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131.
This paper concerns with the problem of how to running an insurance company to maximize his total discounted expected dividends. In our model, the dividend rate is limited in and the company is allowed to transfer any proportion of risk by reinsuring. So there are two strategies which we call dividend strategy and reinsurance strategy. The objective function and the corresponding optimal two strategies are the solution and the two free boundaries of the following Barenblatt parabolic equation under certain boundary conditions on an angular domain The main effort is to analyze the properties of the solution and the free boundaries to show the optimal decision for the insurance company. 相似文献
132.
G. Yu S. H. Jacobson N. Kiyavash 《Stochastics An International Journal of Probability and Stochastic Processes》2020,92(2):223-264
ABSTRACTWe provide an asymptotic analysis of multi-objective sequential stochastic assignment problems (MOSSAP). In MOSSAP, a fixed number of tasks arrive sequentially, with an n-dimensional value vector revealed upon arrival. Each task is assigned to one of a group of known workers immediately upon arrival, with the reward given by an n-dimensional product-form vector. The objective is to maximize each component of the expected reward vector. We provide expressions for the asymptotic expected reward per task for each component of the reward vector and compare the convergence rates for three classes of Pareto optimal policies. 相似文献
133.
航空器供油问题是一类非线性组合优化问题,其目标函数为分式形式,该问题目前不存在多项式时间算法,也未被证明是NP完全问题。一般可以用置换来刻画n架飞机的一个供油顺序。该问题中有一类实例被称为“完全逆序类”,“完全逆序类”用动态规划算法求解计算时间为O(n2n),具有指数时间复杂度。本文通过对该“完全逆序类”问题做进一步分析,发现在“完全逆序类”中也存在着多项式时间可解的情况。定理1研究一类一次可解的情况,若问题满足定理1的条件,则求解一次即可找到其最优解;定理2研究一类多项式时间可解的情况,当问题满足定理2的条件时,其最优解可在多项式时间内获得。 相似文献
134.
Medical treatment and vaccination decisions are often sequential and uncertain. Markov decision process is an appropriate means to model and handle such stochastic dynamic decisions. This paper studies the near‐optimality of a stochastic SIRS epidemic model that incorporates vaccination and saturated treatment with regime switching. The stochastic model takes white noises and color noise into account. We first prove some priori estimates of the susceptible, infected, and recovered populations. Moreover, we establish some sufficient and necessary conditions of the near‐optimality by Pontryagin stochastic maximum principle. Our results show that the two kinds of environmental noises have great impacts on the infectious diseases. Finally, we illustrate our conclusions through numerical simulations. 相似文献
135.
An Uzawa-type algorithm is designed for the coupled Stokes equations discretized by the mixed finite element method. The velocity solved by the presented algorithm is weakly divergence-free, which is different from the one solved by the common Uzawa method. Besides, an optimal relaxation parameter of the presented algorithm is provided. 相似文献
136.
本文针对求矩阵方程AXB+CXD=F唯一解的参数迭代法,分析当矩阵A,B,C,D均是Hermite正(负)定矩阵时,迭代矩阵的特征值表达式,给出了最优参数的确定方法,并提出了相应的加速算法. 相似文献
137.
It is shown that for , there exists an optimal packing with triples on points that contains no Pasch configurations. Furthermore, for all (mod 6), there exists a pairwise balanced design of order , whose blocks are all triples apart from a single quintuple, and that has no Pasch configurations amongst its triples. 相似文献
138.
P. Hilse Th. Bornath M. Moll M. Schlanges N. X. Truong S. Göde J. Tiggesbäumker K.‐H. Meiwes‐Broer 《等离子体物理论文集》2012,52(1):28-32
Different experimental methods to maximize the yield of highly charged ions in silver and xenon clusters interacting with intense and ultra‐short optical laser pulses are discussed. Theoretically, the interaction of strong laser fields with clusters is investigated within the nanoplasma model. The time evolution of the laser intensity has been parametrized. The free optimization of the parameters with a genetic algorithm is an effective but expensive tool to control the plasma dynamics. Comparison is given to the parametric control method in which pulse separation and relative intensity ratio of double‐pulses are varied. This method delivers in the case of silver and xenon clusters pulses quite close to the optimal pulse shape (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
139.
《Journal of Graph Theory》2018,89(3):350-360
Suzuki [Discrete Math. 310 (2010), 6–11] proved that for any orientable closed surface F2 other than the sphere, there exists an optimal 1‐planar graph which can be embedded on F2 as a triangulation. However, for nonorientable closed surfaces, the existence of such graphs is unknown. In this article, we prove that no optimal 1‐planar graph triangulates a nonorientable closed surface. 相似文献
140.
《Optimization》2012,61(8):1009-1028
Bilevel convex models are studied after being cast into a parametric programming form. This form has a lexicographic inner-outer structure where the optimal value of the outer model is optimized on the set of optimal solutions of the inner model. Optimal solutions are characterized using a Lagrangian saddle-point approach and a marginal value formula is given for the outer model. These are used to formulate a general method for finding an optimal solution by input optimization. 相似文献