Assessing the value of demand sharing in supply chains

We consider the problem of assessing the value of demand sharing in a multistage supply chain in which the retailer observes stationary autoregressive moving average demand with Gaussian white noise (shocks). Similar to previous research, we assume each supply chain player constructs its best linear forecast of the leadtime demand and uses it to determine the order quantity via a periodic review myopic order‐up‐to policy. We demonstrate how a typical supply chain player can determine the extent of its available information in the presence of demand sharing by studying the properties of the moving average polynomials of adjacent supply chain players. The retailer's demand is driven by the random shocks appearing in the autoregressive moving average representation for its demand. Under the assumptions we will make in this article, to the retailer, knowing the shock information is equivalent to knowing the demand process (assuming that the model parameters are also known). Thus (in the event of sharing) the retailer's demand sequence and shock sequence would contain the same information to the retailer's supplier. We will show that, once we consider the dynamics of demand propagation further up the chain, it may be that a player's demand and shock sequences will contain different levels of information for an upstream player. Hence, we study how a player can determine its available information under demand sharing, and use this information to forecast leadtime demand. We characterize the value of demand sharing for a typical supply chain player. Furthermore, we show conditions under which (i) it is equivalent to no sharing, (ii) it is equivalent to full information shock sharing, and (iii) it is intermediate in value to the two previously described arrangements. Although it follows from existing literature that demand sharing is equivalent to full information shock sharing between a retailer and supplier, we demonstrate and characterize when this result does not generalize to upstream supply chain players. We then show that demand propagates through a supply chain where any player may share nothing, its demand, or its full information shocks (FIS) with an adjacent upstream player as quasi‐ARMA in—quasi‐ARMA out. We also provide a convenient form for the propagation of demand in a supply chain that will lend itself to future research applications. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 515–531, 2014     

A branch‐and‐price approach for the stochastic generalized assignment problem

In this article, we address a stochastic generalized assignment machine scheduling problem in which the processing times of jobs are assumed to be random variables. We develop a branch‐and‐price (B&P) approach for solving this problem wherein the pricing problem is separable with respect to each machine, and has the structure of a multidimensional knapsack problem. In addition, we explore two other extensions of this method—one that utilizes a dual‐stabilization technique and another that incorporates an advanced‐start procedure to obtain an initial feasible solution. We compare the performance of these methods with that of the branch‐and‐cut (B&C) method within CPLEX. Our results show that all B&P‐based approaches perform better than the B&C method, with the best performance obtained for the B&P procedure that includes both the extensions aforementioned. We also utilize a Monte Carlo method within the B&P scheme, which affords the use of a small subset of scenarios at a time to estimate the “true” optimal objective function value. Our experimental investigation reveals that this approach readily yields solutions lying within 5% of optimality, while providing more than a 10‐fold savings in CPU times in comparison with the best of the other proposed B&P procedures. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 131–143, 2014     

不确定数据流多维建模方法*

由于不确定数据流应用的出现,给传统的精确、静态数据环境下的多维建模带来了巨大挑战。针对不确定数据流动态、无限和不确定等特征,提出了一种不确定数据流多维模型。该模型中引入了不确定对象来描述不确定事实元组,并且通过定义时间维度的层次时间窗口,很好地反映了数据流的动态性和无限性,最后还对此多维不确定数据流模型的基本代数操作和分析代数操作进行了形式化定义,为不确定数据流多维查询与分析提供了理论依据。     

某型运载火箭地震响应分析及减震设计

竖立状态的运载火箭一旦遭遇地震,极易造成箭体倾倒等灾难性后果。为了确保运载火箭在地震中的安全,针对某型运载火箭,采用时程分析法对其进行地震响应分析,得到了火箭的弯矩、位移响应峰值沿箭体纵向的分布规律。分析了火箭关键位置处弯矩响应的频域特性,设计了火箭的减震措施,并分析了火箭与发射台的连接刚度、隔震支座刚度对火箭地震响应的影响规律。结果表明:火箭弯矩响应的最大值发生在靠近火箭尾段的位置,位移响应的最大值发生在火箭头部位置;改变火箭与发射台连接刚度以及在发射台底部加装隔震支座的方式可以有效地减小火箭的地震响应。     

舰炮火控雷达实测误差时序特性分析建模

针对舰炮火控雷达高精度实时仿真建模的问题,运用高斯分布和正态平稳过程的两种误差序列生成方法,建立火控雷达简化仿真模型。通过对某火控雷达实测数据误差的统计及时序相关性分析,完成误差序列仿真生成与验证,给出了实现舰炮火控雷达探测误差仿真的优选方法。实践证明,正态平稳模型的误差生成方法可以有效满足新型舰炮仿真试验火控雷达建模要求。     

参数化建模的螺栓法兰连接刚度分析

为分析几何参数对螺栓法兰连接刚度的影响,用MSC.Patran软件的二次开发工具PCL(Patran Command Language)建立了螺栓法兰连接的参数化模型。研究了螺栓法兰连接刚度随连接结构几何参数的变化规律并进行了灵敏度分析。经分析可知,连接结构刚度对开孔位置比例参数最敏感,其次是上法兰厚度。当上部段长度大于某一数值时,连接结构刚度对上部段长度参数不敏感,这一结论能为连接结构动力学简化建模提供一定理论参考。     

利用时间窗权重进行航迹关联

提出一种利用传感器测量数据的时间窗权重进行航迹关联的方法,将目标运动状态的多维向量(如距离、方位角、俯仰角等)分解为多个一维状态标量;根据每个状态标量与时间的关系,提取两条航迹的共同测量时间区间,将其划分为若干个时间窗,计算对应时间窗内的权重;根据时间窗权重差计算每一个状态标量的航迹相似度;应用DS理论或Bayes理论进行航迹关联决策。     

Military expenditure,economic growth and structural instability: a case study of South Africa

This paper contributes to the growing literature on the milex-growth nexus, by providing a case study of South Africa and considering the possibility of structural breaks by applying newly developed econometric methods. Using full sample bootstrap Granger non-causality tests, no Granger causal link is found between military expenditure and GDP for 1951–2010, but parameter instability tests show the estimated VARs to be unstable. Using a bootstrap rolling window estimation procedure, however, finds evidence of bidirectional Granger causality in various subsamples. This implies standard Granger non-causality tests, which neither account for structural breaks nor time variation may be invalid.     

A neural network measurement of relative military security ‐ the case of Greece and Cyprus

I demonstrate the existence of two sources of contestability in the military aerospace market, within producing and export countries, through the State’s triple role as unique buyer, regulator and seller. For the producing countries, I introduce the new concept, ‘sovereignty price’; that is, the profit a State agrees to grant to its defence firms to perpetuate their domestic activities. This subjective, evolutionary concept provides a dynamic character to the theory of contestable markets. Moreover, I show that contestability is more effective than antitrust policies and a solution of the cost disease. Empirical cases are shown to confirm the theoretical analysis.     

MILITARY EXPENDITURE AND ECONOMIC GROWTH

This paper tests the relationship between military expenditure and economic growth by including the impact of the share of military and civilian components of government expenditure in an economic growth model with endogenous technology. In this framework, we empirically consider the hypothesis of a non‐linear effect of military expenditure on economic growth. Differences between the costs and benefits of the defence sector has traditionally explained the non‐linear relationship suggesting that shocks to insecurity may also be a source of non‐linearity as they determine a re‐allocative effect within government expenditure. While parametric partial correlations are in line with empirical findings, the robustness of estimations is tested by using a non‐parametric approach. The negative relationship between military expenditure and growth in countries with high levels of military burden predicted by theory becomes significant only after including a proxy for re‐allocative effects in the growth equation.