A GMRP Approach for Reliability Analysis of Repairable Systems

We propose here a mathematical approach for the study of repairable systems with arbitrary distributions. The idea is to define a new type of stochastic process, called a generalized Markov renewal process (GMRP). which may describe the transition behavior of the stochastic process at non-regenerative points. In the paper an analytical method for the GMRP is put forward and the formulas are then presented for reliability analysis of repairable systems which can be described by a GMRP with finite states. A signal flow graph technique for system modeling is also summarized here. Finally- an analytical model to evaluate the reliability of a m-out-of- n.G system with general repair-time distribution is developed by means of the GMRP approach.     

A STOCHASTIC GROWTH MODEL WITH ENVIRONMENTAL POLLUTION

Pollution is introduced into the utility function and the productive function in this paper.Under appropriate macroeconomic equilibrium conditions, this paper proves that the equilibrium levels of the main economic indexes are uniquely determined by the model parameters. This paper establishes the following alternative theorem： some factors affect the economic growth and the welfare in opposite way.     

多产品分销系统的利润模型

由多个制造商(生产不同产品)、一个地区分销中心和多个零售商(经销多种产品,如家电产品)组成的多阶段分销系统。在地区分销中心和多个零售商都采用周期检查的最大库存水平策略的前提下,分别给出了零售商、地区分销中心和制造商的单周期利润模型及零售商和地区分销中心的多产品服务水平定义。然后,以整个分销系统的利润为优化指标,以零售商和地区分销中心的多产品服务水平作为优化问题的约束条件,建立了较为全面的分销系统联合决策利润优化模型,通过该模型求解零售商和地区分销中心最优的最大库存水平。最后,给出一个算例说明了该优化模型的求解过程。     

Reliability Analysis of Some Typical Repairable Systems with Arbitrary Repair-Time Distribution

In this paper, reliability of some typical non-Markov repairable systems, including series systems, m-out-of- n or majority vote systems, and n : m cross-strapping standby redundant systems with general repair-time distribution, are studied by applying the generalized Markov renewal process (GMRP). The stochastic behavior of the typical systems is analyzed here. Formulas for mean time to first system failure, MTBF, MTTR, and availability are then developed.     

修理工多重休假的可修系统更换策略

考虑了一个修理工带有多重休假的单部件可修系统.系统发生故障时可能因修理工的休假而得不到及时修理,因此,系统可处于工作、修理和待修3种状态.假设系统每次维修后均不能"修复如新"时,以系统的故障次数为更换策略,通过更新过程和几何过程理论,求出了系统经长期运行单位时间内期望效益的明显表达式.最后通过数值例子对所得结果进行了分析.     

典型可修冗余系统的递归模型

本文应用可修系统可靠性分析的ＧＭＲＰ方法，在文献［１］的基础上，进一步研究了修理时间服从一般分布的并联、表决和贮备可修冗余系统的可靠性及其排队特征，给出了各系统的稳态可用度、故障频率、首次系统平均故障时间以及修理人员平均忙期长度等的可靠性指标和排队性能指标的递归计算公式。     

典型非马尔柯夫型可修系统的可靠性分析

本文应用可修系统可靠性分析的GMRP模型,研究了修理时间服从一般分布的串联、并联、“n中取m”表决、贮备冗余可修系统的可靠性。通过对上述典型可修系统的随机特性分析,给出了系统稳态可靠性指标的计算公式。     

The Synthetic Prediction Pattern of Multiple Model Systems

In this paper,the problem of the synthetic prediction pattern of multiple modelsystems has been considered,Three synthetic prediction patterns have been presented and someof their properties have been analysed.     

多类型弹性需求随机用户平衡分配模型

分析了路网中存在的混合路径选择行为。基于出行者对路网状况熟悉的不同程度,对出行者进行分类,建立了多类型弹性需求随机用户平衡分配模型,并提出基于对角化算法和MSA算法的组合求解算法。用一个简单的实例进行了说明。     

基于随机占优度的随机多属性决策方法

针对属性值为随机变量的多属性决策问题,提出了一种随机多属性决策分析方法。首先给出了随机占优准则的描述,并提出了随机占优度的定义及其计算公式;然后,依据随机占优准则判断并确定两两方案之间比较所具有的占优关系,进而计算得到两两方案之间的随机占优度,进一步地通过计算可以得到每个方案的总体相对随机优势程度,并得到所有方案的排序结果。最后,通过一个算例说明了该方法的可行性和有效性。     

产品随机选择下多商品流供应链网络均衡模型研究

研究产品存在产地、品牌差异情况下,具有多种商品流动的三层供应链网络均衡模型.将产地、品牌差异的影响视为随机变量,运用随机效用理论和多项式logit模型研究需求市场上产品随机选择问题,运用Nash均衡方法分析生产商之间、零售商之间的竞争行为,分别得到了供应链网络各层均衡及整体均衡的条件、经济解释和变分不等式模型,最后给出了求解算法和具体算例.     

多规格产品随机选择的市场均衡

研究了单个市场、一种类型、多种规格的产品随机选择情况下的均衡模型。该模型是以产品的市场总需求量为约束条件，以多项式Ｌｏｇｉｔ模型为随机选择函数，并以个别规格产品的供给函数为基础而构造的。本文证明了均衡解的存在性，并给出了一种启发式算法：逐步平均步长法（ＭＳＡ），最后用一个例题进行了验算。     

Containment Control of Multi-Agent Systems with Stochastic Multiplicative Noises

Journal of Systems Science and Complexity - This paper investigates the containment problem of continuous-time multi-agent systems with multiplicative noises, where the first-order and second-order...     

一类随机摄动系统的最优控制与仿真

在内模控制(IMC)结构下对控制能量存在约束时一类随机摄动系统的最优控制及其仿真方法作了探讨。首先在鲁棒重新设计的基础上,针对一类随机模型误差的描述提出了一个平均意义上的包含跟踪误差和控制能量的性能指标,然后通过谱分解极小化该性能指标导出一个最优的内模控制器设计方法,可以兼顾模型摄动和控制能量约束,最后根据随机摄动系统的特点进行仿真研究进一步说明了所得控制方法的有效性。     

具有随机寿命的多维Black-Scholes定价模型

利用随机微分方程和鞅方法,给出了具有随机寿命的多维Black-Scholes定价模型,并获得随机寿命情形下欧式期权及其它未定权益定价的解析表达式.将Black-Scholes定价模型进行了更为合理地推广.     

多模式变需求网络随机平衡模型

根据城市混合交通拥挤的特点,研究了基于对称阻抗的交通网络出行、讫点、方式和路径随机选择的综合模型.证明了模型最优解满足出行、讫点、方式和路径随机选择的条件,且最优解是唯一的.用1个算例对此作了说明.     

随机现金流下的违约回收率模型

违约回收率是信用风险管理的基础变量,债务人的财务状况是影响违约回收率的重要因素之一。当公司遇到财务困难时现金流的不确定性非常高,本文利用连续时间资产定价理论,研究了债务人随机现金流情况下的违约回收率,违约回收率是公司现金流状况的内生变量。违约回收率与公司现金流压力,现金流漂移率,公司违约区间相对长度正相关,与现金流波动率负相关。用四川大额不良贷款数据验证了模型结果。     

Prescribed-Time Control of Stochastic Nonlinear Systems with Reduced Control Effort

A new prescribed-time state-feedback design is presented for stochastic nonlinear strictfeedback systems. Different from the existing stochastic prescribed-time design where scaling-free quartic Lyapunov functions or scaled quadratic Lyapunov functions are used, the design is based on new scaled quartic Lyapunov functions. The designed controller can ensure that the plant has an almost surely unique strong solution and the equilibrium at the origin of the plant is prescribed-time mean-square stable. After that, the authors redesign the controller to solve the prescribed-time inverse optimal mean-square stabilization problem. The merit of the design is that the order of the scaling function in the controller is reduced dramatically, which effectively reduces the control effort. Two simulation examples are given to illustrate the designs.     

Stochastic Channel Allocation for Nonlinear Systems with Markovian Packet Dropout

This paper addresses a channel scheduling problem for group of dynamically decoupled nonlinear subsystems with actuators connected through digital communication channels and controlled by a centralized controller. Due to the limited communication capacity, only one channel can be activated and hence there is only one pair of sensor and actuator can communicate with the controller at each time instant. In addition, the communication channels are not reliable so Markovian packed dropout is introduced. A predictive control framework is adopted for controller/scheduler co-design to alleviate the performance loss caused by the limited communication capacity. Instead of sending a single control value, the controller sends a sequence of predicted control values to a selected actuator so that there are control input candidates which can be fed to the subsystem when the actuator does not communicate with the controller. A stochastic algorithm is proposed to schedule the usage of the communication medium and sufficient conditions on stochastic stability are given under some mild assumptions.     

新体制多目标信号AOA与频率分选系统

基于现代谱估计理论与技术，论述了一种新体制多目标信号分选系统，可对多目标信号实现ＡＯＡ与频率的分选，并分析了系统的工程实现可行性，指出了应用前景。