Information security: Designing a stochastic‐network for throughput and reliability

Todas information and communication network requires a design that is secure to tampering. Traditional performance measures of reliability and throughput must be supplemented with measures of security. Recognition of an adversary who can inflict damage leads toward a game‐theoretic model. Through such a formulation, guidelines for network designs and improvements are derived. We opt for a design that is most robust to withstand both natural degradation and adversarial attacks. Extensive computational experience with such a model suggests that a Nash‐equilibrium design exists that can withstand the worst possible damage. Most important, the equilibrium is value‐free in that it is stable irrespective of the unit costs associated with reliability vs. capacity improvement and how one wishes to trade between throughput and reliability. This finding helps to pinpoint the most critical components in network design. From a policy standpoint, the model also allows the monetary value of information‐security to be imputed. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Optimal allocation of minimal repairs in parallel and series systems

In reliability engineering, the concept of minimal repair describes that the repair brings the failed unit (eg, system or component) to the situation which is same as it was just before the failure. With the help of the well‐known Gamma‐Poisson relationship, this paper investigates optimal allocation strategies of minimal repairs for parallel and series systems through implementing stochastic comparisons of various allocation policies in terms of the hazard rate, the reversed hazard rate, and the likelihood ratio orderings. Numerical examples are presented to illustrate these findings as well. These results not only strengthen and generalize some known ones in the seminal work of Shaked and Shanthikumar, but also solve the open problems proposed by Chahkandi et al.'s study and Arriaza et al.'s study.     

适用于北斗混合星座的相对定位随机模型建模策略

为提高模糊度解算成功率和基线解精度,提出适用于北斗的相对定位随机模型建模策略,即混合随机建模策略。采用最小二乘方差分量估计方法对北斗单差观测量方差进行估计。对处于不同高度的三轨道卫星观测量方差分别建模:对地球静止轨道卫星观测量方差采用载噪比模型建模,对倾斜地球同步轨道卫星和中地球轨道卫星观测量方差均采用仰角模型建模。根据不同模型实时组建观测量的随机模型。试验结果表明:相比于采用传统简化模型和单一的仰角或载噪比模型,混合随机模型能更加真实地反映不同卫星观测量的随机噪声特性,模糊度解算成功率和相对定位精度均有提高,总体性能最优,因而能更好地适用于北斗系统。     

Contracts and coordination: Supply chains with uncertain demand and supply

Considering a supply chain with a supplier subject to yield uncertainty selling to a retailer facing stochastic demand, we find that commonly studied classical coordination contracts fail to coordinate both the supplier's production and the retailer's procurement decisions and achieve efficient performance. First, we study the vendor managed inventory (VMI) partnership. We find that a consignment VMI partnership coupled with a production cost subsidy achieves perfect coordination and a win‐win outcome; it is simple to implement and arbitrarily allocates total channel profit. The production cost subsidy optimally chosen through Nash bargaining analysis depends on the bargaining power of the supplier and the retailer. Further, motivated by the practice that sometimes the retailer and the supplier can arrange a “late order,” we also analyze the behavior of an advance‐purchase discount (APD) contract. We find that an APD with a revenue sharing contract can efficiently coordinate the supply chain as well as achieve flexible profit allocation. Finally, we explore which coordination contract works better for the supplier vs. the retailer. It is interesting to observe that Nash bargaining solutions for the two coordination contracts are equivalent. We further provide recommendations on the applications of these contracts. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 305–319, 2016     

A multi‐stage stochastic programming approach for network capacity expansion with multiple sources of capacity

In networks, there are often more than one sources of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity, and contract capacity. We use a scenario tree to model the uncertainty, and build a multi‐stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We propose two solution methodologies for the problem. Firstly, we design an asymptotically convergent approximation algorithm. Secondly, we design a cutting plane algorithm based on Benders decomposition to find tight bounds for the problem. The numerical experiments show superb performance of the proposed algorithms compared with commercial software. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 600–614, 2017     

随机共振理论在雷达信号截获中的应用

雷达侦察主要通过无源侦察接收设备对空域中敌方雷达辐射源信号进行检测,若要实现对敌辐射源信号的截获,基本条件就是敌雷达信号能量能够达到雷达信号侦收设备的截获灵敏度。然而现代战场中,电磁环境复杂多变,敌雷达信号往往被干扰信号、噪声等掩盖,导致侦收设备漏警概率提高。针对以上问题,提出基于随机共振原理的雷达信号截获判断的方法,增大了截获信号的输出信噪比,解决了由于噪声过大掩盖的雷达信号的侦收问题。将该方法应用于雷达告警接收机的前端截获部分,大大降低了截获系统的漏警概率,保证了整个截获系统的稳定性。仿真实验验证了该方法的有效性。     

关于半鞅向量随机积分的两个结果

首先利用半鞅Girsanov定理与闭图像定理证明了:若{Xn}是带滤基的完备概率空间(Ω,F,F,P)中的一列半鞅,其中滤基F=(Ft)t≥0满足通常条件,且{Xn}在关于P的Emery拓扑空间中收敛于X,则当概率测度Q相似文献   

正畸力作用下微种植体支抗的应力分析

通过建立直径为1.4,1.6,1.8 mm,长度为6,8,10 mm,螺纹深度为0.2 mm,螺纹间距0.5 mm的Ti质微种植体支抗与颌骨有限元模型,研究在常用载荷1.96 N正畸力与微种植体长轴呈45°,60°和75°三种角度时的Ti质微种植体应力分布和大小。分析得出,应力主要集中在微种植体颈部1 mm内,在其颈部1.2 mm的范围内应力值的衰减都很明显,在颈部1.2 mm的范围内曲线较陡。在设定的加载条件下,不同直径的微种植体应力值呈规则的变化趋势,直径1.8 mm,45°时微种植体的各应力值极值最小。微种植体长度对应力的影响不大,位移变化均较小。     

外加信号增强随机共振在微弱信号检测中的应用

在利用随机共振检测微弱周期信号的基本原理基础上,给出一种通过外加可控信号激励出随机共振现象,并将之应用于微弱信号检测的方法。采用仿真信号对该方法进行了验证,通过归一化尺度变换,将该方法的适用频率扩展到机械系统特征信号频段。结果表明,该方法简单可行,能把信噪比较低的周期信号从强背景噪声中提取出来,在机械故障检测中具有应用前景。     

一类随机差分方程的解序列的最优停止规则

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。