A risk function for the stochastic modeling of electric capacity expansion

We present a stochastic optimization model for planning capacity expansion under capacity deterioration and demand uncertainty. The paper focuses on the electric sector, although the methodology can be used in other applications. The goals of the model are deciding which energy types must be installed, and when. Another goal is providing an initial generation plan for short periods of the planning horizon that might be adequately modified in real time assuming penalties in the operation cost. Uncertainty is modeled under the assumption that the demand is a random vector. The cost of the risk associated with decisions that may need some tuning in the future is included in the objective function. The proposed scheme to solve the nonlinear stochastic optimization model is Generalized Benders' decomposition. We also exploit the Benders' subproblem structure to solve it efficiently. Computational results for moderate‐size problems are presented along with comparison to a general‐purpose nonlinear optimization package. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:662–683, 2001     

The “signature” of a coherent system and its application to comparisons among systems

Various methods and criteria for comparing coherent systems are discussed. Theoretical results are derived for comparing systems of a given order when components are assumed to have independent and identically distributed lifetimes. All comparisons rely on the representation of a system's lifetime distribution as a function of the system's “signature,” that is, as a function of the vector p= (p₁, … , p_n), where p_i is the probability that the system fails upon the occurrence of the ith component failure. Sufficient conditions are provided for the lifetime of one system to be larger than that of another system in three different senses: stochastic ordering, hazard rate ordering, and likelihood ratio ordering. Further, a new preservation theorem for hazard rate ordering is established. In the final section, the notion of system signature is used to examine a recently published conjecture regarding componentwise and systemwise redundancy. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 507–523, 1999     

Analysis of production lines with Coxian service times and no intermediate buffers

This paper uses the holding time model (HTM) method to derive an approximate analytic formula for the calculation of the mean throughput of a K-station production line with no buffers between any two successive stations. Service times follow the two-stage Coxian (C²) distribution at all stations. The paper provides a formula that relates the third moment of the service completion (or virtual service) time with the respective parameters of the service time, the repair time and the time to breakdown (the latter is assumed to follow the exponential distribution). In this way, it concludes that under certain conditions the two-stage Coxian distribution can be used to approximate any general distribution matching the first three moments of the service completion time distribution. The mean holding times (consisting of the service and blocking periods) of all stations of the line are obtained in an analytical form. Numerical results are provided for the mean throughput of lines with up to 20 stations. These results are shown to have a good accuracy compared against results obtained from the Markovian state method (for short lines) and results from simulation (for longer lines). © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 669–685, 1998     

Bolstering components for maximizing system lifetime

This article considers the problem of which component should be “bolstered” or “improved” in order to stochastically maximize the lifetime of a parallel system, series system, or in general, k-out-of-n system. Various ways of bolstering including active redundance, standby redundancy, and burn-in are studied. Also the method of reducing working temperature or stress level according to Arrhenius models is investigated. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 497–509, 1998     

Scheduling stochastic jobs with asymmetric earliness and tardiness penalties

We consider a stochastic counterpart of the well-known earliness-tardiness scheduling problem with a common due date, in which n stochastic jobs are to be processed on a single machine. The processing times of the jobs are independent and normally distributed random variables with known means and known variances that are proportional to the means. The due dates of the jobs are random variables following a common probability distribution. The objective is to minimize the expectation of a weighted combination of the earliness penalty, the tardiness penalty, and the flow-time penalty. One of our main results is that an optimal sequence for the problem must be V-shaped with respect to the mean processing times. Other characterizations of the optimal solution are also established. Two algorithms are proposed, which can generate optimal or near-optimal solutions in pseudopolynomial time. The proposed algorithms are also extended to problems where processing times do not satisfy the assumption in the model above, and are evaluated when processing times follow different probability distributions, including general normal (without the proportional relation between variances and means), uniform, Laplace, and exponential. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44, 531–557, 1997.     

A worst‐case formulation for constrained ranking and selection with input uncertainty

In this research, we consider robust simulation optimization with stochastic constraints. In particular, we focus on the ranking and selection problem in which the computing time is sufficient to evaluate all the designs (solutions) under consideration. Given a fixed simulation budget, we aim at maximizing the probability of correct selection (PCS) for the best feasible design, where the objective and constraint measures are assessed by their worst‐case performances. To simplify the complexity of PCS, we develop an approximated probability measure and derive the asymptotic optimality condition (optimality condition as the simulation budget goes to infinity) of the resulting problem. A sequential selection procedure is then designed within the optimal computing budget allocation framework. The high efficiency of the proposed procedure is tested via a number of numerical examples. In addition, we provide some useful insights into the efficiency of a budget allocation procedure.     

On the conditional residual lifetime of coherent systems under double regularly checking

In this paper, we consider a coherent system with n independent and identically distributed components under the condition that the system is monitored at time instances t₁ and t₂ (t₁ < t₂). First, various mixture representations for reliability function of the conditional residual lifetime of the coherent system are derived under different scenarios at times t₁ and t₂ (t₁ < t₂). Several stochastic comparisons between two systems are also made based on the proposed conditional random variables. Then, we consider the conditional residual lifetime of the functioning components of the system given that j components have failed at time t₁ and the system has failed at time t₂. Some stochastic comparisons on the proposed conditional residual lifetimes are investigated. Several illustrative graphs and examples are also provided.     

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.     

LaB6空心阴极中毒特性

LaB_6阴极与其他类型阴极相比具有电子发射电流密度大等优点,已广泛用于电推进、高发射密度电子枪等产品。为了研究LaB_6空心阴极中毒特性、识别LaB_6空心阴极主要失效模式,分别对LaB_6空心阴极暴露大气后性能变化特征和引起性能变化的原因进行了研究。结果表明:LaB_6空心阴极在暴露大气后表面吸附大量中毒气体,出现了发射体表面逸出功增加、发射体短期中毒现象。此时空心阴极的放电电压和阴极顶温度均有所上升,经过短期工作后放电电压和阴极顶温度均恢复初始状态。但LaB_6空心阴极严重中毒后,并不能通过加热和离子轰击方式去除表面生成的氧化物。因此,可以在实验过程中通过监测空心阴极的阴极顶温度和阳极电压变化间接表征空心阴极发射体状态。