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     

采用扩展有限元法的线式爆炸分离装置裂纹扩展分析

为了提高线式爆炸分离装置的安全性,本研究基于扩展有限元法,通过创建二维和三维动态裂纹扩展模型,探索了线式爆炸分离装置在爆轰波作用过程中的动态裂纹扩展和止裂机理。研究表明,分离壳体的裂纹扩展路径独立于裂纹初始角度;不考虑载荷时序时,二维和三维动态裂纹扩展的主方向分别沿着分离壳体的径向和环向;考虑载荷时序时,受不同区域应力波的联合作用,三维裂纹沿环向扩展的同时会沿着轴向扩展,但裂纹的扩展均不会影响到止裂槽以外的结构。所提方法和相应结论可为线式爆炸分离装置设计提供参考。     

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     

Balancing a one‐way corridor capacity and safety‐oriented reliability: A stochastic optimization approach for metro train timetabling

In urban rail transit systems of large cities, the headway and following distance of successive trains have been compressed as much as possible to enhance the corridor capacity to satisfy extremely high passenger demand during peak hours. To prevent train collisions and ensure the safety of trains, a safe following distance of trains must be maintained. However, this requirement is subject to a series of complex factors, such as the uncertain train braking performance, train communication delay, and driver reaction time. In this paper, we propose a unified mathematical framework to analyze the safety‐oriented reliability of metro train timetables with different corridor capacities, that is, the train traffic density, and determine the most reliable train timetable for metro lines in an uncertain environment. By employing a space‐time network representation in the formulations, the reliability‐based train timetabling problem is formulated as a nonlinear stochastic programming model, in which we use 0‐1 variables to denote the time‐dependent velocity and position of all involved trains. Several reformulation techniques are developed to obtain an equivalent mixed integer programming model with quadratic constraints (MIQCP) that can be solved to optimality by some commercial solvers. To improve the computational efficiency of the MIQCP model, we develop a dual decomposition solution framework that decomposes the primal problem into several sets of subproblems by dualizing the coupling constraints across different samples. An exact dynamic programming combined with search space reduction strategies is also developed to solve the exact optimal solutions of these subproblems. Two sets of numerical experiments, which involve a relatively small‐scale case and a real‐world instance based on the operation data of the Beijing subway Changping Line are implemented to verify the effectiveness of the proposed approaches.     

内压作用下复合材料修复裂纹管道的失效分析

为准确评估在内压作用下纤维复合材料修复含裂纹管道的有效性及失效压力,建立复合材料修复后裂纹管道的失效数值模型。该数值模型通过扩展有限元法模拟管道裂纹的扩展,利用cohesive单元模拟胶层的脱粘失效,复合材料的失效通过最大应力失效准则进行判定。通过静水压爆裂试验对所提失效数值模型进行验证,实验结果与数值计算结果具有较好的一致性。失效数值分析结果表明:当内压增大至一定值后,未修复管道的初始裂纹沿轴向及壁厚方向逐渐扩展,进而使得管道内壁单元扩展成真实裂纹,此时真实裂纹贯穿整个壁厚方向,即认为裂纹管道发生爆裂失效,爆裂失效压力随初始裂纹半长呈指数形式下降。复合材料修复裂纹管道的不同修复工况呈现相同的失效模式:在单调递增的内压作用下,管道内表面首先出现黏结裂纹,而后其外表面裂纹张开趋势急剧上升,使得复合材料层应力急剧上升,达到极限强度而失效。且对于不同的初始裂纹尺寸,存在对应的复合材料缠绕层数临界值。