Selecting review periods for a coordinated multi‐item inventory model with staggered deliveries

Consider an N‐item, periodic review, infinite‐horizon, undiscounted, inventory model with stochastic demands, proportional holding and shortage costs, and full backlogging. For 1 ≤ j ≤ N, orders for item j can arrive in every period, and the cost of receiving them is negligible (as in a JIT setting). Every T_j periods, one reviews the current stock level of item j and decides on deliveries for each of the next T_j periods, thus incurring an item‐by‐item fixed cost k_j. There is also a joint fixed cost whenever any item is reviewed. The problem is to find review periods T₁, T₂, …, T_N and an ordering policy satisfying the average cost criterion. The current article builds on earlier results for the single‐item case. We prove an optimal policy exists, give conditions where it has a simple form, and develop a branch and bound algorithm for its computation. We also provide two heuristic policies with O(N) computational requirements. Computational experiments indicate that the branch and bound algorithm can handle normal demand problems with N ≤ 10 and that both heuristics do well for a wide variety of problems with N ranging from 2 to 200; moreover, the performance of our heuristics seems insensitive to N. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:430–449, 2001     

基于Neumann谱和PM谱的海浪感应磁场能量分布计算

结合前人在海浪功率谱以及海浪产生磁场两方面的研究 ,求出了海浪 磁场系统的传递函数 ,分析了该系统的性质 ,并利用该传递函数和Neumann谱、PM谱计算了磁场功率谱 ;在此基础上 ,根据实际观测我国海区的海浪高度 周期分布 ,求解海浪分布参数 ,模拟实际的海浪过程 ,求出了实际情况下的海浪感应磁场功率谱 ,并分析了其特性 .     

Response surface analysis of two‐stage stochastic linear programming with recourse

We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two‐stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the first‐stage decision variables. The resulting response surface can provide valuable modeling insight, such as directions of minimum and maximum sensitivity to changes in the first‐stage variables. Latin hypercube (LH) sampling is applied to reduce the variance of the recourse function point estimates that are used to construct the response surface. Empirical results show the value of the LH method by comparing it with strategies based on independent random numbers, common random numbers, and the Schruben‐Margolin assignment rule. In addition, variance reduction with LH sampling can be guaranteed for an important class of two‐stage problems which includes the classical capacity expansion model. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 753–776, 1999     

基于正交分集的灵巧噪声干扰对抗方法*

针对数字射频存储干扰机多通道宽带转发模式下的灵巧噪声干扰,提出了基于混沌调制信号、多谐波相位调制线性调频信号的正交分集抗干扰方法。混沌调制信号与多谐波相位调制线性调频信号具有“图钉”型模糊函数,除了具有良好的距离、多普勒分辨力,而且对回波频率敏感,通过正交分集设计,能够更好的适应宽带转发灵巧噪声干扰。通过计算机仿真对新方法的抗干扰性能进行了分析和验证,结果表明,在多通道宽带转发灵巧噪声干扰环境下,新方法的抗干扰改善因子能够达到10dB以上,抗干扰性能明显优于传统的频率捷变、斜率捷变方法。     

随机振动中晶体振荡器的有源降噪设计

针对晶体振荡器在振动下会发生输出频率漂移的问题,在分析声学有源降噪技术和加速度对晶体振荡器输出相位噪声的影响机理基础上,提出降低随机振动中晶体振荡器噪声的方法。在晶体振荡器外围电路中嵌入加速度传感器、模数转换器、数模转换器和数字处理器,构建对晶体振荡器相位噪声进行实时补偿的有源降噪系统。结果表明:设计的有源降噪系统在0.03g/Hz振动幅度、10~850 Hz频率范围的随机振动条件下,能达到20 d B的相位噪声补偿效果。     

协方差压缩感知逆合成孔径雷达成像技术

为解决低信噪比条件下短观测时间雷达成像问题,提出一种基于回波协方差矩阵处理的压缩感知逆合成孔径雷达成像技术。该方法构建了回波协方差矩阵层面下的压缩感知问题模型,并通过特定的线性变换降低环境噪声对成像结果的影响。在仿真实验中,通过处理短观测时间和低信噪比条件下的模拟回波数据,该方法获得比传统压缩感知方法像质更好、对比度更强的目标成像结果。同时,其成像结果的目标背景比和背景噪声能量两个雷达图像评价指标都优于传统方法,进一步验证了该方法的有效性。     

Centralized inventory control in a two‐level distribution system with Poisson demand

This paper introduces a new replenishment policy for inventory control in a two‐level distribution system consisting of one central warehouse and an arbitrary number of nonidentical retailers. The new policy is designed to control the replenishment process at the central warehouse, using centralized information regarding the inventory positions and demand processes of all installations in the system. The retailers on the other hand are assumed to use continuous review (R, Q) policies. A technique for exact evaluation of the expected inventory holding and backorder costs for the system is presented. Numerical results indicate that there are cases when considerable savings can be made by using the new (α₀, Q₀) policy instead of a traditional echelon‐ or installation‐stock (R, Q) policy. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 798–822, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10040     

Markovian models of three‐on‐one combat involving a hidden defender

In this paper, Markovian models of three‐on‐one stochastic firefights between ground‐based weapon systems are developed. These models address a common scenario of interest to the military, but one which has been much neglected in analytic combat models, that of combat between a hidden defender and an exposed attacking force. Each combatant must detect an opponent before commencing their firing cycle, a task which is considerably more difficult for the attacker. In the models developed here, the defender detects the exposed attacking group after an exponentially distributed time interval, while each attacker has a fixed probability of detecting the defender via the flash signature produced after each shot fired by him. The utility of the approach is demonstrated by investigating what impact the introduction of a coordinated gun‐laying system for the attacking force might have, a system made possible by battlefield digitization. The method used here allows models to be developed incrementally. This and other advantages of the Markovian approach are discussed. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 627–646, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10041     

稳态随机过程激励下基于首次超越破坏的结构优化设计

把结构系统动力可靠性分析与最优化设计结合起来 ,以结构系统的最小质量为目标函数 ,给出了考虑在平稳随机过程激励下多自由度线性系统总的可靠性的结构优化设计方法。运用谱分析理论 ,推导了结构系统在平稳随机过程激励下响应的统计特征 ,同时结合首次超越破坏的Possion模型计算结构系统的可靠性 ,最终采用广义乘子法得到结构系统设计变量的最优值。计算结果表明该方法是可行的     

具有随机寿命的二维期权定价

由于期权合约在到期日之前可能被终止及标的资产的价格可能会因重大信息的到达而发生跳跃 ,文中在假设合约被终止的风险与重大信息导致的价格跳跃风险皆为非系统的风险情况下 ,应用无套利资本资产定价及Feynman kac公式 ,首先研究了标的资产服从连续扩散过程和跳—扩散过程具有随机寿命的交换期权定价 ,得到相应的定价公式 ;然后 ,研究了标的资产服从跳—扩散过程及利率随机变化具有随机寿命的期权定价 ,得到相应的定价公式