基于MetropolisQ学习的蜂窝网络在线信道分配

针对现有的蜂窝网络的在线动态分配模型具有的信道需求量大、呼叫动态变化时阻塞率高和收敛速度慢的缺点,设计了一种基于MetropoisQ学习的蜂窝网络的在线信道分配方法。首先,在考虑同信道限制、邻居信道限制和同小区限制的基础上,设计了在线信道分配的数学模型,然后在Q-Learning算法基础上的设计了一种基于资格迹的Q(λ)算法实现信道的在线分配,为了进一步提高收敛速度,采用Metropois规则对算法中动作的选择方式进行改进,实现探索和利用的平衡。为了验证文中方法,采用Matlab工具上进行实验,仿真实验结果表明文中方法能实现蜂窝通信网络的在线信道分配,且与其它方法比较,具有较少的信道需求量、较低的阻塞率和收敛速度,较其它方法具有较大优越性。     

The long‐term extreme price risk measure of portfolio in inventory financing: An application to dynamic impawn rate interval

Different from the short‐term risk measure for traditional financial assets (stocks, bonds, etc.), the key to illiquid inventory portfolio traded in the over‐the‐counter markets is to estimate the long‐term extreme price risk with time varying volatility. In this article, a new long‐term extreme price risk (value at risk and conditional value at risk) measure method for inventory portfolio and an application to dynamic impawn rate interval are proposed. To realize this, we first establish AutoRegressive Moving Average‐Exponential Generalized Autoregressive Conditional Heteroskedasticity‐Extreme Value Theory model and multivariatet‐Copula to depict the autocorrelation, fat tails, and volatility clustering of returns of inventories and the nonlinear dependence structure of inventories. Furthermore, we obtain the long‐term extreme price risk with time varying volatility via Monte Carlo simulation instead of square‐root‐of time rule. The results show that, first, benefits from risk diversification is significant; second, long‐term extreme price risk measure of inventory portfolio via Monte Carlo method outperforms the square‐root‐of time rule; the last is that the dynamic rate interval based on the long‐term price risk is superior to the crude rules of thumb in terms of reducing efficiency loss and improving risk coverage. In summary, this article provides a new quantitative framework for managing the risk of portfolio in inventory financing practice for banks constrained by risk limitation. © 2014 Wiley Periodicals, Inc. Complexity 20: 17–34, 2015     

原料为易腐的生产贮存 控制中的随机需求问题

本文讨论了原料为易腐的生产贮存控制中的需求为随机变量的问题, 给出了最优的生产点、批量生 产时间、( S , s)策略中最优的 S 和s 所应该满足的条件.     

Single Machine Batch Scheduling Problem with Resource Dependent Setup and Processing Time in the Presence of Fuzzy Due Date

We consider a batch scheduling problem on a single machine which processes jobs with resource dependent setup and processing time in the presence of fuzzy due-dates given as follows:1. There are n independent non-preemptive and simultaneously available jobs processed on a single machine in batches. Each job j has a processing time and a due-date.2. All jobs in a batch are completed together upon the completion of the last job in the batch. The batch processing time is equal to the sum of the processing times of its jobs. A common machine setup time is required before the processing of each batch.3. Both the job processing times and the setup time can be compressed through allocation of a continuously divisible resource. Each job uses the same amount of the resource. Each setup also uses the same amount of the resource.4. The due-date of each job is flexible. That is, a membership function describing non-decreasing satisfaction degree about completion time of each job is defined.5. Under above setting, we find an optimal batch sequence and resource values such that the total weighted resource consumption is minimized subject to meeting the job due-dates, and minimal satisfaction degree about each due-date of each job is maximized. But usually we cannot optimize two objectives at a time. So we seek non-dominated pairs i.e. the batch sequence and resource value, after defining dominance between solutions.A polynomial algorithm is constructed based on linear programming formulations of the corresponding problems.     

An Intersection Theorem on an Unbounded Set and Its Application to the Fair Allocation Problem

We prove the following theorem. Let m and n be any positive integers with mn, and let be a subset of the n-dimensional Euclidean space ⁿ . For each i=1, . . . , m, there is a class of subsets M _i ^j of ^Tn . Assume that for each i=1, . . . , m, that M _i ^j is nonempty and closed for all i, j, and that there exists a real number B(i, j) such that and its jth component _{xjB(i, j)} imply . Then, there exists a partition of {1, . . . , n} such that for all i and We prove this theorem based upon a generalization of a well-known theorem of Birkhoff and von Neumann. Moreover, we apply this theorem to the fair allocation problem of indivisible objects with money and obtain an existence theorem.     

Simulation optimization of buffer allocations in production lines with unreliable machines

We use a recent simulationbased optimization method, sample path optimization, to find optimal buffer allocations in tandem production lines where machines are subject to random breakdowns and repairs, and the product is fluidtype. We explore some of the functional properties of throughput of such systems and exploit these properties to prove the almost sure convergence of our optimization technique, under a regularity condition on the steady state. Utilizing a generalized semiMarkov process (GSMP) representation of the system, we derive recursive expressions to compute onesided directional derivatives of throughput, from a single simulation run. Finally, we give computational results for lines with up to 50 machines. We also compare results for smaller lines with the results from a more conventional method, stochastic approximation, whenever applicable. In these numerical studies, our method performed quite well on problems that are considered difficult by current computational standards.     

Broad distributions from resource partitioning

We present a model describing a generic process in which a finite resource is partitioned and distributed among agents. Through numerical simulation we show that the model considered is able to originate, within a unifying approach, a variety of broad distributions and provides an interpretation of empirical properties of distributions observed in the real world. In particular it allows to relate the exponent of the power-law part of the distributions to resource abundance and accessibility, while the left-end exponential behavior, observed in many distributions, is related to the presence of dissipative effects.     

Holding costs under push or pull conditions - The impact of the Anchor Point

Holding costs are traditionally determined from the investment in physical stock during a cycle. An alternative approach instead derives holding costs from Net Present Value (NPV) functions. It is known that applying both frameworks to the same system can lead to different holding cost valuations, but little explanation has been offered. By introducing the Anchor Point in a model, this paper shows, for four different systems, that traditional holding cost models (implicitly) assume pull conditions, while current NPV approaches model push conditions. This explains in part the differences between the methods. It is shown that the Anchor Point concept allows the construction of NPV models under pull conditions, giving results in better correspondence with traditional models. The traditional framework is restricted to pull conditions and important considerations could be easily overlooked, leading to wrong valuations of holding costs. NPV seems superior as such considerations are automatically incorporated. The application to multi-echelon inventory systems provides interesting insights on the roles of echelon stocks and lead-times, and offers potential for future research.