基于贝叶斯信息更新的风险规避库存策略研究

在贝叶斯库存控制研究中一个著名的结论是：当缺货需求不能被观测到时,最优贝叶斯库存水平总会高于短视策略库存水平,原因是决策者需要通过多订货来获取对需求分布的认识. 这是基于风险中性的研究,然后现实中决策者都期望规避风险. 基于贝叶斯信息更新研究了风险规避背景下需求部分可观测的多周期报童问题,决策者的周期内效用函数满足独立可加性公理. 通过引入非正规化概率,研究发现,对风险规避的决策者,当其效用函数具有不变绝对风险规避特征时,最优贝叶斯库存水平也会高于短视策略库存水平. 非正规化概率简化了动态规划方程与结果的证明.     

一类连续可分离背包问题的直接算法

对于一类带有单个线性约束以及盒约束的一般连续可分离二次背包问题给出了一种直接的算法,根据模型特有的结构,通过调节线性约束的拉格朗日乘子λ 的取值范围,以及在算法求解过程中通过判断目标函数一次项中的变量是否在盒约束范围内,来逐步确定所有变量的最优值, 并通过该算法得到的实验结果与其他算法的比较,说明了这种算法的可行性和有效性．     

带有惩罚和软容量约束的下界设施选址问题的双标准近似算法研究

研究带惩罚和软容量约束的下界设施选址问题. 扩展Guha等(Guha S, Meyerson A, Munagala K. Hierarchical placement and network design problems [C]//Proceedings of Foundations of Computer Science, 2000: 892328, DOI: 10.1109/SFCS.2000.892328)和Karger等(Karger D R,Minkoff M. Building steiner trees with incomplete global knowledge [C]//Proceedings of Foundations of Computer Science, 2000: 892329, DOI: 10.1109/SFCS.2000.892329)的工作到带有惩罚的下界约束设施选址问题,提出了一个新的双标准近似算法,得到了同样的近似比ρ(1+α)/(1-α). 进一步考虑带惩罚和软容量约束的下界设施选址问题,得到了近似比为2ρ(1+α)/(1-α)的双标准近似算法.     

Non-probabilistic reliability method and reliability-based optimal LQR design for vibration control of structures with uncertain-but-bounded parameters

Uncertainty is inherent and unavoidable in almost all engineering systems. It is of essential significance to deal with uncertainties by means of reliability approach and to achieve a reasonable balance between reliability against uncertainties and system performance in the control design of uncertain systems. Nevertheless, reliability methods which can be used directly for analysis and synthesis of active control of structures in the presence of uncertainties remain to be developed, especially in non-probabilistic uncertainty situations. In the present paper, the issue of vibration con- trol of uncertain structures using linear quadratic regulator （LQR） approach is studied from the viewpoint of reliabil- ity. An efficient non-probabilistic robust reliability method for LQR-based static output feedback robust control of un- certain structures is presented by treating bounded uncertain parameters as interval variables. The optimal vibration con- troller design for uncertain structures is carried out by solv- ing a robust reliability-based optimization problem with the objective to minimize the quadratic performance index. The controller obtained may possess optimum performance un- der the condition that the controlled structure is robustly re- liable with respect to admissible uncertainties. The proposed method provides an essential basis for achieving a balance between robustness and performance in controller design ot uncertain structures. The presented formulations are in the framework of linear matrix inequality and can be carried out conveniently. Two numerical examples are provided to illustrate the effectiveness and feasibility of the present method.     

结构疲劳寿命分析的模糊凸集模型

针对刚性凸集模型在表达实际参数不确定性时的局限,提出了寿命参数的模糊集合模型及寿命估计方法.根据区间模型的内切和外接椭球确定了模糊集合边界的内、外缘及超椭球尺度参数的隶属函数,建立了疲劳寿命估计的模糊约束集.提出了基于Taylor二次展式和Lagrange条件极值法的寿命估计方法,构建了疲劳寿命的模糊极大集和模糊极小集.给出了模糊凸集约束下疲劳寿命极值求解的模拟算法.通过工程算例,对模糊凸集方法、凸集方法和概率方法进行了比较,结果表明,当统计数据缺乏时,模糊集合方法更贴切实际,计算结果更准确合理,是对凸模型方法和概率方法的发展和完善.     

二维联合概率分布函数构造方法对结构串联系统可靠度影响分析

简要介绍了两种构造联合分布函数近似方法：基于Pearson相关系数的近似方法P和基于Spearman相关系数的近似方法S。推导了基于直接积分方法的串联系统失效概率计算公式,提出了两构件功能函数间负相关时串联结构系统失效概率上限值的计算公式。以理论联合概率分布函数是二维极值分布为例研究了两种近似方法在串联系统可靠度计算中的精度。结果表明,两种近似方法能够有效地计算串联结构系统可靠度,且精度很高,为不完备概率信息条件下串联结构系统可靠度分析提供了一条有效的途径。当两构件的功能函数正相关时,两种近似方法误差随串联系统失效概率的减小而增加,但近似方法与精确方法系统失效概率的差别最大也不会超过2倍;当两构件的功能函数负相关时,两种近似方法误差随系统失效概率的减小而减小,但两种近似方法的失效概率几乎与精确解一样。此外,两种近似方法误差不是随构件间相关性的增加而单调增加,而是存在一极大值。     

约束梁柱构件抗火性能研究进展

约束构件抗火性能和抗火设计是近年国内外相关学者关注的热点之一.笔者简要介绍了约束构件(包括约束梁、约束柱)抗火性能所取得的成果,总结了约束构件在火灾下的工作行为、抗火性能研究以及抗火设计方法的进展,指出了约束构件抗火研究目前存在的主要问题,并对下一步工作进行了展望.     

Efficient three-step entanglement concentration for an arbitrary four-photon cluster state

We propose an entanglement concentration protocol to concentrate an arbitrary partially-entangled four-photon cluster state.As a pioneering three-step entanglement concentration scheme,our protocol only needs a single-photon resource to assist the concentration in each step,which makes this protocol more economical.With the help of the linear optical elements and weak cross-Kerr nonlinearity,one can obtain a maximally-entangled cluster state via local operations and classical communication.Moreover,the protocol can be iterated to obtain a higher success probability and is feasible under current experimental conditions.     

Maximum confidence measurements via probabilistic quantum cloning

Probabilistic quantum cloning(PQC) cannot copy a set of linearly dependent quantum states.In this paper,we show that if incorrect copies are allowed to be produced,linearly dependent quantum states may also be cloned by the PQC.By exploiting this kind of PQC to clone a special set of three linearly dependent quantum states,we derive the upper bound of the maximum confidence measure of a set.An explicit transformation of the maximum confidence measure is presented.     

箱式约束变分不等式的一类新光滑gap函数

针对箱式约束变分不等式问题,利用一类积分型全局最优性条件,提出了一个新光滑gap函数．该光滑gap函数形式简单且具有较好的性质．利用该gap函数,箱式约束变分不等式可转化为等价光滑优化问题进行求解．进一步地,讨论了可保证等价光滑优化问题的任意聚点为箱式约束变分不等式问题解的条件．以一个简单的摩擦接触问题为例阐释了该方法的应用．最后,利用标准的变分不等式考题验证了方法的有效性．