可修系统的一个模型

本文研究一种具有4种故障形式的可修系统。利用向量Markov过程方法,求出了系统的可靠性指标。     

适用于GPU处理的长更新周期卫星导航信号载波相位跟踪环路

针对短环路更新间隔下GPU处理效率受限而长更新间隔下传统跟踪环路在高动态场景下不稳健的这一矛盾,提出一种可适应高动态场景的长更新间隔载波相位跟踪算法,该算法设计了一种低复杂度线性调频信号参数估计方法,实现跟踪初始阶段多普勒及变化率的精确估计进而消除大部分信号动态,在跟踪过程中采用4阶卡尔曼滤波对残余信号相位及动态进行精细跟踪。经仿真验证,200 ms更新间隔下,可实现多普勒一次/二次变化率分别达800 Hz/s、64 Hz/s²正弦运动场景下载波相位的快速稳定跟踪,1次更新即可收敛,跟踪灵敏度低至23 d B-Hz,相位跟踪精度远优于传统3阶锁相环路。     

Application of Markov renewal theory and semi-Markov decision processes in maintenance modeling and optimization of multi-unit systems

In this paper, a condition-based maintenance model for a multi-unit production system is proposed and analyzed using Markov renewal theory. The units of the system are subject to gradual deterioration, and the gradual deterioration process of each unit is described by a three-state continuous time homogeneous Markov chain with two working states and a failure state. The production rate of the system is influenced by the deterioration process and the demand is constant. The states of the units are observable through regular inspections and the decision to perform maintenance depends on the number of units in each state. The objective is to obtain the steady-state characteristics and the formula for the long-run average cost for the controlled system. The optimal policy is obtained using a dynamic programming algorithm. The result is validated using a semi-Markov decision process formulation and the policy iteration algorithm. Moreover, an analytical expression is obtained for the calculation of the mean time to initiate maintenance using the first passage time theory.     

Optimal control policies for an inventory system with commitment lead time

We consider a firm which faces a Poisson customer demand and uses a base‐stock policy to replenish its inventories from an outside supplier with a fixed lead time. The firm can use a preorder strategy which allows the customers to place their orders before their actual need. The time from a customer's order until the date a product is actually needed is called commitment lead time. The firm pays a commitment cost which is strictly increasing and convex in the length of the commitment lead time. For such a system, we prove the optimality of bang‐bang and all‐or‐nothing policies for the commitment lead time and the base‐stock policy, respectively. We study the case where the commitment cost is linear in the length of the commitment lead time in detail. We show that there exists a unit commitment cost threshold which dictates the optimality of either a buy‐to‐order (BTO) or a buy‐to‐stock strategy. The unit commitment cost threshold is increasing in the unit holding and backordering costs and decreasing in the mean lead time demand. We determine the conditions on the unit commitment cost for profitability of the BTO strategy and study the case with a compound Poisson customer demand.     

多轮次打击情况下的跑道失效率计算

对机场跑道进行多轮次打击时,每轮打击之后对跑道失效率的计算可掌握是否达到预期打击目的,为下一轮打击提供决策依据.以马尔科夫链为理论依据对多轮次打击情况下的跑道失效率进行计算,只需计算出跑道失效率的一步转移概率矩阵,即可求出任意多次打击后跑道的失效率,避免了采用常规方法时的多层迭代计算,降低了多次打击计算的难度.实例证明,该方法具有运算速度快、精度高的特点,可用于多轮次打击情况下的跑道失效率计算问题.     

运动目标轨迹分类与识别

运动目标轨迹识别是运动分析中的基本问题,其目的是解释所监视场景中发生的事件,对所监视场景中运动目标轨迹的行为模式进行分析与识别,智能地做出自动分类.对轨迹有效性判断后采用K均值聚类,引入改进的隐马尔可夫模型算法,针对轨迹的复杂程度对各个轨迹模式类建立相应的隐马尔可夫模型,利用训练样本训练模型得到可靠的模型参数,计算测试样本对于各个模型的最大似然概率,选取最大概率值对应的轨迹模式类作为轨迹识别的结果,对两种场景中聚类后的轨迹进行训练与识别,平均识别率较高,实验结果表明该方法是有效的.     

Dynamic server assignment policies for assembly‐type queues with flexible servers

We seek dynamic server assignment policies in finite‐capacity queueing systems with flexible and collaborative servers, which involve an assembly and/or a disassembly operation. The objective is to maximize the steady‐state throughput. We completely characterize the optimal policy for a Markovian system with two servers, two feeder stations, and instantaneous assembly and disassembly operations. This optimal policy allocates one server per station unless one of the stations is blocked, in which case both servers work at the unblocked station. For Markovian systems with three stations and instantaneous assembly and/or disassembly operations, we consider similar policies that move a server away from his/her “primary” station only when that station is blocked or starving. We determine the optimal assignment of each server whose primary station is blocked or starving in systems with three stations and zero buffers, by formulating the problem as a Markov decision process. Using this optimal assignment, we develop heuristic policies for systems with three or more stations and positive buffers, and show by means of a numerical study that these policies provide near‐optimal throughput. Furthermore, our numerical study shows that these policies developed for assembly‐type systems also work well in tandem systems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Contracts and coordination: Supply chains with uncertain demand and supply

Considering a supply chain with a supplier subject to yield uncertainty selling to a retailer facing stochastic demand, we find that commonly studied classical coordination contracts fail to coordinate both the supplier's production and the retailer's procurement decisions and achieve efficient performance. First, we study the vendor managed inventory (VMI) partnership. We find that a consignment VMI partnership coupled with a production cost subsidy achieves perfect coordination and a win‐win outcome; it is simple to implement and arbitrarily allocates total channel profit. The production cost subsidy optimally chosen through Nash bargaining analysis depends on the bargaining power of the supplier and the retailer. Further, motivated by the practice that sometimes the retailer and the supplier can arrange a “late order,” we also analyze the behavior of an advance‐purchase discount (APD) contract. We find that an APD with a revenue sharing contract can efficiently coordinate the supply chain as well as achieve flexible profit allocation. Finally, we explore which coordination contract works better for the supplier vs. the retailer. It is interesting to observe that Nash bargaining solutions for the two coordination contracts are equivalent. We further provide recommendations on the applications of these contracts. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 305–319, 2016     

Performance analysis of queue length monitoring of M/G/1 systems

This study investigates the statistical process control application for monitoring queue length data in M/G/1 systems. Specifically, we studied the average run length (ARL) characteristics of two different control charts for detecting changes in system utilization. First, the nL chart monitors the sums of successive queue length samples by subgrouping individual observations with sample size n. Next is the individual chart with a warning zone whose control scheme is specified by two pairs of parameters, (upper control limit, d_u) and (lower control limit, d_l), as proposed by Bhat and Rao (Oper Res 20 (1972) 955–966). We will present approaches to calculate ARL for the two types of control charts using the Markov chain formulation and also investigate the effects of parameters of the control charts to provide useful design guidelines for better performance. Extensive numerical results are included for illustration. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Production to order and off‐line inspection when the production process is partially observable

This study combines inspection and lot‐sizing decisions. The issue is whether to INSPECT another unit or PRODUCE a new lot. A unit produced is either conforming or defective. Demand need to be satisfied in full, by conforming units only. The production process may switch from a “good” state to a “bad” state, at constant rate. The proportion of conforming units in the good state is higher than in the bad state. The true state is unobservable and can only be inferred from the quality of units inspected. We thus update, after each inspection, the probability that the unit, next candidate for inspection, was produced while the production process was in the good state. That “good‐state‐probability” is the basis for our decision to INSPECT or PRODUCE. We prove that the optimal policy has a simple form: INSPECT only if the good‐state‐probability exceeds a control limit. We provide a methodology to calculate the optimal lot size and the expected costs associated with INSPECT and PRODUCE. Surprisingly, we find that the control limit, as a function of the demand (and other problem parameters) is not necessarily monotone. Also, counter to intuition, it is possible that the optimal action is PRODUCE, after revealing a conforming unit. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007