Single machine scheduling with resource allocation and learning effect considering the rate-modifying activity

This paper addresses a single machine scheduling problem in which the actual job processing times are determined by resource allocation function, its position in a sequence and a rate-modifying activity simultaneously. We discuss two objective functions with two resource allocation functions under the consideration of a rate-modifying activity. We show that the problems are solvable in O(n⁴)$O(n^4)$ time for a linear resource allocation function and are solvable in O(n²logn)$O(n^2\mathit{logn})$ time for a convex resource allocation function.     

基于矩阵式遗传算法的进出口集装箱堆场箱位分配策略

为提高集装箱码头堆场系统的运作效率,本文针对集装箱码头进出口堆场的空间分配问题,建立了在“作业面”作业模式下以集卡水平运输距离最短为目标,考虑各箱位作业量均衡的集装箱箱位分配模型,对计划时段内的进出口箱箱位分配进行全局优化．采用矩阵式的实数编码方式的遗传算法对模型进行了求解,使用最优解保存策略保证了最终的优化结果．最后通过仿真算例,验证了本文所建立的箱位分配模型对优化堆场空间资源分配,提高进出口箱流转速度的适用性．     

影子价格及其在资源配置中的应用研究

为了应用影子价格实现资源在全社会的最优配置,本文通过线性规划的对偶理论和非线性优化问题的Kuhn-Tucker条件揭示了影子价格的本质,在资源配置优化问题中线性规划模型中的影子价格就是其对偶问题的最优解,非线性规划模型中的影子价格就是与最优解相对应的拉格朗日乘数。根据松紧定理解释了资源影子价格与资源限量之间的关系,还对线性规划模型与非线性规划模型中影子价格的不同表现进行了分析。最后阐明了影子价格在资源配置中的应用。     

基于系统动力学的场外核应急洗消设备配置问题研究

洗消设备配置问题是场外核应急准备工作的重要环节之一,论文根据核辐射洗消过程运行特点,考虑系统内人群密度对洗消进程的影响关系,建立洗消系统系统动力学模型。在不同核辐射超标率场景中,设计不同设备配置方案,模拟并观察系统内等待人数和总洗消时间的变化。仿真结果表明,检测I设备与洗消设备的配置数量及比例,影响洗消进度;在综合考虑设备投入和洗消站占地面积的条件下,该方法可为场外核应急洗消设备配置提供决策依据。     

基于Heston随机波动率模型和风险偏好视角的资产负债管理

本文研究基于Heston随机波动率模型的资产负债管理问题。假设金融市场由一个无风险资产和一个风险资产构成,投资者的目标是最大化其终端财富的期望效用。应用随机控制方法,得到了该问题最优资产配置策略的解析表达式和相应值函数的解析解,通过数值算例分析了Heston模型主要参数以及债务对最优资产配置策略的影响。结果表明:配置到风险资产的比例对Heston模型中的参数非常敏感;为了对冲债务风险,负债的引入使得配置到风险资产的比例比无负债情形下的高;在风险厌恶系数变大时,无论投资者是否有负债,其投资到风险资产的比例则越来越低。     

Ruin-based risk measures in discrete-time risk models

For an insurance company, effective risk management requires an appropriate measurement of the risk associated with an insurance portfolio. The objective of the present paper is to study properties of ruin-based risk measures defined within discrete-time risk models under a different perspective at the frontier of the theory of risk measures and ruin theory. Ruin theory is a convenient framework to assess the riskiness of an insurance business. We present and examine desirable properties of ruin-based risk measures. Applications within the classical discrete-time risk model and extensions allowing temporal dependence are investigated. The impact of the temporal dependence on ruin-based risk measures within those different risk models is also studied. We discuss capital allocation based on Euler’s principle for homogeneous and subadditive ruin-based risk measures.     

Integration of indifference-zone with multi-objective computing budget allocation

In this paper, we consider how to address the issues of having designs with close performance in the multi-objective ranking and selection (MORS) problem. To resolve this issue we propose integrating the indifference-zone (IZ) concept into the multi-objective computing budget allocation (MOCBA) framework. In particular, when IZ is introduced into the MOCBA framework, we address how to determine the probability of non-dominance, how to define the Pareto set, and how to derive allocation rules for the simulation replications. Empirical results show that the MOCBA framework with IZ can significantly save simulation budget when designs to be compared have close performance.     

基于MAS协作机制的动态计算资源调度模型

针对网格环境的自治性、动态性、分布性和异构性等特征.提出基于多智能体系统(Mutil Agent System,MAS)博弈协作的资源动态分配和任务调度模型,建立了能够反映供求关系的网格资源调度模型和任务求解算法,证明了资源分配博弈中Nash均衡点的存在性、唯一性和Nash均衡解,该方法能够利用消费者agent的学习和协商能力,考虑和引入消费者的心理行为,使得消费者的资源申请和任务调度具有较高的合理性和有效性.实验结果表明,资源调度算法不但可以有效减少不必要的延迟,而且在响应时间的平滑性、吞吐率及资源利用率方面比传统算法要好,从而使得整个资源的供需合理、负载均衡.     

Ant colony approach to constrained redundancy optimization in binary systems

This paper presents an ant colony optimization algorithm to address the constrained redundancy allocation problem in order to maximize system reliability for complex binary systems. The constraints involved, though separable, are both linear and non-linear. We couple an adaptive penalty function with the basic ant colony approach to handle highly constrained problems and embed a local search technique to find still better locally optimal solutions. The proposed algorithm has been tested on a large number of problems, containing even up to 500 subsystems, with both fixed and randomly generated parameters. Experimental results demonstrate the advantage of the proposed algorithm to solve similar types of problems.     

区域集群下板材订单配置模型及算法研究

针对集群企业板材资源滞留、无法共享、加工旺季材料短缺等问题,依据区域板材特性和区域企业集群地理相关优势,建立以减少需求方板材订单采购费用最小化为目标的板材订单分配模型,采用以粒子群、免疫算法相结合的混合调度算法。计算过程中,将订单分配对应企业编号作为免疫系统的抗体基因,通过比较适应度函数解与订单预算成本的关系,将抗体群区分为支配解与非支配解,提高算法对抗原的免疫能力和最优解的选择概率。最后以板材订单分配实例进行试验仿真,分别采用PSO算法与IA-PSO算法进行试验对比,对平台上6家订单发布企业寻找合适地理位置相近和价格相对低廉的供应商。试验结果表明,IA-PSO算法能够有效地解决区域集群内板材订单的匹配问题,并且在寻找价格更低和位置更合适的供应商上更有优势。