基于响应平面法的压力容器可靠性评定

针对压力容器制造、使用过程中各种参数的不确定性,提出了一种基于响应平面的随机分析方法.根据某压力容器的结构特点,确定性有限元分析采用了接触有限元,结合中心组合抽样设计构建了容器最大应力的响应平面,以此为基础对压力容器应力分布进行了随机分析.可靠性分析中引入应力—强度干涉模型,并分别对容器壁面和接管处进行了可靠性评定.实...     

An inspection game: Taking account of fulfillment probabilities of players' aims

This paper deals with an inspection game of customs and a smuggler. The customs can take two options of assigning a patrol or not. The smuggler has two strategies of shipping its cargo of contraband or not. Two players have several opportunities to take actions during a limited number of days. When both players do, there are some possibilities that the customs captures the smuggler and, simultaneously, the smuggler possibly makes a success of the smuggling. If the smuggler is captured or there remain no days for playing the game, the game ends. In this paper, we formulate the problem into a multi‐stage two‐person zero‐sum stochastic game and investigate some characteristics of the equilibrium solution, some of which are given in a closed form in a special case. There have been some studies so far on the inspection game. However, some consider the case that the smuggler has only one opportunity of smuggling or the perfect‐capture case that the customs can certainly arrest the smuggler on patrol, and others think of a recursive game without the probabilities of fulfilling the players' purposes. In this paper, we consider the inspection game taking account of the fulfillment probabilities of the players' aims. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

非线性随机动态响应的高效模拟方法

提出了一种分析多自由度非线性系统在随机激励下响应的高效模拟方法。该方法以蒙特卡罗方法为基础,针对动态问题,建立了有效的重要性判别准则,采用俄罗斯轮盘赌与分裂方法来处理响应样本,增加了样本在低失效概率区域出现的几率,提高了模拟效率。通过两个算例表明,该方法操作简单,可以大大地减少计算量,能够适用于实际的工程问题。     

A stochastic programming approach for chemotherapy appointment scheduling

Chemotherapy appointment scheduling is a challenging problem due to the uncertainty in premedication and infusion durations. In this paper, we formulate a two‐stage stochastic mixed integer programming model for the chemotherapy appointment scheduling problem under limited availability of nurses and infusion chairs. The objective is to minimize the expected weighted sum of nurse overtime, chair idle time, and patient waiting time. The computational burden to solve real‐life instances of this problem to optimality is significantly high, even in the deterministic case. To overcome this burden, we incorporate valid bounds and symmetry breaking constraints. Progressive hedging algorithm is implemented in order to solve the improved formulation heuristically. We enhance the algorithm through a penalty update method, cycle detection and variable fixing mechanisms, and a linear approximation of the objective function. Using numerical experiments based on real data from a major oncology hospital, we compare our solution approach with several scheduling heuristics from the relevant literature, generate managerial insights related to the impact of the number of nurses and chairs on appointment schedules, and estimate the value of stochastic solution to assess the significance of considering uncertainty.     

态势估计中一种基于最大后验概率估计的时间推理方法

态势估计中统计时间推理在许多应用中非常重要。Ｋｉｒｉｌｏｖ的基于极大似然估计（ＭａｘｉｍｕｍＬｉｋｅｌｉｈｏｏｄＥｓｔｉｍａｔｉｏｎ，ＭＬＥ）的推理方法将未知时间变量看作常数，忽略了它的先验信息，估计方差较大。针对这一问题，本文首先建立了已知时间信息和未知时间变量之间的关系模型，这一模型可用来解释Ｋｉｒｉｌｏｖ的方法；然后在这一模型下，将未知时间变量扩展为随机变量，采用基于最大后验概率估计（ＭａｘｉｍｕｍａＰｏｓ－ｔｅｒｉｏｒｉＥｓｔｉｍａｔｉｏｎ，ＭＡＰ）的方法进行统计时间推理。对两种推理算法的性能进行了分析和比较，发现在较宽的范围内，基于ＭＡＰ的方法性能优于基于ＭＬＥ的方法。     

随机快速光滑二阶滑模末制导律设计

针对目标随机机动、惯性延迟、参数变化等因素降低导弹末制导精度的问题,提出新型随机快速光滑二阶滑模控制方法。将目标机动简化为零均值高斯白噪声过程,制导系统成为带加性噪声随机不确定非线性系统。考虑到该系统不存在平衡点,提出有限时间二阶均方实用收敛概念,并基于此证明了所设计控制律的收敛特性。根据直接命中条件设计滑模面,得到随机快速光滑二阶滑模制导律。在尾追和迎头两种态势下,将该新型制导律与扩展比例导引、一般滑模制导律及确定性光滑二阶滑模制导律进行仿真比较,验证了该方法的正确性和有效性。     

A single‐period inventory placement problem for a serial supply chain

This article addresses the inventory placement problem in a serial supply chain facing a stochastic demand for a single planning period. All customer demand is served from stage 1, where the product is stored in its final form. If the demand exceeds the supply at stage 1, then stage 1 is resupplied from stocks held at the upstream stages 2 through N, where the product may be stored in finished form or as raw materials or subassemblies. All stocking decisions are made before the demand occurs. The demand is nonnegative and continuous with a known probability distribution, and the purchasing, holding, shipping, processing, and shortage costs are proportional. There are no fixed costs. All unsatisfied demand is lost. The objective is to select the stock quantities that should be placed different stages so as to maximize the expected profit. Under reasonable cost assumptions, this leads to a convex constrained optimization problem. We characterize the properties of the optimal solution and propose an effective algorithm for its computation. For the case of normal demands, the calculations can be done on a spreadsheet. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:506–517, 2001     

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