法混合编程理论,设计了一种探索多阶段决策问题的智能混合算法.该算法首先将问题转化成一族同类型的一步决策子问题,然后利用随机模拟和遗传算法,依据训练样本形成的训练神经元网络,在单步决策中寻求最优策略和最优目标值,逐个求解,再据初始状态逆序求出最优策略序列和最优目标值.仿真结果表明,该算法具有一定的通用性,初始设计点可以随机产生,其计算精度不因函数的非线性强弱而受影响,对目标和约束的限制较少,可应用于多种形式的随机多阶段决策优化问题,较好地满足了随机动态规划模型求解和优化的要求.     

To wait or not to wait: Optimal ordering under lead time uncertainty and forecast updating

There has been a dramatic increase over the past decade in the number of firms that source finished product from overseas. Although this has reduced procurement costs, it has increased supply risk; procurement lead times are longer and are often unreliable. In deciding when and how much to order, firms must consider the lead time risk and the demand risk, i.e., the accuracy of their demand forecast. To improve the accuracy of its demand forecast, a firm may update its forecast as the selling season approaches. In this article we consider both forecast updating and lead time uncertainty. We characterize the firm's optimal procurement policy, and we prove that, with multiplicative forecast revisions, the firm's optimal procurement time is independent of the demand forecast evolution but that the optimal procurement quantity is not. This leads to a number of important managerial insights into the firm's planning process. We show that the firm becomes less sensitive to lead time variability as the forecast updating process becomes more efficient. Interestingly, a forecast‐updating firm might procure earlier than a firm with no forecast updating. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

What you should know about approximate dynamic programming

Approximate dynamic programming (ADP) is a broad umbrella for a modeling and algorithmic strategy for solving problems that are sometimes large and complex, and are usually (but not always) stochastic. It is most often presented as a method for overcoming the classic curse of dimensionality that is well‐known to plague the use of Bellman's equation. For many problems, there are actually up to three curses of dimensionality. But the richer message of approximate dynamic programming is learning what to learn, and how to learn it, to make better decisions over time. This article provides a brief review of approximate dynamic programming, without intending to be a complete tutorial. Instead, our goal is to provide a broader perspective of ADP and how it should be approached from the perspective of different problem classes. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009