异常市场的判别

给出了股票价格的Black Scholes模型中股票期望收益率μ及波动率σ2的估计,并证明了这种估计的良好性质。给出异常市场判别准则,提出第一、第二警戒值的计算公式。     

基于模糊影响图的库存弹药事故概率分析

指出了传统概率计算方法的局限性,提出了一种基于模糊影响图的库存弹药事故概率分析方法,对模糊影响图模型的构建过程和算法进行了描述;最后以弹药被盗事故为例进行了实例分析,并得出了结论。     

The building evacuation problem with shared information

In this article, the Building Evacuation Problem with Shared Information (BEPSI) is formulated as a mixed integer linear program, where the objective is to determine the set of routes along which to send evacuees (supply) from multiple locations throughout a building (sources) to the exits (sinks) such that the total time until all evacuees reach the exits is minimized. The formulation explicitly incorporates the constraints of shared information in providing online instructions to evacuees, ensuring that evacuees departing from an intermediate or source location at a mutual point in time receive common instructions. Arc travel time and capacity, as well as supply at the nodes, are permitted to vary with time and capacity is assumed to be recaptured over time. The BEPSI is shown to be NP‐hard. An exact technique based on Benders decomposition is proposed for its solution. Computational results from numerical experiments on a real‐world network representing a four‐story building are given. Results of experiments employing Benders cuts generated in solving a given problem instance as initial cuts in addressing an updated problem instance are also provided. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Dynamic inventory management with cash flow constraints

In this article, we consider a classic dynamic inventory control problem of a self‐financing retailer who periodically replenishes its stock from a supplier and sells it to the market. The replenishment decisions of the retailer are constrained by cash flow, which is updated periodically following purchasing and sales in each period. Excess demand in each period is lost when insufficient inventory is in stock. The retailer's objective is to maximize its expected terminal wealth at the end of the planning horizon. We characterize the optimal inventory control policy and present a simple algorithm for computing the optimal policies for each period. Conditions are identified under which the optimal control policies are identical across periods. We also present comparative statics results on the optimal control policy. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2008     

Probabilistic solution and bounds for serial inventory systems with discounted and average costs

We consider the infinite horizon serial inventory system with both average cost and discounted cost criteria. The optimal echelon base‐stock levels are obtained in terms of only probability distributions of leadtime demands. This analysis yields a novel approach for developing bounds and heuristics for optimal inventory control polices. In addition to deriving the known bounds in literature, we develop several new upper bounds for both average cost and discounted cost models. Numerical studies show that the bounds and heuristic are very close to optimal.© 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

基于CEC系统舰艇编队防空作战最小共享信息集研究

根据最小共享信息集的概念,提出了基于CEC系统舰艇编队协同防空作战的智能系统模型,分析了舰艇编队CEC系统的作战功能和作战信息,提出了确定舰艇编队协同防空作战的最小共享信息集的事件法,并应用信息论证明了事件法的确能够减少通信的信息量。在上述基础上,确定了舰艇编队协同防空作战的最小共享信息集。     

中学学习型教师团队建设探索——以华山中学为例

学习型组织具有五个要素,即自我超越、改善心智模式、建立共同愿景、团队学习、系统思考,学习型教师团队同样要符合这些特征。为此,华山中学开展了积极探索,提出创建学习型教师团队的关键是:建立共同愿景,提升生命力;改变学习方式,增强学习力;变革管理模式,培养创造力。初步营造出了凝心聚力实现又好又快发展的良好教育氛围,促进了学校教育实践的全面开展。     

基于安全库存的战时应急弹药储备库选址建模研究

为了更好适应战时弹药需求的不确定性,必须做好对战时应急保障系统的管理工作,应急弹药储备库的选址问题就是应急保障系统的关键环节．首先依据战时弹药需求特点,从库存策略的角度出发,引入安全库存概念;其次,建立了以建设成本和运输总距离为目标函数的战时应急弹药储备库选址模型;最后,运用Matlab对模型进行了仿真,验证了该模型的有效性．     

高性能RTI自适应通信机制研究

为了提高HLA仿真系统在高性能计算平台上的运行性能,针对高性能计算平台的高性能层次式通信环境,提出了一种共享内存/IB/以太网自适应RTI通信机制-SACM机制,该机制能够根据通信双方所在节点的网络拓扑信息,自适应建立延迟最小的通信连接,实现共享内存、IB等高速互连及以太网互连的自适应选择.同时在该通信机制中,针对节点内高速共享内存通信需求,提出了一种面向多盟员互连的共享内存通信算法,有效提高了节点内盟员通信效率.对象属性值更新延迟测试结果表明,该通信机制可以有效提高RTI在高性能计算平台的通信性能.     

基于神经网络的库存枪弹储存寿命预测研究

对某型单基发射药库存枪弹的理化性能、内弹道性能变化规律和储存寿命进行了初步研究。分析了库存枪弹储存寿命的影响因素 ,建立了库存枪弹储存寿命和影响因素变化规律的神经网络模型 ,并用此模型预测了库存枪弹的储存寿命。