对工序质量控制图最优设计方案的再认识

本文以现代质量观重新分析传统控制图。从而对６σ控制图的经济性提出质疑。在博采休哈特学派与田口学派之从长的基础上，企图引入质量损失函数，探讨工序质量最优控制界限的模型，并给出求解的基本思路。     

累积和控制图平均链长的求法

<正> 1.前言累积和控制图利用逐次抽取的样本的某个统计量的“累积和”,用于生产中对工艺过程进行统计质量控制.它是常规的休哈特控制图的一种改进形式,后者只凭一个样本的值或邻近的少数样本值判断过程正常或异常.累积和控制图能提供过程变化趋势的直观信息,对信息的利用更为充分,便于控制和查找原因.     

控制图判断准则的显著性检验

徐哲，段晓江．控制图判断准则的显著性检验．数理统计与管理，１９９８，１７（３），４５～４８．利用控制图判断生产过程的状态是一种统计判断，必然犯两种错误。本文在规定“小概率事件”标准的基础上，对休哈特控制图判断准则假设检验的显著性水平进行了分析，并直观解释了各种异常情况的系统性变化特点，最后简述了计算机辅助质量控制图的应用     

有偏总体的极差控制图

根据加权标准差方法建立有偏总体的极差控制图,它基于有偏总体来计算对应于正态分布的控制图常数,根据样本数据的偏度来计算上下控制限,对于总体是对称分布,该控制图退化为标准的休哈特控制图.最后,用蒙特卡洛方法给出了改进的控制图常数.     

一种带链规则的变样本容量X图

将一种链规则和变化样本容量的思想一起并入休哈特均值图以加快其发现过程均值小漂移的速度.利用马氏链方法计算了控制图稳态表现下的平均链长.与几种图的比较显示,该图能显著加速发现过程均值小的漂移.     

关于《选控图的应用条件及诊断问题》一文与钱仲裘陈木楷同志商榷

钱仲裘,陈木楷在《选控图的应用条件及诊断问题》一文中,提出一些看法,对此本人不敢苟同,愿与二位商榷. 众所周知,选控图是建立在选控理论的基础上的.它是选控理论的一种实现方法.这种方法与休哈特图法有许多类似的地方,故便于推广应用. 一般地,设所要控制的质量指标为Y,影响它     

基于尺度赋权方差的有偏总体EWMA均值控制图

基于尺度赋权方差法给出总体分布有偏并假定总体分布未知情况下休哈特均值控制图的控制限.基于此研究结果,将其推广到EWMA均值控制图,给出总体分布有偏并假定总体分布未知情况下EWMA均值控制图的控制界限,并以质量特性值服从对数正态分布为例,给出EWMA均值控制图的控制效果的模拟分析.     

高质量过程控制技术的比较研究与分析

随着质量改进活动的不断开展,现代制造过程中的不合格项在逐渐降低。在这种情况下,常规的休哈特型计数控制图往往是失效的。为了监控高质量的过程运行,一种方法是采用累计合格品计数(CCC)图;另一种方法是采用几何Q图,本文首先分析了这两种控制图的基本原理;进而以平均链长(ARL)和探测过程发生漂移的概率为准则,系统分析和比较了这两种控制图的性能,仿真结果表明,在大多数情况下,这两种控制图具有相似的性能;最后,通过实例说明了这两种控制图的应用,并给出了若干建议。     

基于Bayes统计的蔬菜产品质量安全监控系统研究

利用中山市蔬菜产品抽样检测数据,运用Bayes统计方法,建立了蔬菜产品污染指数:并根据休哈特控制图原理,确定μ、μ+2σ、μ+3σ三条监控限,将蔬菜产品质量安全状况水平分成"优秀"、"良好"、"轻度污染"、"污染"四个监控区域,建立蔬菜产品质量安全监控图。为广大市民、政府部门、农产品市场和生产部门提供及时的蔬菜产品污染水平和质量状况信息。     

有关控制图误判概率的若干问题

自从《数理统计与管理》发表“点子在管理图中排列有缺陷的概率计算～[6]及X管理图的误判概率及其计算[2]之后,引起了广大从事质量管理工作者的兴趣.在一些有关的会议上,我们曾就某些问题展开了讨论,交换了意见.现对其中的若干问题发表了一些办法. 一、为什么在“X管理图的误判概率及其计算”一文中、X控制图的画法与国家标准GB4091.2-83中规定的画法不同? 我们知道,在国家标准GB4091.2-83中规定、X0制图(均值控制图)的作用“主要用于判断生产过程的均值是否处于或保持在所要求的水平”.而具体的画法是:当我们每组抽取的样本大小相等(设…     

一类半鞅状态的平稳型脉冲随机控制

本文提出了一类新的随机控制模型,这类模型不但在费用结构上推广了此前的平稳型脉冲随机控制,而且首次将一类半鞅引入脉冲控制模型的状态结构从而推广了相应的状态过程.通过对一类相当复杂的变分方程问题的研究并利用其有关结论,我们证明了新模型最佳控制的存在性并刻划出其结构.     

Un problème de contrôle stochastique avec observation partielle

Summary We study the control of a particle which varies in a finite space as a jump process, with a noisy observation. Under certain assumptions, the process of the conditional probability for the position of the particle is proved to be a diffusion process, the diffusion coefficient of which is degenerate only on the boundary of the simplex where it takes its values. Cameron-Martin formulas are then established on this process. A generalized solution for the problem of control is then defined.     

Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets

In this paper, we investigate the optimal time-consistent investment–reinsurance strategies for an insurer with state dependent risk aversion and Value-at-Risk (VaR) constraints. The insurer can purchase proportional reinsurance to reduce its insurance risks and invest its wealth in a financial market consisting of one risk-free asset and one risky asset, whose price process follows a geometric Brownian motion. The surplus process of the insurer is approximated by a Brownian motion with drift. The two Brownian motions in the insurer’s surplus process and the risky asset’s price process are correlated, which describe the correlation or dependence between the insurance market and the financial market. We introduce the VaR control levels for the insurer to control its loss in investment–reinsurance strategies, which also represent the requirement of regulators on the insurer’s investment behavior. Under the mean–variance criterion, we formulate the optimal investment–reinsurance problem within a game theoretic framework. By using the technique of stochastic control theory and solving the corresponding extended Hamilton–Jacobi–Bellman (HJB) system of equations, we derive the closed-form expressions of the optimal investment–reinsurance strategies. In addition, we illustrate the optimal investment–reinsurance strategies by numerical examples and discuss the impact of the risk aversion, the correlation between the insurance market and the financial market, and the VaR control levels on the optimal strategies.     

一类非对称的“跳-停”奇异型随机控制

研究了一类带停时的非对称的奇异型随机控制的折扣问题,不论是从受控状态过程还是从费用函数均推广为较一般的情形,得到"跳-停"策略是其最优控制策略,并给出了"跳-停"策略存在的条件、最优费用函数以及控制方法,所得的结论在实际中有较深的应用背景。     

Optimal Control of Markov Processes with Age-Dependent Transition Rates

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.     

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??This paper extends a class of discount problem of singular
stochastic control with stopping time. We extend the state process and cost function
to general case. By stochastic analysis and optimal control theory, the "fail-stop"
control strategy is its optimal control. The conditions of the "fail-stop" strategy
and optimal control function and control method are given. The conclusion in this
paper has a fairly deep application.     

关于6Sigma管理中的1.5Sigma系统偏移

1 5sigma系统偏移是6Sigma管理中一个很重要的概念和度量值,这个值的解释和确定始终存在着很多的疑问和争议。本文从过程能力和控制图等概念入手,介绍了1.5Sigma系统偏移的由来和相关的理论基础,以及在网上的争议,并阐述了一些看法和对它进行研究的意义。     

Global optimization of polynomial-expressed nonlinear optimal control problems with semidefinite programming relaxation

In this paper, we propose a new deterministic global optimization method for solving nonlinear optimal control problems in which the constraint conditions of differential equations and the performance index are expressed as polynomials of the state and control functions. The nonlinear optimal control problem is transformed into a relaxed optimal control problem with linear constraint conditions of differential equations, a linear performance index, and a matrix inequality condition with semidefinite programming relaxation. In the process of introducing the relaxed optimal control problem, we discuss the duality theory of optimal control problems, polynomial expression of the approximated value function, and sum-of-squares representation of a non-negative polynomial. By solving the relaxed optimal control problem, we can obtain the approximated global optimal solutions of the control and state functions based on the degree of relaxation. Finally, the proposed global optimization method is explained, and its efficacy is proved using an example of its application.     

Application of time series analysis and modern control theory to the cement plant

Cement plant process is full of internal noise sources and feedback loops. Therefore, statistical approach is required to understand its dynamic characteristics. Time series analysis has been applied to some important subprocesses of a cement plant process. These are the vertical mill process, calcining process and clinker cooling process. Based on the AR models of these, a set of optimum controllers have been designed by modern control theory. Successful results of application are reported in this paper. A method of determining optimal production level is also discussed.     

Saab 500 — A numerical control system

The content of the first part is a short analysis of the concept Numerical Control and a discussion of associated procedures. The hardware part assigned to the controlled process is constructed as a control calculator. After a discussion of the amount of information required to feed the control calculator, further considerations have lead to the ideas behind the Saab 500 numerical control system.The Saab 500 system is presented in its main parts.