股票内在市场价值的数学模型

本文建立了股票内在市场价值的数学模型，应用统计回归方法，求出了预报内在市场股价的非线性计算公式，给出了进出仓决策的方法和操作实例。     

Scheduling starting times for an active redundant system with non-identical lifetimes

Here we examine an active redundant system with scheduled starting times of the units. We assume availability of n non-identical, non-repairable units for replacement or support. The original unit starts its operation at time s₁ = 0 and each one of the (n − 1) standbys starts its operation at scheduled time s_i (i = 2, …, n) and works in parallel with those already introduced and not failed before s_i. The system is up at times s_i (i = 2, …, n), if and only if, there is at least one unit in operation. Thus, the system has the possibility to work with up to n units, in parallel structure. Unit-lifetimes T_i (i = 1, …, n) are independent with cdf F_i, respectively. The system has to operate without inspection for a fixed period of time c and it stops functioning when all available units fail before c. The probability that the system is functioning for the required period of time c depends on the distribution of the unit-lifetimes and on the scheduling of the starting times s_i. The reliability of the system is evaluated via a recursive relation as a function of the starting times s_i (i = 2, …, n). Maximizing with respect to the starting times we get the optimal ones. Analytical results are presented for some special distributions and moderate values of n.     

A constraint programming approach for a batch processing problem with non-identical job sizes

This paper presents a constraint programming approach for a batch processing machine on which a finite number of jobs of non-identical sizes must be scheduled. A parallel batch processing machine can process several jobs simultaneously and the objective is to minimize the maximal lateness. The constraint programming formulation proposed relies on the decomposition of the problem into finding an assignment of the jobs to the batches, and then minimizing the lateness of the batches on a single machine. This formulation is enhanced by a new optimization constraint which is based on a relaxed problem and applies cost-based domain filtering techniques. Experimental results demonstrate the efficiency of cost-based domain filtering techniques. Comparisons to other exact approaches clearly show the benefits of the proposed approach: it can optimally solve problems that are one order of magnitude greater than those solved by a mathematical formulation or by a branch-and-price.     

Multibody system model of a cargo airship to study the load exchange process

Projected cargo airships for the transport of large loads exceed the dimensions of existing aircrafts and gave rise to various technical problems. One important task in an airship mission is the loading and unloading of the heavy and spacious load from the payload bay of the airship. In order to study the dynamics of the load exchange process, mathematical models of the airship including the oscillating load frame are developed. The hull together with the load frame represent a multibody system. Crucial aspects contributing to the dynamics of the system are the floatation of the flying crane and nonlinear couplings between hull and load frame. Furthermore, added masses of the surrounding air are considered. Oscillations of the load frame are excited by wind loads, airship maneuvers and winding up the cables.     

A stochastic model for a vehicle in a dial-a-ride system

We consider a stochastic model for a system which can serve n customers concurrently, and each accepted and departing customer generates a service interruption. The proposed model describes a single vehicle in a dial-a-ride transport system and is closely related to Erlang’s loss system. We give closed-form expressions for the blocking probability, the acceptance rate, and the mean sojourn time, which are all shown to be insensitive with respect to the forms of the distributions defining the workload and interruption durations.     

A travel-time model for a person-onboard order picking system

The design of an order picking system in a distribution center depends on several decisions, where a key decision is determining the optimal storage system configuration (the number, length, and height of the storage aisles). To make this decision, a throughput model that considers vertical, as well as horizontal, travel is needed. In this paper we extend prior research that considers horizontal travel for a given number and length of the storage aisles so that we are also able to consider the height of the aisles as well. Such a model will provide a more accurate estimate of the throughput of an order picker and it will also permit an examination of the tradeoff between the length and height of the aisles. The analytical model we develop to estimate throughput is based on probability models and order statistics results assuming random storage. It is intended for person-onboard order picking systems and we consider both Tchebychev and rectilinear travel. We illustrate the use of our travel-time model by incorporating it into a simple, cost-based optimization model to recommend the height of a one-pallet-deep storage system.     

A δ-shock maintenance model for a deteriorating system

In this paper, a δ-shock maintenance model for a deteriorating system is studied. Assume that shocks arrive according to a renewal process, the interarrival time of shocks has a Weibull distribution or gamma distribution. Whenever an interarrival time of shocks is less than a threshold, the system fails. Assume further the system is deteriorating so that the successive threshold values are geometrically nondecreasing, and the consecutive repair times after failure form an increasing geometric process. A replacement policy N is adopted by which the system will be replaced by an identical new one at the time following the Nth failure. Then the long-run average cost per unit time is evaluated. Afterwards, an optimal policy N^* for minimizing the long-run average cost per unit time could be determined numerically.     

A reliability-based manufacturing process planning method for the components of a complex mechatronic system

Uncertainties in the values of the parameters of a system can originate from the manufacturing tolerances of the system components, which can produce a degree of unreliability in the performance of the system. A systematic framework for realistic reliability assessment of an electro-hydraulic servo system has been presented in this paper with the objective of providing adequate information for the selection of the best manufacturing process for each of the servo valve components. Monte Carlo simulation has been employed to evaluate the effect of these uncertainties of the servo valve parameters on the statistical performance of the system. Possible manufacturing processes have been introduced for each component and the justifiability of using each one has been discussed based on the estimated reliability of the system.     

A suggestion of a new measure of importance of system components

In this paper we suggest a new measure of the importance of a component in a coherent system and derive some of its properties. The measure is for the case of components not undergoing repair proportional to the expected reduction in the remaining system life-time due to the failure of the component. This measure seems to be a useful guide during the system development phase as to which components should receive the most urgent attention in order to increase the system's expected life-time. The properties of the measure are compared with the ones of a measure suggested by Barlow and Proschan [1].     

A model of a special-purpose computer system

The paper examines some topics of modeling and optimization of distributed data processing in a special-purpose computer system that consists of several on-board digital computers connected into a single local-area network by a multiplex channel. The computational process is organized so that the processor of each on-board computer executes a fixed set of tasks according to a prespecified program. The objective of the study is to model the computational process in the entire system.Translated from Programmno-Apparatnye Stredstva i Matematicheskoe Obespechenie Vychislitel'nykh Sistem, pp. 113–121, 1994.     

A reaction-diffusion system of a competitor-competitor-mutualist model

We investigate the homogeneous Dirichlet problem and Neumann problem to a reaction-diffusion system of a competitor-competitor-mutualist model. The existence, uniqueness, and boundedness of the solutions are established by means of the comparison principle and the monotonicity method. For the Dirichlet problem, we study the existence of trivial and nontrivial nonnegative equilibrium solutions and their stabilities. For the Neumann problem, we analyze the contant equilibrium solutions and their stabilities. The main method used in studying of the stabilities is the spectral analysis to the linearized operators. The O.D.E. problem to the same model was proposed and studied by B. Rai, H. I. Freedman, and J. F. Addicott (Math. Biosci. 65 (1983), 13–50).     

Generalized dynamic model of a system moving in an external field with stochastic components

Models are proposed to describe the dynamics of a system affected by external perturbations. Multicomponent fields with stochastic components are assumed to play a part in the perturbations.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 107, No. 3, pp. 433–438, June, 1996.     

A two-period supply contract model for a decentralized assembly system

Supply contract helps in coordinating the supply of quantities from different suppliers in order to meet the demand for a product. In this paper, supply contract models are developed by considering an assembly system operated under a centralized and a decentralized control modes. The centralized control mode considers a single decision maker and offers a global optimal solution. However, the decentralized control mode considers each player in the contract as a decision maker and offers local optimal solutions based on the production and cost characteristics of each player. Such local optimal solutions are adjusted through coordinating parameters to obtain global optimal solutions. If a contract developed for a decentralized control mode achieves the global optimal solution, then the supply chain (or channel) is said to be coordinated.     

A disruption recovery model for a single stage production-inventory system

This paper presents a newly developed disruption recovery model for a single stage production and inventory system, where the production is disrupted for a given period of time during the production up time. The model is categorized as a constrained non-linear optimization program which we have solved using an efficient heuristic developed in this paper. The model was also solved using an evolutionary algorithm and a comparison of the results from both methods was performed. The heuristic was able to accurately solve the model with significantly less time compared to the evolutionary algorithm. It can be shown that the optimal recovery schedule is dependent on the shortage cost parameters, as well as the extent of the disruption. The proposed model offers a potentially useful tool to help manufacturers decide on the optimal recovery plan in real time whenever the production system experiences a sudden disruption.     

A condition based maintenance model for a two-unit series system

This paper discusses a condition based maintenance model with exponential failures and fixed inspection intervals for a two-unit system in series. The condition of each unit, such as vibration or heat, is monitored at equidistant time intervals. The condition indicator variables for each unit are used to decide whether to repair an individual unit or to overhaul the whole system. After a maintenance action is performed the monitored condition indicator variable takes on its initial value. Each unit can fail only once within an inspection interval and when one or both units fail the system fails. The probability of failure is exponential and the failure rate is dependent on the condition. The cost to be minimized is the long-run average cost of maintenance actions and failures. We study the optimal solution to this problem obtained via dynamic programming.     

A transportation mode selection model for a consolidation warehouse system

Summary This paper presents a transportation mode selection model for a consolidation warehouse system. It determines the transportation mode to be used by each plant or warehouse (point of origin) to ship its order to the company's consolidation point or central warehouse. The model considers the tradeoff between the total cost of transporting items and the maximum time until a complete order has reached the consolidation point. It brings to bare the effect of each possible mode on (1) buyer transportation cost, and (2) related buyer inventory costs. An algorithm is provided to determine the most preferable shipping plan. A prototypical example is presented to illustrate the use of the algorithm.

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Zusammenfassung Es wird ein Liefersystem betrachtet, bei dem die bestellten Waren von verschiedenen Herstellern oder Lagerhäusern über eine gemeinsame Zentrale an den Kunden geliefert werden. Für den Transport der Waren von jedem Hersteller zur Zentrale sind verschiedene Transportarten wählbar, die unterschiedliche Transportkosten und Transportdauern verursachen. Die verschiedenen Transportdauern führen zu unterschiedlichen Lagerhaltungskosten beim Kunden. Es wird ein Modell angegeben, das die mit der gewählten Transportart verbundenen Transportkosten und Lagerhaltungskosten berücksichtigt. Ein Algorithmus zur Auswahl der günstigsten Transportart wird bereitgestellt. An einem kleinen Beispiel wird der Algorithmus erläutert.

     

Analysis for joint importance of components in a coherent system

JRI (Joint Reliability Importance) of two components is a measure of interaction of two components in a system for their contribution to the system reliability. It is defined as the rate at which the system reliability improves as the reliabilities of the two components improve. But, sometimes we may improve system reliability through improving reliabilities of three or more components. This article extends the concepts of JRI & JFI (Joint Failure Importance) of two components to multi-components, and establishes some relationships between JRI & JRI, JFI & JFI, and JFI & JRI. The paper also investigates the concept of Conditional Reliability Importance while the working states of certain components are known. Finally, the JRI of multi-components and Conditional Reliability Importance are analyzed in detail for a k-out-of-n:G system.     

A periodic testing model for a preparedness system with a defective state

This paper considers the periodic testing of a preparednesssystem where in addition to working and failed state recognition,a working but defective state also exists. Based upon the delaytime model, an expected availability model is derived and evaluatedas a function of the constant inspection period. The model enablesthe range of inspection periods which satisfy a pre-set availabilitycriterion to be established, and the optimal availability inspectionperiod to be identified. Variants of the basic model are considered including: wherea delay time period exists, but the technology to detect a defectis not available; where the delay time is zero, so that onlyfailures are detected; and where the system is replaced on aregular basis without any state testing. These variants enablethe value and effectiveness of the ability to detect defectsand to detect failures to be identified and quantified. The models are demonstrated in the context of a missile buffersystem, where the numerical example clarifies the value of modellingand the insight into the potential effectiveness of defect andfailure detection.     

A weak solvability of a system of thermoviscoelasticity for the Jeffreys model

We establish a weak solvability of the initial-boundary value problem for a dynamic model of thermoviscoelasticity. The problem under consideration is an extension of the Jeffreys model obtained with the help of a consequence of the energy balance equation. We study the corresponding initial-boundary value problem by splitting the problem and reducing it to an operator equation in a suitable Banach space.