Bayes 试验分析中验前分布的表示

结合武器系统试验鉴定中的问题，研究Ｂａｙｅｓ方法运用中的验前信息表示问题。文中运用自助（Ｂｏｏｔｓｔｒａｐ）方法和随机加权法确定验前分布。对于多种信息源之下的验前信息，给出了验前分布的融合估计。对当前工程实践中常用的方法及存在的问题，提出了看法和处置方法。     

基于统一理论框架的故障诊断模型及学习进化方法

本文以概率图理论为基础,系统研究了基于这一理论框架的故障诊断模型,对模型的构建方法以及在不同场景下的模型演化方案进行了探讨,使得在统一理论框架下可实现多模式系统故障诊断、耦合故障诊断、动态故障诊断、故障预测等复杂情形的诊断。为了弥补单独利用基于模型的方法和基于数据的方法的缺陷,研究了诊断模型的学习进化策略,实现了诊断效果的改进和优化。另外,对模型后续的能力扩展和可能的研究方向进行了展望,为后续理论研究提供了参考。     

Oligopolistic contracting: Channel coordination under competition

We study contracts between a single retailer and multiple suppliers of two substitutable products, where suppliers have fixed capacities and present the retailer cost contracts for their supplies. After observing the contracts, the retailer decides how much capacity to purchase from each supplier, to maximize profits from the purchased capacity from the suppliers plus his possessed inventory (endowment). This is modeled as a noncooperative, nonzero‐sum game, where suppliers, or principals, move simultaneously as leaders and the retailer, the common agent, is the sole follower. We are interested in the form of the contracts in equilibrium, their effect on the total supply chain profit, and how the profit is split between the suppliers and the retailer. Under mild assumptions, we characterize the set of all equilibrium contracts and discuss all‐unit and marginal‐unit quantity discounts as special cases. We also show that the supply chain is coordinated in equilibrium with a unique profit split between the retailer and the suppliers. Each supplier's profit is equal to the marginal contribution of her capacity to supply chain profits in equilibrium. The retailer's profit is equal to the total revenue collected from the market minus the payments to the suppliers and the associated sales costs.     

利用径向力平衡飞行控制的航天器高精度轨道捕获方法

为实现对探测器轨道形状与高度的精准调整,提出一种径向力平衡飞行的航天器连续推力控制新方法。建立连续推力平衡飞行的动力学极坐标模型,并推导出特殊条件下的解析轨道解,进一步分析边值条件,给出连续推力的控制律。利用这一平衡飞行控制理论,构建轨道捕获的最优控制策略。考虑推力器的推力水平,通过一次或多次的控制过程,实现对轨道形状、轨道高度及轨道相位的综合调整。数值仿真表明:利用平衡飞行的轨道控制方法,配置微小推力器的空间引力波探测器可以实现高精度的轨道捕获;该方法具有控制过程可解析、计算量小、简便、实用等特点。     

信息化条件下基于大数据的后装一体化保障构想

由于契约的不完全性、专用性资产的存在,导致民企参军的谈判过程中,一方可能利用另一方因专用性资产投资的锁定效应,而采取机会主义行为将另一方套牢,攫取可占用专用性准租金。这种套牢风险不是单向的,而是双向的,双向套牢风险的存在不仅会降低军品科研生产项目建设质量,而且还会严重挫伤民营企业承担军品科研生产任务的积极性。为有效防范双向套牢风险,本文将从博弈论的角度,建立民营企业与军队采办部门的期望收益与专用性资产投资的函数关系和博弈矩阵,分阶段讨论民营企业与军队采办部门所面临的套牢风险大小及各自的最佳行为选择。以降低民企参军面临的套牢风险,引导更多优势民营企业进入军品科研生产与维修领域,推动军民融合的深度发展。     

Nonperiodic preventive maintenance for repairable systems

As a complex system with multiple components usually deteriorates with age, preventive maintenance (PM) is often performed to keep the system functioning in a good state to prolong its effective age. In this study, a nonhomogeneous Poisson process with a power law failure intensity is used to describe the deterioration of a repairable system, and the optimal nonperiodic PM schedule can be determined to minimize the expected total cost per unit time. However, since the determination of such optimal PM policies may involve numerous uncertainties, which typically make the analyses difficult to perform because of the scarcity of data, a Bayesian decision model, which utilizes all available information effectively, is also proposed for determining the optimal PM strategies. A numerical example with a real failure data set is used to illustrate the effectiveness of the proposed approach. The results show that the optimal schedules derived by Bayesian approach are relatively more conservative than that for non‐Bayesian approach because of the uncertainty of the intensity function, and if the intensity function are updated using the collected data set, which indicates more severe deterioration than the prior belief, replacing the entire system instead of frequent PM activities before serious deterioration is suggested. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

离散动态贝叶斯网络的递推算法

离散动态贝叶斯网络是对动态系统进行建模和定性推理的有力工具。由于观测证据会随时间增加,直接计算推理算法的公式会变得冗长而且推理速度还会下降。在直接计算推理算法的基础上推导出递推公式,并给出算例验证。递推计算公式简洁,仿真表明递推算法的推理速度较直接计算推理算法有明显提高,因而适合实时在线推理。最后将递推算法应用于航天器的态势感知。     

基于贝叶斯决策方法的项目管理能力评估研究

项目管理能力是评价科研单位是否具有牵头组织能力的重要指标之一。针对现有评价方法在稳定性、科学性方面的不足,以传统的科研项目管理能力评估方法为基础,引入贝叶斯理论,建立了贝叶斯决策评估模型,并利用实际案例验证了其在科研项目管理能力评估中的有效性。结果表明,该评估方法能够充分利用历史资料和专家意见,对初步评估结果进行再度评估,具有较强的客观性、准确性。     

Technical note: Find a hidden “treasure”

This paper deals with a two searchers game and it investigates the problem of how the possibility of finding a hidden object simultaneously by players influences their behavior. Namely, we consider the following two‐sided allocation non‐zero‐sum game on an integer interval [1,n]. Two teams (Player 1 and 2) want to find an immobile object (say, a treasure) hidden at one of n points. Each point i ∈ [1,n] is characterized by a detection parameter λ_i (μ_i) for Player 1 (Player 2) such that p_i(1 ? exp(?λ_ix_i)) (p_i(1 ? exp(?μ_iy_i))) is the probability that Player 1 (Player 2) discovers the hidden object with amount of search effort x_i (y_i) applied at point i where p_i ∈ (0,1) is the probability that the object is hidden at point i. Player 1 (Player 2) undertakes the search by allocating the total amount of effort X(Y). The payoff for Player 1 (Player 2) is 1 if he detects the object but his opponent does not. If both players detect the object they can share it proportionally and even can pay some share to an umpire who takes care that the players do not cheat each other, namely Player 1 gets q₁ and Player 2 gets q₂ where q₁ + q₂ ≤ 1. The Nash equilibrium of this game is found and numerical examples are given. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

威布尔分布场合下无失效数据的Bayes分析

通过对分布函数进行变换,使变换后的函数成为凹函数,利用凹函数性质给出了各检测时刻失效概率的Bayes估计,进而得到了产品可靠性指标的估计。最后,通过对实际数据进行计算,验证了方法的稳定性。