( I + S max ) 预条件Gauss-Seidel 迭代法

Kotakemori 研究了不可约对角占优Z阵的( I + Smax) 预条件Gauss-Seidel 迭代法, 并证明在一定条件下, 进行 ( I + Smax ) 预处理比( I + S ) 预处理收敛效果更好. 本文将其收敛性定理推广到具有广泛应用背景的H阵, 并将这两 类预条件Gauss-Seidel 迭代法相结合对不可约非奇M阵进行两次适当的预处理, 数值例子表明这样可以大大加快 Gauss-Seidel 迭代法的收敛速度.国家自然科学基金( 10271099) 资

Research on the Clinical Pathway PDCA Continuous Improvement System Based on the Theory of Feedback Closed-loop Control System

运用控制论方法，将控制理论领域反馈的闭环控制法、管理学的PDCA循环等方法运用于信息系统的整合建设，建立电子病历一电子医嘱一临床路径一医院管理信息系统的“全闭环”临床路径执行和反馈体系，建立了疾病诊疗规范制定、临床操作服务、过程质量监管三位一体的医疗服务安全质量监测与持续改进闭环体系，临床路径信息管理平台对加强医疗服务安全动态监管，促进科学化、精细化、专业化管理，改善服务水平，提高效率具有不可或缺的重要作用。With the method of control theory, the feedback closed loop control method in the field of control theory, PDCA circulation of management and other methods are applied to the integrative construction of information system. The ＂closed loop＂ clinical pathway implementation and feedback system of electronic medical records-electronic medical advice-clinical pathway- hospital management information system is established. The medical service safety quality monitoring and continuous improvement closed-loop system integrating disease diagnosis and treatment specification formulation, clinical operation service and process quality supervision is set up. The clinical path information management platform has an indispensable important role on strengthening the dynamic supervision of medical service security, promoting scientific, refined and professional management, and improving the service level and eficiency.国家自然科学基金面上项目一大数据驱动的抗菌药物使用与管理决策优化研究（编号：71672160

Joint Initial Stocking and Transshipment——Asymptotics and Bounds

该论文针对许多公司在供应链中面临的各分销中心周期性期初订货、期间可通过转运来再匹配各分销中心的供需不平衡问题，通过随机动态规划建模，刻画最优订货和转运策略，并证明最优订货和转运策略对总利润的贡献分别为T 和根号T 的量级，该结论的管理启示是期初订货决策的贡献比再分配重要得多，特别是对大批量、快消品行业。【Abstract】A common problem faced by many firms in their supply chains can be abstracted as follows. Periodically, or at the beginning of some selling season, the firm needs to distribute finished goods to a set of stocking locations, which, in turn, supply customer demands. Over the selling season, if and when there is a supply-demand mismatch somewhere, a re-distribution or transshipment will be needed. Hence, there are two decisions involved: the one-time stocking decision at the beginning of the season and the supply/transshipment decision throughout the season. Applying a stochastic dynamic programming formulation to a two-location model with compound Poisson demand processes, we identify the optimal supply/transshipment policy and show that the optimal initial stocking quantities can be obtained via maximizing a concave function whereas the contribution of transshipment is of order square-root-of T. Hence, in the context of high-volume, fast-moving products, the initial stocking quantity decision is a much more important contributor to the overall profit. The bounds also lead to a heuristic policy, which exhibits excellent performance in our numerical study; and we further prove both the bounds and the heuristic policy are asymptotically optimal when T approaches infinity. Extension to multiple locations is also discussed

Further Study on (I+S_(max)) Preconditioning Gauss-Seidel Iterative Method

Kotakemori研究了不可约对角占优Z 阵的(I+Smax)预条件Gauss Seidel迭代法,并证明在一定条件下,进行(I+Smax)预处理比(I+S)预处理收敛效果更好.本文将其收敛性定理推广到具有广泛应用背景的H 阵,并将这两类预条件Gauss Seidel迭代法相结合对不可约非奇M 阵进行两次适当的预处理,数值例子表明这样可以大大加快Gauss Seidel迭代法的收敛速度.Hisashiki Kotakemori had proposed a preconditioner (I+S_(max)) for irreducibly diagonally dominant Z-matrix, which achieves better convergence rate than the classical Gauss-Seidel method and even better than Modified Gauss-Seidel method with preconditioner (I+S) under certain circumstances. We extend his convergence theorem to the case of H-matrix, and apply the preconditioner (I+S_(max)) to twice preconditioning for irreducible non-singular M-matrix, combining with another preconditioner (I+S). Numerical examples had been given to confirm that the convergence rate had been improved on considerably.国家自然科学基金(10271099)资

Dynamic pricing with two revenue streams

We study casino revenue management through the pricing of hotel rooms in the presence of gaming revenue, which is random. We identify a stochastic order based on customers' gaming profiles, from which a monotonic inventory price of rooms is obtained. We develop a threshold-type pricing policy for a special customer segmentation scheme that allows customers' winning profiles to be ranked in terms of the failure rate order. Our results shed new light on customer valuation and market segmentation. (C) 2011 Elsevier B.V. All rights reserved

Monotone optimal control for a class of Markov decision processes

This paper provides a unified framework to study monotone optimal control for a class of Markov decision processes through D-multimodularity. We demonstrate that each system in this class can be classified as either a substitution-type or a complement-type system according to the possible transition set, which can be used as a classification mechanism that integrates a variety of models in the literature. We develop a generic proof of the structural properties of both types of system. In particular, we show that D-multimodularity is a generally sufficient condition for monotone optimal control of different types of system in this class. With this unified theory, there is no need to pursue each problem ad hoc and the structural properties of this class of MDPs follow with ease. (C) 2011 Elsevier B.V. All rights reserved

A single-resource revenue management problem with random resource consumptions

We study a single-resource multi-class revenue management problem where the resource consumption for each class is random and only revealed at departure. The model is motivated by cargo revenue management problems in the airline and other shipping industries. We study how random resource consumption distribution affects the optimal expected profit and identify a preference acceptance order on classes. For a special case where the resource consumption for each class follows the same distribution, we fully characterize the optimal control policy. We then propose two easily computable heuristics: (i) a class-independent heuristic through parameter scaling, and (ii) a decomposition heuristic that decomposes the dynamic programming formulation into a collection of one-dimensional problems. We conduct extensive numerical experiments to investigate the performance of the two heuristics and compared them with several widely studied heuristic policies. Our results show that both heuristics work very well, with class-independent heuristic slightly better between the two. In particular, they consistently outperform heuristics that ignore demand and/or resource consumption uncertainty. Our results demonstrate the importance of considering random resource consumption as another problem dimension in revenue management applications. 漏 2012 Operational Research Society Ltd. All rights reserved

JUNO Sensitivity on Proton Decay p→νˉK+p\to \bar\nu K^+ Searches

The Jiangmen Underground Neutrino Observatory (JUNO) is a large liquid scintillator detector designed to explore many topics in fundamental physics. In this paper, the potential on searching for proton decay in $p\to \bar\nu K^+$ mode with JUNO is investigated.The kaon and its decay particles feature a clear three-fold coincidence signature that results in a high efficiency for identification. Moreover, the excellent energy resolution of JUNO permits to suppress the sizable background caused by other delayed signals. Based on these advantages, the detection efficiency for the proton decay via $p\to \bar\nu K^+$ is 36.9% with a background level of 0.2 events after 10 years of data taking. The estimated sensitivity based on 200 kton-years exposure is $9.6 \times 10^{33}$ years, competitive with the current best limits on the proton lifetime in this channel

JUNO sensitivity on proton decay p → ν K + searches*

The Jiangmen Underground Neutrino Observatory (JUNO) is a large liquid scintillator detector designed to explore many topics in fundamental physics. In this study, the potential of searching for proton decay in the $p\to \bar{\nu} K^+$ mode with JUNO is investigated. The kaon and its decay particles feature a clear three-fold coincidence signature that results in a high efficiency for identification. Moreover, the excellent energy resolution of JUNO permits suppression of the sizable background caused by other delayed signals. Based on these advantages, the detection efficiency for the proton decay via $p\to \bar{\nu} K^+$ is 36.9% ± 4.9% with a background level of $0.2\pm 0.05({\rm syst})\pm$$0.2({\rm stat})$ events after 10 years of data collection. The estimated sensitivity based on 200 kton-years of exposure is $9.6 \times 10^{33}$ years, which is competitive with the current best limits on the proton lifetime in this channel and complements the use of different detection technologies