A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

相关条件下基于N-P准则的分布式检测理论研究

本文针对并行网络、二元局部判决的情况,研究了在相关条件下基于N-P准则的分布式检测融合算法,给出了在联合概率密度已知和未知两种情况下的最优融合规则的理论推导及相应的解决方案,并在实验仿真的基础上,得到了部分有益的结论。     

传感器管理及其在相控阵雷达中的应用

传感器管理是数据融合的一部分。介绍了传感器管理的概念和框架 ,概述了国内外传感器管理算法的研究现状。主要工作是针对相控阵雷达这一传感器 ,通过对其不同工作模式以及不同参数的管理 ,来说明传感器管理的原理。提出了一种新的自适应采样周期算法 ,仿真结果表明该算法的优越性     

基于扩展分形和CFAR特征融合的SAR图像目标识别

研究了多信息融合技术在SAR图像目标识别中的应用。将扩展分形特征(Extended Fractal)与双参数恒虚警特征(Double Parameter CFAR)形成的多信息进行融合处理。运用Dempster-Shafer证据理论，在决策层对SAR图像中的像素进行识别分类。实验结果表明通过融合对像素分类的准确性明显好于单特征的检测结果，减少了虚警概率，提高了系统的识别能力。     

利用信息融合方法的三维特征提取

本文提出了一种基于信息融合的物体三维特征的提取方法，该方法利用两幅互相配准的三维测距图像和灰度图像，来提取多面体的三维特征。首先，通过分析灰度图像中的灰度变化及测距图像中的测距值变化，分别求取各自图像中物体的特征点及特征边；然后，利用两配准图像之间的对应关系，求得所有特征点、面与多边形在三维测距图像中的三维表示；接着，通过分析三维测距图像中所测得的各候选平面上特定点与边处的曲率及法向，验证候选平面     

基于多传感器数据融合方法的火灾模拟实验炉温度采集系统

基于多传感器算术平均值与分批估计的数据融合方法在火灾模拟实验炉上温度数据采集中的应用，用VB6．0开发了相应的实际应用系统。     

燃煤电厂融合多信号光纤火焰检测器的开发研究

介绍一种新型光纤燃煤炉火焰检测器，阐述其系统组成及特点，并提出了基于模糊推理的多信号融合处理方法。     

两段式热脱焦油煤气炉在环形加热炉上的开发应用

介绍了两段式煤气发生炉热脱焦油煤气在无缝钢管环形加热炉上的开发与应用 ,以及两段式煤气发生炉热脱焦油煤气站的设计和采用热脱焦油煤气代替重油所产生的经济效益     

Optimal and self‐tuning fusion Kalman filters for discrete‐time stochastic singular systems

Based on the optimal fusion estimation algorithm weighted by scalars in the linear minimum variance sense, a distributed optimal fusion Kalman filter weighted by scalars is presented for discrete‐time stochastic singular systems with multiple sensors and correlated noises. A cross‐covariance matrix of filtering errors between any two sensors is derived. When the noise statistical information is unknown, a distributed identification approach is presented based on correlation functions and the weighted average method. Further, a distributed self‐tuning fusion filter is given, which includes two stage fusions where the first‐stage fusion is used to identify the noise covariance and the second‐stage fusion is used to obtain the fusion state filter. A simulation verifies the effectiveness of the proposed algorithm. Copyright © 2008 John Wiley & Sons, Ltd.