Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Optimal inventory control policy for periodic‐review inventory systems with inventory‐level‐dependent demand

We consider a setting in which inventory plays both promotional and service roles; that is, higher inventories not only improve service levels but also stimulate demand by serving as a promotional tool (e.g., as the result of advertising effect by the enhanced product visibility). Specifically, we study the periodic‐review inventory systems in which the demand in each period is uncertain but increases with the inventory level. We investigate the multiperiod model with normal and expediting orders in each period, that is, any shortage will be met through emergency replenishment. Such a model takes the lost sales model as a special case. For the cases without and with fixed order costs, the optimal inventory replenishment policy is shown to be of the base‐stock type and of the (s,S) type, respectively. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

考虑相位噪声影响的单阵元被动合成阵列算法

考虑到现有单阵元被动合成阵列算法对阵元的运动模型假设过于理想且对相位噪声的适应能力不足,首先,提出一种适用于阵元任意机动方式的单阵元被动合成阵列通用算法,进而通过相位噪声模型分析,给出最大相参时间及有效合成阵元数的选取方法,重建了合成阵列的流形矢量,得到了与相位噪声模型相匹配的改进算法.然后,在相位噪声影响条件下,推导了单阵元被动合成阵列波达方向的理论估计方差下限.仿真分析表明,较未考虑相位噪声影响的算法,改进算法能够有效提高相位噪声影响下的单阵元被动合成阵列测向精度.     

组网雷达的改进粒子滤波算法

针对现代战争中有源雷达容易受到干扰和反辐射导弹的摧毁,以及无源雷达隐蔽性高,只能测量方位角度,测量精度小等特点,提出利用集中式有源雷达系统与无源雷达系统协同组网对目标进行跟踪。但是在实际环境中,噪声属性以及有源雷达,无源雷达接收信号的特点决定了组网雷达需要应用非线性滤波技术对信号进行处理。传统的非线性技术包括卡尔曼滤波、扩展卡尔曼滤波(EKF)或无迹卡尔曼滤波(UKF)等方法。非线性近似过程带来的误差相对较大,而且均要求观测噪声和过程噪声为独立或相关的高斯白噪声。而粒子滤波避免了传统非线性滤波方法的缺陷,但是存在粒子退化,于是用EKF和UKF在每一时刻更新粒子,用更新的粒子及其协方差构造重要性函数,然后重采样。仿真实验表明这两种改进粒子滤波方法有很好的效果。     

Insurgency by the numbers I: A reconsideration of the ecology of communist success in jiangxi province,China

Theorizing about Taliban operations in Afghanistan has its limits and it is possible that Kabul-centric strategies do not adequately address the unique circumstances of each region in the country. How exactly has the Taliban gone about attaining its objectives in Kandahar province and how have those approaches evolved since 2002? And how have the Taliban adapted to coalition forces' attempts to compete with the insurgency and stamp it out? The answers to these questions are critical in the formulation of any counterinsurgency approach to Afghanistan.     

航天测控系统任务可靠性分析的EOOPN模型

提出了一种可用于航天测控系统任务可靠性分析的扩展面向对象Petri网（extend object-oriented Petri nets, EOOPN）模型,旨在对给定的航天测控方案进行可靠性评估分析。针对问题特点明确了OOPN扩展思路,给出了EOOPN模型的形式化定义、运行规则和建模步骤,模型通过引入公共库所、激发弧、消息变迁和消息处理函数等概念,体现了面向对象的思想,具有很好的层次性和模块性。所建立的EOOPN模型能够完整的描述航天测控系统的组成和任务特点。通过对算例模型仿真运行,表明实验结果具有良好收敛性,与Markov解析值对比误差在1%以内,从而验证了模型的有效性。     

一种SAR图像特征提取和目标分类的新方法

提出了一种利用二维离散小波变换与核主成分分析结合对SAR图像进行特征提取的新方法.该方法对SAR图像进行三层小波分解后提取低频子带图像的核主成分分量作为目标的分类特征,利用支持向量机完成目标分类.采用MSTAR实测SAR目标数据集进行特征提取和分类实验,实验结果表明:该方法可以有效提高目标的正确识别率.     

基于搜索论的远程反舰导弹搜捕概率建模方法

针对传统捕捉概率模型难以满足远程反舰导弹机动搜捕概率建模计算的问题,提出利用搜索论进行导弹机动搜捕概率计算的建模方法。该方法根据目标机动规律建立其分布概率密度函数,并依据末制导雷达发现目标概率的"倒四次方律"及弹目相对运动轨迹,构建其探测函数,通过求取两者之积的积分实现搜捕概率计算。计算结果显示:若远程反舰导弹不采取机动搜捕策略,目标指示误差增加1km时搜捕概率降低0.47,目标速度增加10节时搜捕概率降低0.3,末制导雷达搜索半径减小50%时搜捕概率降低0.3;若采取平行搜捕策略,上述因素对其影响大幅下降。可见,该方法综合考虑了目标机动规律、传感器探测规律、导弹搜捕策略,可实现远程反舰导弹机动搜捕概率的解算。     

NCO相位截断对频域抗干扰性能影响分析

频域抗干扰易于工程实现、窄带干扰抑制性能好,是目前全球卫星导航系统(Global Navigation Satellite System,GNSS)抗干扰接收机中广泛采用的抗干扰算法。频域抗干扰接收机普遍采用数控振荡器(numerically controlled oscillator, NCO)生成本振信号。由于硬件约束,通常需要对NCO进行相位截断。而NCO相位截断是否合理对抗干扰性能影响较大。针对该问题,从NCO相位截断导致的本振杂散着手,从理论上分析其对混频和频域抗干扰环节的影响。在此基础上,给出一种NCO查找表地址位宽的理论计算模型,使得接收机的载噪比损耗接近无NCO相位截断的频域抗干扰接收机。仿真表明,抑制带宽大于100kHz、干信比小于80dBc的窄带干扰时,计算的NCO查找表地址位宽不超过10bit。无NCO相位截断的频域抗干扰接收机相比,采用NCO混频的抗干扰接收机的载噪比损耗最多增加0.6dB。