Inventory models with nonlinear shortage costs and stochastic lead times; applications of shape properties of randomly stopped counting processes

In this article, we study generalizations of some of the inventory models with nonlinear costs considered by Rosling in (Oper. Res. 50 (2002) 797–809). In particular, we extend the study of both the periodic review and the compound renewal demand processes from a constant lead time to a random lead time. We find that the quasiconvexity properties of the cost function (and therefore the existence of optimal (s, S) policies), holds true when the lead time has suitable log‐concavity properties. The results are derived by structural properties of renewal delayed processes stopped at an independent random time and by the study of log‐concavity properties of compound distributions. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 345–356, 2015     

Integrated scheduling of loading and transportation with tractors and semitrailers separated

Motivated by some practical applications, we study a new integrated loading and transportation scheduling problem. Given a set of jobs, a single crane is available to load jobs, one by one, onto semitrailers with a given capacity. Loaded semitrailers are assigned to tractors for transportation tasks. Subject to limited resources (crane, semitrailers, and tractors), the problem is to determine (1) an assignment of jobs to semitrailers for loading tasks, (2) a sequence for the crane to load jobs onto semitrailers, (3) an assignment of loaded semitrailers to tractors for transportation tasks, and (4) a transportation schedule of assigned tractors such that the completion time of the last transportation task is minimized. We first formulate the problem as a mixed integer linear programming model (MILPM) and prove that the problem is strongly NP‐hard. Then, optimality properties are provided which are useful in establishing an improved MILPM and designing solution algorithms. We develop a constructive heuristic, two LP‐based heuristics, and a recovering beam search heuristic to solve this problem. An improved procedure for solutions by heuristics is also presented. Furthermore, two branch‐and‐bound (B&B) algorithms with two different lower bounds are developed to solve the problem to optimality. Finally, computational experiments using both real data and randomly generated data demonstrate that our heuristics are highly efficient and effective. In terms of computational time and the number of instances solved to optimality in a time limit, the B&B algorithms are better than solving the MILPM. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 416–433, 2015     

Optimal FCFS allocation rules for periodic‐review assemble‐to‐order systems

In Assemble‐To‐Order (ATO) systems, situations may arise in which customer demand must be backlogged due to a shortage of some components, leaving available stock of other components unused. Such unused component stock is called remnant stock. Remnant stock is a consequence of both component ordering decisions and decisions regarding allocation of components to end‐product demand. In this article, we examine periodic‐review ATO systems under linear holding and backlogging costs with a component installation stock policy and a First‐Come‐First‐Served (FCFS) allocation policy. We show that the FCFS allocation policy decouples the problem of optimal component allocation over time into deterministic period‐by‐period optimal component allocation problems. We denote the optimal allocation of components to end‐product demand as multimatching. We solve the multi‐matching problem by an iterative algorithm. In addition, an approximation scheme for the joint replenishment and allocation optimization problem with both upper and lower bounds is proposed. Numerical experiments for base‐stock component replenishment policies show that under optimal base‐stock policies and optimal allocation, remnant stock holding costs must be taken into account. Finally, joint optimization incorporating optimal FCFS component allocation is valuable because it provides a benchmark against which heuristic methods can be compared. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 158–169, 2015     

The dynamic and stochastic knapsack Problem with homogeneous‐sized items and postponement options

This article generalizes the dynamic and stochastic knapsack problem by allowing the decision‐maker to postpone the accept/reject decision for an item and maintain a queue of waiting items to be considered later. Postponed decisions are penalized with delay costs, while idle capacity incurs a holding cost. This generalization addresses applications where requests of scarce resources can be delayed, for example, dispatching in logistics and allocation of funding to investments. We model the problem as a Markov decision process and analyze it through dynamic programming. We show that the optimal policy with homogeneous‐sized items possesses a bithreshold structure, despite the high dimensionality of the decision space. Finally, the value (or price) of postponement is illustrated through numerical examples. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 267–292, 2015     

基于SF-REM的齿轮箱剩余寿命预测方法研究

剩余寿命预测是视情维修决策的重点和难点.针对工程实践中历史数据少、模型参数估计精度低的问题,建立一种基于随机滤波(SF)的齿轮箱剩余寿命预测模型.该方法采用递归期望最大化(REM)算法对模型参数进行递归更新,推导极大似然估计方法的参数递归更新过程,最后经实例验证模型的有效性和实用性.     

Model Versions and Fast Algorithms for Network Epidemiology

Network epidemiology has become a core framework for investigating the role of human contact patterns in the spreadingof infectious diseases. In network epidemiology, one represents the contact structure as a network of nodes（individuals） connected bylinks（sometimes as a temporal network where the links are not continuously active） and the disease as a compartmental model（whereindividuals are assigned states with respect to the disease and follow certain transition rules between the states）. In this paper, we discussfast algorithms for such simulations and also compare two commonly used versions,one where there is a constant recovery rate（the numberof individuals that stop being infectious per time is proportional to the number of such people）;the other where the duration of the diseaseis constant. The results show that, for most practical purposes, these versions are qualitatively the same.     

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。     

压制条件下声纳搜索效能分析

主被动声纳搜索时备次接续探测之间有检测概率的累积.在考虑连续探测的相关性且有水声干扰的情况下,建立了捷径曲线函数和有效搜索宽度计算模型.通过计算噪声干扰器压制前后有效搜索宽度的变化和噪声干扰器在不同位置有效搜索宽度的变化,建立了一种新的定量评估声纳作战效能的有效方法,并对压制条件下的声纳搜索效能进行了评价.计算实例与实...     

A note on necessary and sufficient conditions for ordering properties of coherent systems with exchangeable components

We give necessary and sufficient conditions based on signatures to obtain distribution‐free stochastic ordering properties for coherent systems with exchangeable components. Specifically, we consider the stochastic, the hazard (failure) rate, the reversed hazard rate, and the likelihood ratio orders. We apply these results to obtain stochastic ordering properties for all the coherent systems with five or less exchangeable components. Our results extend some preceding results. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

随机理论雷达探测地面目标模型

雷达对地面目标的搜索效能是直升机对地作战效能评估的基础,建立雷达对地面目标搜索的数学模型,并分析几个因素对发现目标概率的影响,以及提高目标发现概率的方法,进而提高直升机的作战效能.模型有效地提高了雷达探测地面目标效能评估的准确性,对于指挥决策部门和设计单位有一定的参考意义.