具有分布时滞的随机反应扩散细胞神经网络的几乎必然指数稳定性

研究一类具有分布时滞和反应扩散的随机细胞神经网络的稳定性。通过构造Lyapunov泛函,并利用It公式、半鞅收敛定理以及不等式技巧,得到了系统几乎必然指数稳定的充分条件。     

Optimal pricing and inventory control policy in periodic‐review systems with fixed ordering cost and lost sales

This paper studies a periodic‐review pricing and inventory control problem for a retailer, which faces stochastic price‐sensitive demand, under quite general modeling assumptions. Any unsatisfied demand is lost, and any leftover inventory at the end of the finite selling horizon has a salvage value. The cost component for the retailer includes holding, shortage, and both variable and fixed ordering costs. The retailer's objective is to maximize its discounted expected profit over the selling horizon by dynamically deciding on the optimal pricing and replenishment policy for each period. We show that, under a mild assumption on the additive demand function, at the beginning of each period an (s,S) policy is optimal for replenishment, and the value of the optimal price depends on the inventory level after the replenishment decision has been done. Our numerical study also suggests that for a sufficiently long selling horizon, the optimal policy is almost stationary. Furthermore, the fixed ordering cost (K) plays a significant role in our modeling framework. Specifically, any increase in K results in lower s and higher S. On the other hand, the profit impact of dynamically changing the retail price, contrasted with a single fixed price throughout the selling horizon, also increases with K. We demonstrate that using the optimal policy values from a model with backordering of unmet demands as approximations in our model might result in significant profit penalty. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Requirements planning for modular products

The focus of this paper is on determining the requirements of different component options of a modular end‐product in an uncertain environment. We explicitly model two distinct sources of uncertainty: stochastic end‐product demand and unknown market proportions for the different product options available. Our cost minimizing model focuses on determining the optimal requirements policies for component options that meet a pre‐set service level. We show that simple common‐sense requirements policies are not generally optimal; there is a non‐linear connection between service level and component requirements that is hard to characterize without a detailed analysis. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Reliability inference for field conditions from accelerated degradation testing

Accelerated degradation testing (ADT) is usually conducted under deterministic stresses such as constant‐stress, step‐stress, and cyclic‐stress. Based on ADT data, an ADT model is developed to predict reliability under normal (field) operating conditions. In engineering applications, the “standard” approach for reliability prediction assumes that the normal operating conditions are deterministic or simply uses the mean values of the stresses while ignoring their variability. Such an approach may lead to significant prediction errors. In this paper, we extend an ADT model obtained from constant‐stress ADT experiments to predict field reliability by considering the stress variations. A case study is provided to demonstrate the proposed statistical inference procedure. The accuracy of the procedure is verified by simulation using various distributions of field stresses. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006.     

防御矩阵满足乘法交换律的证明

在使用马尔柯夫链分析多层防御系统的防御效用值时,发现防御矩阵是否满足乘法交换律将关系到多层防御系统变换部署后的防御效用值,因此有必要对防御矩阵是否满足乘法交换律进行证明。首先介绍了防御矩阵的概念、物理意义、重要性质及计算方法,分析了防御矩阵满足乘法交换律的重要意义,最后综合运用数学归纳法和随机矩阵性质证明了防御矩阵满足乘法交换律的事实,此结论无论对于多层防御系统的防御效用值研究还是矩阵理论研究都有一定的指导作用。     

模糊随机过程的可分性与可测性

本文证明了一个模糊随机过程{_t(ω)t∈T}必存在一个与之等价的可分模糊随机过程{_t(ω)t∈T};且若模糊随机过程{_t(ω)t∈T}随机连续,则它存在等价的,可分且可测的模糊随机过程{■_t(ω)t∈T}。     

误差随机过程的一种数据预处理方法

在数据连续采集过程中,误差是一个随机的过程,有的误差数据出现“失真”,本文结合指挥仪综合检测中动态误差情况,提出一种平稳误差过程和非平稳误差过程的数据预处理方法。     

基于混合建模方法的三维彩色树木快速模拟算法

在对多种模型进行研究的基础上，提出了一种快速模拟三维彩色树木的高效算法。该算法不仅合理简化了树木的几何拓扑结构和生长规律特性，而且引入了特性良好、计算简单、参数易于控制的随机函数。因此生成树木的种类较多、图形逼真、速度很快，在普通微机上达到了实时的模拟效果。     

A decomposition algorithm applied to planning the interdiction of stochastic networks

We describe the application of a decomposition based solution method to a class of network interdiction problems. The problem of maximizing the probability of sufficient disruption of the flow of information or goods in a network whose characteristics are not certain is shown to be solved effectively by applying a scenario decomposition method developed by Riis and Schultz [Comput Optim Appl 24 (2003), 267–287]. Computational results demonstrate the effectiveness of the algorithm and design decisions that result in speed improvements. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

基于随机虚拟样机的某型自行火炮扭力轴动力仿真

依据随机动力学、多体系统动力学和数理统计理论,借助MSC\Adams仿真软件和MATLAB工具,提出随机虚拟样机的概念。并以某型自行火炮的扭力轴为例,在建立的虚拟样机上,实现不确定性因素下从底盘整体到悬挂系统、再到扭力轴的动力仿真。