A sequential dynamic pricing model and its applications

Consider a sequential dynamic pricing model where a seller sells a given stock to a random number of customers. Arriving one at a time, each customer will purchase one item if the product price is lower than her personal reservation price. The seller's objective is to post a potentially different price for each customer in order to maximize the expected total revenue. We formulate the seller's problem as a stochastic dynamic programming model, and develop an algorithm to compute the optimal policy. We then apply the results from this sequential dynamic pricing model to the case where customers arrive according to a continuous‐time point process. In particular, we derive tight bounds for the optimal expected revenue, and develop an asymptotically optimal heuristic policy. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

A fluid queueing model for link travel time moments

We analyze the moments of the random time required for a vehicle to traverse a transportation network link of arbitrary length when its speed is governed by a random environment. The problem is motivated by stochastic transportation network applications in which the estimation of travel time moments is of great importance. We analyze this random time in a transient and asymptotic sense by employing results from the field of fluid queues. The results are demonstrated on two example problems. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

离散型随机BAM神经网络时滞分布依赖全局指数稳定性

研究一类具有随机时滞与随机干扰的离散型BAM神经网络的全局指数稳定性,所建模型同时考虑离散时滞变化区间与分布概率对稳定性的影响．通过构造新的Lyapunov泛函并结合线性矩阵不等式（LMI）方法,得到了均方意义下依赖于时滞分布的全局指数稳定性条件．     

具有leakage时滞的随机马尔科夫跳变神经网络的稳定性

研究一类具有leakage时滞的随机马尔科夫跳变神经网络的稳定性,通过构造一个新的Lyapunov-Kra—sovskii泛函,并应用It6公式、随机不等式技术,得到了基于线性矩阵不等式（LMI）的均方意义下的全局稳定性判定条件．     

Evaluating cost and reliability integrated performance of stochastic logistics systems

The significance of integrating reliability into logistics performance has been established [The Logistics Performance Index and Its Indicators, World Bank International Trade and Transport Departments, (2010)]. Hence, as a response to the work by the World Bank, the present article aims to evaluate the performance index R_b,d of logistics systems as the probability that a specified demand d can be distributed successfully through multistate arc capacities from the source to the destination under the constraint that the total distribution cost should not exceed the cost limitation b. This article provides a pioneering approach for a straightforward computation of the performance index R_b,d. The proposed algorithm is a hybrid between the polynomial time capacity‐scaling algorithm, which was presented by Edmonds and Karp [JACM 19 (1972)], and the decomposition algorithm, which was presented by Jane and Laih [IEEE (2008)]. Currently, the proposed approach is the only algorithm that can directly compute R_b,d. An illustration of the proposed algorithm is presented. The results of the computational experiments indicate that the presented algorithm outperforms existing algorithms. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

求解面向进攻的武器-目标分配问题的蚁群算法

面向进攻的武器-目标分配问题是军事运筹学研究中的重要课题,旨在制定合理的打击策略以最大程度摧毁敌方目标。采用一种融合局部搜索和信息素控制的蚁群算法,兼顾控制解的局部收敛速度和全局收敛质量。在解的构造过程中直接处理约束条件,提高生成解的可行性,并大大缩小了搜索空间,提高了算法效率。通过采用多种算法对不同规模的武器-目标分配问题进行实验,结果表明改进的蚁群算法在收敛速度和求解质量上表现优异。     

基于代理模型的卫星系统仿真优化平台

针对既定目标,采用卫星系统进行协同观测可以最大化卫星系统的整体效能,如何对卫星系统的轨道或载荷参数设计是一个设计空间大、设计变量多的优化问题。对此,采用基于代理模型的仿真优化,通过改进广义模式搜索算法在设计空间中搜索最优解,并以此为核心设计开发卫星系统仿真优化平台。该平台集成问题建模、仿真优化和结果评估显示,为用户提供设计和改进卫星系统方案的方法和依据。采用该平台对卫星系统设计实例进行优化,通过对比发现,平台的优化结果稳定性和优化效率优于STK-Analyzer。     

分布式消磁系统绕组补偿电流快速调整

随着现代舰船的大型化和舰船消磁技术要求的日益提高,消磁系统向分布式发展,消磁线圈的数目越来越多,绕组补偿电流调整的实时性要求也愈来愈高.针时这一特点,建立了消磁绕组磁场的数学模型,引入二分搜索法来快速调整绕组补偿电流.实验结果表明:该算法能够快速调整消磁绕组补偿电流,且消磁效果好.此外,该算法原理浅显易懂,编程简单明了...     

基于上下文的快速自适应运动估计算法

高效的运动估计算法是实时视频编解码技术的研究重点。为降低视频编码中运动估计的高计算复杂度问题,提出了基于上下文的快速自适应运动估计算法。该算法在运动估计过程中引入了次最佳匹配点,并且使用了一种基于平行四边形模式的方向性搜索策略。该算法的基本思想是:在块运动矢量估计过程中,利用前面搜索步中得到的块运动矢量及次最佳匹配点与最佳匹配点之间的位置关系,自适应选择一种平行四边形搜索模式,并确定下一步搜索的方向,进行更精确运动矢量的搜索。实验结果表明,该算法有效降低了视频压缩编码中运动估计的运算复杂度。     

Robust capacity planning in semiconductor manufacturing

We present a stochastic programming approach to capacity planning under demand uncertainty in semiconductor manufacturing. Given multiple demand scenarios together with associated probabilities, our aim is to identify a set of tools that is a good compromise for all these scenarios. More precisely, we formulate a mixed‐integer program in which expected value of the unmet demand is minimized subject to capacity and budget constraints. This is a difficult two‐stage stochastic mixed‐integer program which cannot be solved to optimality in a reasonable amount of time. We instead propose a heuristic that can produce near‐optimal solutions. Our heuristic strengthens the linear programming relaxation of the formulation with cutting planes and performs limited enumeration. Analyses of the results in some real‐life situations are also presented. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.