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.     

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