一类扩散过程的最优停止

金融数学中关于美式期权的定价理论最后归结为一个对扩散过程的最优停止问题,扩散过程是特殊的马氏过程,本文讨论了当报酬函数非负时的值函数性质及其最优停时的表示。特别对带折扣的报酬的讨论,更加符合金融数学的需要     

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     

Choosing arrival process models for service systems: Tests of a nonhomogeneous Poisson process

Service systems such as call centers and hospital emergency rooms typically have strongly time‐varying arrival rates. Thus, a nonhomogeneous Poisson process (NHPP) is a natural model for the arrival process in a queueing model for performance analysis. Nevertheless, it is important to perform statistical tests with service system data to confirm that an NHPP is actually appropriate, as emphasized by Brown et al. [8]. They suggested a specific statistical test based on the Kolmogorov–Smirnov (KS) statistic after exploiting the conditional‐uniform (CU) property to transform the NHPP into a sequence of i.i.d. random variables uniformly distributed on [0,1] and then performing a logarithmic transformation of the data. We investigate why it is important to perform the final data transformation and consider what form it should take. We conduct extensive simulation experiments to study the power of these alternative statistical tests. We conclude that the general approach of Brown et al. [8] is excellent, but that an alternative data transformation proposed by Lewis [22], drawing upon Durbin [10], produces a test of an NHPP test with consistently greater power. We also conclude that the KS test after the CU transformation, without any additional data transformation, tends to be best to test against alternative hypotheses that primarily differ from an NHPP only through stochastic and time dependence. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 66–90, 2014     

固体推进剂裂纹摩擦热点形成细观模型分析

分析机械撞击载荷作用下复合固体推进剂内部裂纹摩擦形成热点过程。研究在压应力与剪切应力作用下闭合裂纹滑移、扩展、摩擦生热、热扩散、推进剂热分解及与气相产物相互作用。利用断裂力学、热传导、推进剂热分解动力学方法,建立裂纹摩擦热点细观模型。通过模型数值计算,探讨推进剂裂纹摩擦产生高温热点的过程和条件。分析计算表明裂纹摩擦和扩展可导致推进剂形成高温热点。     

低温推进剂供应管道系统充填过程的动力学模型

研究了低温推进剂液体火箭发动机供应管道系统充填过程的建模问题。低温推进剂的充填相变过程采用均相模型,对推进剂充填管道系统进行有限元分割,应用基本守恒定律于充满推进剂的单元和充满气体的单元,两相单元采用等效流容方程,建立了低温推进剂管道充填过程的有限元状态变量模型。充填的容腔视为两相单元,建立了其动力学模型。利用本文的模型,对液氢、液氧推进剂的管道充填过程进行了仿真计算,给出了有关计算结果。     

ARMED NON-STATE ACTORS IN AFRICA AND THE BAN ON ANTI-PERSONNEL LANDMINES

A truly universal ban on anti-personnel mines cannot be realized without engagement of armed non-state actors and armed groups operating outside state control, including rebels and national liberation movements. Events after 9/11 have complicated engagement with organizations that can be classified as ‘terrorists’. Yet, the use of anti-personnel landmines itself can be viewed as an act of terrorism and African leaders have, on various occasions, classified the use of landmines and the presence of unexploded ordnance as engendering insecurity and a serious impediment to development. The success of a total ban ultimately depends upon ensuring that armed non-state actors act in accordance with international humanitarian law. The Geneva Call Deed of Commitment for Adherence to a Total Ban on Anti-Personnel Mines and for Cooperation in Mine Action (DoC) might be described as an alternative instrument to the Anti-Personnel Mine Ban Convention and can serve an important and impartial channel of communication with non-state actors. Already 18 armed groups in Africa have signed the Geneva Call DoC.     

Demand forecasting by temporal aggregation

Demand forecasting performance is subject to the uncertainty underlying the time series an organization is dealing with. There are many approaches that may be used to reduce uncertainty and thus to improve forecasting performance. One intuitively appealing such approach is to aggregate demand in lower‐frequency “time buckets.” The approach under concern is termed to as temporal aggregation, and in this article, we investigate its impact on forecasting performance. We assume that the nonaggregated demand follows either a moving average process of order one or a first‐order autoregressive process and a single exponential smoothing (SES) procedure is used to forecast demand. These demand processes are often encountered in practice and SES is one of the standard estimators used in industry. Theoretical mean‐squared error expressions are derived for the aggregated and nonaggregated demand to contrast the relevant forecasting performances. The theoretical analysis is supported by an extensive numerical investigation and experimentation with an empirical dataset. The results indicate that performance improvements achieved through the aggregation approach are a function of the aggregation level, the smoothing constant, and the process parameters. Valuable insights are offered to practitioners and the article closes with an agenda for further research in this area. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 60: 479–498, 2013     

递进优化技术在汽油机工作过程优化计算中的应用

采用数学规化的方法优化汽油机的工作过程,可以在限制发动机热负荷、机械负荷、氧化氮排放和不爆震的条件下,使发动机在运行过程中经济性最好.但是要求得比较精确的优化解,一般要进行大量计算,花费较多机时.本文提出了一种分段、分层、分级的递进优化方法,应用于汽油机工作过程的优化计算中,取得了较好的效果.     

作战指挥流程建模研究

近年来,国内外学者在作战指挥流程建模、评估等方面做了大量工作,取得了很多重要成果,但是缺乏对该领域研究现状的归纳与总结。从作战指挥流程的基本概念入手,通过概括当前学术界对指挥流程的3种基本认识,指明了作战指挥流程研究的范畴;归纳了4种常见的指挥流程建模方法及最新研究进展,对建模方法的特点进行总结;梳理了指挥流程效能评估的常见方法,并给出相关参考文献,概述其研究成果;结合作战指挥流程建模方法,简单介绍了3种常用的建模工具;为开展作战指挥流程建模研究提供有益的借鉴与参考。     

单兵信息系统协同作战技术研究

协同作战是提高体系作战能力,发挥整体作战效能的关键,针对单兵班组在未来信息化条件下单兵作战单元协同作战的协同模式、协同流程、协同策略,协同指挥、协同作战效能评估等方面进行阐释,对未来单兵信息系统班组协同作战技术研究具有一定的指导意义。