Stability of multistage stochastic programming

In this paper, we study the stability of multistage stochastic programming with recourse in a way that is different from that used in studying stability of two-stage stochastic programs. Here, we transform the multistage programs into mathematical programs in the space ⁿ ×L _p with a simple objective function and multistage stochastic constraints. By investigating the continuity of the multistage multifunction defined by the multistage stochastic constraints and applying epi-convergence theory we obtain stability results for linear and linear-quadratic multistage stochastic programs.Project supported by the National Natural Science Foundation of China.     

Real-time onboard wind and windshear determination,part 2: Detection

This paper is concerned with windshear detection in connection with real-time wind identification (Ref. 1). It presents a comparative evaluation of two techniques, one based on the shear/downdraft factor and one based on the wind difference index. The comparison is done with reference to a particular microburst, that which caused the 1985 crash of Flight Delta 191 at Dallas-Fort Worth International Airport.The shear/downdraft factor has the merit of combining the effects of the shear and the downdraft into a single entity. However, its effectiveness is hampered by the fact that, in a real situation, the windshear is accompanied by free-stream turbulence, which tends to blur the resulting signal. In turn, this results in undesirable nuisance warnings if the magnitude of the shear factor due to free-stream turbulence is temporarily larger than that due to true windshear. Therefore, proper filtering is necessary prior to using the shear/downdraft factor in detection and guidance. One effective way for achieving this goal is to average the shear/downdraft factor over a specified time interval . The effect of on the average shear/downdraft factor is studied.     

Real-time onboard wind and windshear determination,part 1: Identification

Standard wind identification techniques employed in the analysis of aircraft accidents are post-facto techniques; they are processed after the event has taken place and are based on the complete time histories of the DFDR/ATCR data along the entire trajectory. By contrast, real-time wind identification techniques are processed while the event is taking place; they are based solely on the knowledge of the preceding time histories of the DFDR/ATCR data.In this paper, a real-time wind identification technique is developed. First, a 3D-kinematic approach is employed in connection with the DFDR/ATCR data covering the time interval preceding the present time instant. The aircraft position, inertial velocity, and accelerometer bias are determined by matching the flight trajectory computed from the DFDR data with the flight trajectory available from the ATCR data. This leads to a least-square problem, which is solved analytically every seconds, with / small.With the inertial velocity and accelerometer bias known, an extrapolation process takes place so as to predict the inertial velocity profile over the subsequent -subinterval. At the end of this subinterval, the extrapolated inertial velocity and the newly identified inertial velocity are statistically reconciled and smoothed. Then, the process of identification, extrapolation, reconciliation, and smoothing is repeated. Subsequently, the wind is computed as the difference between the inertial velocity and the airspeed, which is available from the DFDR data. With the wind identified, windshear detection can take place (Ref. 1).As an example, the real-time wind identification technique is applied to Flight Delta 191, which crashed at Dallas-Fort Worth International Airport on August 2, 1985. The numerical results show that the wind obtained via real-time identification is qualitatively and quantitatively close to the wind obtained via standard identification. This being the case, it is felt that real-time wind identification can be useful in windhsear detection and guidance, above all if the shear/downdraft factor signal is replaced by the wind difference signal (Ref. 1).This paper and its companion (Ref. 1) are based on Refs. 2–4.This research was supported by the Aviation Research and Education Foundation and by Texas Advanced Technology Program, Grant No. TATP-003604020.     

Optimal Control of an <Emphasis Type="Italic">M/E</Emphasis><Subscript><Emphasis Type="Italic">k</Emphasis></Subscript>/1 Queueing System with a Removable Service Station

This paper studies the optimal operation of an M/E _k /1 queueing system with a removable service station under steady-state conditions. Analytic closed-form solutions of the controllable M/E _k /1 queueing system are derived. This is a generalization of the controllable M/M/1, the ordinary M/E _k /1, and the ordinary M/M/1 queueing systems in the literature. We prove that the probability that the service station is busy in the steady-state is equal to the traffic intensity. Following the construction of the expected cost function per unit time, we determine the optimal operating policy at minimum cost.     

On bandwidth sums of graphs

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