A partial characterization of the optimal ordering/rationing policy for a periodic review system with two demand classes and backordering

We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

军用车辆行动部分疲劳寿命随机有限元分析

阐述了基于随机有限元的车辆行动部分可靠性原理及基本过程,将结构件的弹性模量、泊松比和几何尺寸等因素定义为随机场,并对其进行离散,同时分析了车辆行驶的典型路面的路面谱,利用随机有限元求解在不同的路面状况下车辆行动零部件的受力情况,得到了零部件危险点应力的随机分布和不同路面状况下疲劳可靠性,并对相关的实例进行分析。     

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.     

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   

氙原子在铂表面散射的分子动力论方法

运用分子动力论方法研究气体分子 (Xe)在固壁表面 (Pt)的散射。在构造了合理的气体分子与固壁表面相互作用势模型之后 ,运用随机经典轨道方法求解气体分子及固壁原子的运动方程 ,得到气体分子运动轨迹及散射后的运动状态。结果表明 ,气体分子散射后的角度分布与Maxwellian模型存在较大差异 ,而速度基本服从半空间的Maxwellian分布。     

Coherent systems based on sequential order statistics

The sequential order statistics (SOS) are a good way to model the lifetimes of the components in a system when the failure of a component at time t affects the performance of the working components at this age t. In this article, we study properties of the lifetimes of the coherent systems obtained using SOS. Specifically, we obtain a mixture representation based on the signature of the system. This representation is used to obtain stochastic comparisons. To get these comparisons, we obtain some ordering properties for the SOS, which in this context represent the lifetimes of k‐out‐of‐n systems. In particular, we show that they are not necessarily hazard rate ordered. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

北斗卫星伪距信号质量评估及偏差校正

针对北斗卫星信号存在系统性伪距偏差的问题,从多路径角度评估北斗三频信号的质量,验证了该项偏差与卫星轨道类型、卫星仰角及信号频率有关。为消除这一系统性偏差的影响,采用连续分段线性函数建立北斗三频伪距偏差校正模型。与现有的改正模型所不同,所提模型不仅采用了更长时间范围内的北斗实测数据,更为重要的是它顾及了改正数的精度信息。基于动态精密单点定位的实验结果表明,采用所提方法修正后,接收机定位性能有明显提升。     

A sequential scheduling problem with impatient jobs

There are n customers that need to be served. Customer i will only wait in queue for an exponentially distributed time with rate λ_i before departing the system. The service time of customer i has distribution F_i, and on completion of service of customer i a positive reward r_i is earned. There is a single server and the problem is to choose, after each service completion, which currently in queue customer to serve next so as to maximize the expected total return. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 659–663, 2015     

基于GSPN的舰载服务器系统可靠性建模及分析

提出一种基于广义随机Petri网(Generalized Stochastic Petri Net,GSPN)的舰载服务器系统可靠性分析方法。深入分析舰载服务器系统故障模式的基础上,建立冗余服务器子系统的GSPN模型和共享数据盘子系统的GSPN模型,进而综合得到舰载服务器系统的全局GSPN模型,有效模拟了舰载服务器系统的动态行为。仿真实验验证了所提方法的有效性,为舰载服务器系统的分析与设计提供理论参考。