函数生成器的优化设计

本文介绍了一种优化的多变量函数产生器的设计思想,详尽论述了多变量函数快速插值算法、消除冗余断点搜索的思想以及搜索次数为１的断点搜索策略。实用表明,该产生器高效可行,比一般的多变量函数产生器减少计算量一半左右,有效地缩短了仿真问题的求解时间。     

C~3I系统的决策时延分析

决策是C~3I 系统的核心问题之一。用Petri 网理论研究C~3I 系统的决策问题已取得了长足的进展。根据决策过程各阶段之所需时间具有随机性及不独立性的特点,以变迁发射时间不独立的随机Petri 网作为决策时延的建模与分析工具,并给出了这种随机Petri 网模型的一般分析方法。     

A metaheuristic scheduling procedure for resource-constrained projects with cash flows

Resource-constrained project scheduling problems with cash flows (RCPSPCF) are complex, combinatorial optimization problems. Many heuristics have been reported in the literature that produce reasonable schedules in limited project environments. However, the lack of a heuristic that dominates under differing project conditions can lead to a suboptimal choice of an appropriate heuristic for scheduling any given project. This may result in poor schedules and monetary losses. This paper reports on the application of the tabu search metaheuristic procedure for the RCPSPCF. Strategies for neighborhood generation and candidate selection that exploit the special features of the problem are combined with a simple multiheuristic start procedure. Extensive experimentation, with multiple data sets and comparison with an upper bound, indicates a significant improvement, both in project Net Present Value (NPV) as well as the number of projects, where the metaheuristic outperforms the best known heuristics in the literature. More specifically, this procedure produces the best schedules in over 85% of the projects tested, in contrast to the best single-pass heuristics which have been shown to dominate in at most 20% of the same cases. This iterative, general purpose heuristic is able to adapt significantly better to the complex interactions of the many critical parameters of the RCPSPCF than single-pass heuristics that use more specific information about each project environment. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 912–927, 1999     

On lifetimes in random environments

For a component operating in random environment, whose hazard rate is assumed to be the realization of a suitable increasing stochastic process, conditions are found such that its lifetime is increasing in likelihood ratio (ILR). For the lifetimes of two components of the same kind some comparisons based on partial stochastic orders are presented. Some applications to the case of repairable components are finally provided. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 365–375, 1998     

Locating a target from directional data

Statistical estimation plays an important role in locating a target in space, a task that has important applications in many areas. However, theoretical measures on the quality of various estimators reported in the literature have been difficult to obtain because of mathematical complications. As a result, choice of estimator in practice has been largely arbitrary. In this paper, we present a systematic study on major target estimators reported in the literature. Focus is on comparisons between the traditional angle method, the line method, and a recently developed line-to-point transformation method. Insights gained from the study directly lead to the development of a novel two-stage angle method that not only produces highly accurate target estimation among all known estimators but is also computationally efficient. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 353–364, 1998     

Note: Two rendezvous search problems on the line

A new upper bound is obtained for the two‐person symmetric rendezvous value on the real line when the distribution function of their initial distance apart is bounded. A second result shows that if three players are placed randomly on adjacent integers on the real line facing in random directions and able to move at a speed of at most 1, then they can ensure a three‐way meeting time of at most 7/2; the fact that 7/2 is a best possible result follows from work already in the literature. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 335–340, 1999     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

Analysis of artillery shoot‐and‐scoot tactics

Firing multiple artillery rounds from the same location has two main benefits: a high rate of fire at the enemy and improved accuracy as the shooter's aim adjusts to previous rounds. However, firing repeatedly from the same location carries significant risk that the enemy will detect the artillery's location. Therefore, the shooter may periodically move locations to avoid counter‐battery fire. This maneuver is known as the shoot‐and‐scoot tactic. This article analyzes the shoot‐and‐scoot tactic for a time‐critical mission using Markov models. We compute optimal move policies and develop heuristics for more complex and realistic settings. Spending a reasonable amount of time firing multiple shots from the same location is often preferable to moving immediately after firing an initial salvo. Moving frequently reduces risk to the artillery, but also limits the artillery's ability to inflict damage on the enemy.     

不确定环境下无人机区域目标搜索及载荷参数影响

针对不确定环境下无人机区域搜索问题,建立了实时探测更新的搜索方法,提出了机载光电载荷参数优化配置策略。建立了基于二维离散网格的无人机区域搜索模型,采用概率地图描述目标信息的实时获取与更新;引入不确定度指标、目标网格的重访和网格探测次数控制,建立搜索目标函数;建立了基于粒子群算法的搜索路径滚动优化方法;通过对任务区域平均探测时间步数和误判概率的估计分析,建立了机载光电载荷参数优化配置策略。使用蒙特卡洛方法验证了区域搜索方法的有效性和光电载荷参数配置对搜索效率、误判概率的影响。     

What you should know about simulation and derivatives

Derivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008