Extended optimal inspection policies for a system in storage

A system such as missiles and spare parts of aircraft has to perform a normal operation in a severe environment at any time when it is used. However, the system is in storage for a long time from the delivery to the usage and its reliability goes down with time. Thus, a system in storage should be inspected and maintained at periodic times to hold a higher reliability than is prespecified.The following inspection model is considered: A system has three types of units, where unit 1 is maintained, unit 21 is not maintained but is replaced and unit 22 is neither maintained nor replaced. The system is overhauled if its reliability becomes lower than a prespecified probability. The number of replacements and time until overhaul are derived. Using these results, the average cost is obtained and both an optimal inspection time and an optimal replacement time to minimize it are numerically discussed.     

工程施工中运输网络优化方案

施工工地运输方案的优化设计可以归结为 :按施工期要求设计运输线路或验证已有线路通行能力 ,计算总线路中影响提高流量的关键路段 ,取得最小费用最大流 .本文运用图论理论这一数学工具把实际问题抽象为有向网络 ,进而建立数学模型 .此方法理论上严密 ,解题步聚直观清晰 ,对水利、公路、水路、铁路等其它运输系统有普遍意义 .     

基于瑞利熵的多无源传感器数据关联算法

针对当前多无源传感器数据关联算法构造关联代价时,未考虑位置估计不确定性所引入的误差,提出一种基于位置估计不确定性的被动传感器数据关联算法。首先通过量测与伪量测概率密度函数之间的瑞利熵构建关联代价函数,以准确描述两个相似的概率密度函数之间差异,然后通过具体实验测试本文算法的有效性和优越性。实验结果表明,相对于当前经典的数据关联算法,本文算法提高了数据关联的正确率和速度,具有更高的实际应用价值。     

基于遗传算法的多因素证券组合投资决策模型

基于 APT理论 ,在不允许卖空、并考虑交易成本的情况下 ,本文建立了多因素证券组合投资决策模型 ,然后利用遗传算法研究了模型的求解     

西部开发中能源配置模型的研究

开发西部丰富的能源资源,解决东部地区能源紧缺的矛盾,是东西部经济合作、优势互补、东西联动双赢战略研究的一项重要课题.在国家投资主体和市场经济条件下,以能源消费效益最大为目标,建立了基于边际效益均衡的能源空间配置优化模型;兼顾经济效益与环境效益的能源部门配置优化模型.结果显示,各地区、部门要获得更多的能源,就必须提高能源的使用效率,提高能源消费的边际效益,降低污染排放水平.     

限制卖空及带交易费用的证券组合的三参数模型

本文在 (Simaan(1993) )组合选择的三参数模型的框架下 ,考虑了交易费用 ,限制卖空 ,提出了新的风险证券投资组合模型 ,并给出了风险投资最优比例的算法 .     

考虑溯源系统应用的优质农产品双渠道供应链决策研究

优质农产品溯源系统的引入,既能提升有效供给、缩短流通时间,又能降低流通中的数量损耗和价值损失,由此带来了双渠道供应链系统在投资、销售、定价等方面的系列决策问题。考虑制造商开辟电子渠道、从溯源系统降低流通损耗和提高质量出发,分别构建制造商主导型的双渠道供应链决策模型。通过对比分析应用前后各成员在投资、定价及销售方面的最优策略,得到相关的核心边界值。数值仿真结果表明:核心边界值主要与双重损耗的改善程度及其他参数相关,各成员及系统接受溯源系统的应用成本不同,应用成本对各渠道销量的影响程度亦不相同,但各成员调整定价的应用成本边界值是一致的。     

Applicability of medium-size basis sets in calculations of molecular dynamic polarisabilities

Static and dynamic average polarisabilities and polarisability anisotropies of seven linear non-polar and polar molecules are calculated within the CCS, CC2, and CC3 approximations using a range of medium-sized basis sets: the polarised LPol-n (n = ds, dl, fs, fl), the aug-pc-n (n = 1, 2), the def2-SVPD, and -TZVPD basis sets. Reference values are obtained using a hierarchy of Dunning's (d-)aug-cc-pVXZ (X = D, T, Q, 5) basis sets. The results are discussed together with the available CCSD values in terms of basis set and correlation method errors, and their ratio. Detailed analysis shows that already the def2-SVPD basis set can be used in CCS polarisability calculations. When affordable, the slightly larger aug-pc-1 basis set is recommended, as it leads to significant reduction of basis set error. The def2-TZVPD, LPol-ds, and aug-pc-2 basis sets are optimal choice within the CC2 approximation, with the latter allowing to approach the CC2 basis set limit. The LPol-ds, -dl, and def2-TZVPD sets outperform the aug-cc-pVTZ set in average polarisability CCSD calculations, with the def2-TZVPD being competitive to other reduced-size sets also in determination of polarisability anisotropy. The aug-pc-2 basis is a particularly attractive choice for CCSD, giving the accuracy of aug-cc-pVQZ at a significantly reduced computational cost. The polarisability anisotropy is shown to be more computationally demanding than the average polarisability, in particular with respect to the accuracy of the correlation method and an accurate evaluation of this property requires at least the CCSD model.     

Controllability cost of conservative systems: resolvent condition and transmutation

This article concerns the exact controllability of unitary groups on Hilbert spaces with unbounded control operator. It provides a necessary and sufficient condition not involving time which blends a resolvent estimate and an observability inequality. By the transmutation of controls in some time L for the corresponding second-order conservative system, it is proved that the cost of controls in time T for the unitary group grows at most like exp(αL²/T) as T tends to 0. In the application to the cost of fast controls for the Schrödinger equation, L is the length of the longest ray of geometric optics which does not intersect the control region. This article also provides observability resolvent estimates implying fast smoothing effect controllability at low cost, and underscores that the controllability cost of a system is not changed by taking its tensor product with a conservative system.     

A periodical replacement model based on cumulative repair‐cost limit

This paper considers a periodical replacement model based on a cumulative repair‐cost limit, whose concept uses the information of all repair costs to decide whether the system is repaired or replaced. The failures of the system can be divided into two types. One is minor failure that is assumed to be corrected by minimal repair, while the other is serious failure where the system is damaged completely. When a minor failure occurs, the corresponding repair cost is evaluated and minimal repair is then executed if this accumulated repair cost is less than a pre‐determined limit L, otherwise, the system is replaced by a new one. The system is also replaced at scheduled time T or at serious failure. Long‐run expected cost per unit time is formulated and the optimal period T* minimizing that cost is also verified to be finite and unique under some specific conditions. Copyright © 2007 John Wiley & Sons, Ltd.