排序集抽样下Inverse Rayleigh分布的Fisher信息量及其在参数估计中的应用

文章分别在简单随机抽样和排序集抽样下研究了Inverse Rayleigh分布中对应样本所含刻度参数θ的Fisher信息量.数值结果表示,同等样本容量的排序集样本比简单随机样本提供更多关于θ的信息.接着分别基于简单随机样本和排序集样本构造了θ的一些优良估计,并对估计结果进行了数值比较.     

Diffusion-induced Spatio-temporal Oscillations in an Epidemic Model with Two Delays

We investigate a diffusive, stage-structured epidemic model with the maturation delay and freelymoving delay. Choosing delays and diffusive rates as bifurcation parameters, the only possible way to destabilize the endemic equilibrium is through Hopf bifurcation. The normal forms of Hopf bifurcations on the center manifold are calculated, and explicit formulae determining the criticality of bifurcations are derived. There are two different kinds of stable oscillations near the first bifurcation: ...     

A Multi-Scale Method for Distributed Convex Optimization with Constraints

Journal of Optimization Theory and Applications - This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using...     

基于改进模拟退火算法的推动式生产-配送协调优化

为减小物资生产与配送不协调造成的成本及生产资源浪费,建立了考虑推动式生产调度的物资配送优化模型,并针对标准模拟退火算法受随机因素影响易陷入局部最优的缺点,设计带有回火与缓冷操作的改进模拟退火算法对模型求解,确定了优化的车辆配送路线以及物资生产计划。对比实验结果表明:相对于单纯的物资配送优化模型,考虑推动式生产调度的配送优化模型,能够有效减小物资滞留时间以及配送延误成本;相较于标准模拟退火算法,改进算法搜索到了更优解,且计算结果的标准差减小了93.42%,稳定性更好;同时,改进模拟退火算法具有较低的偏差率,在中小规模算例中求解质量较高,平均偏差率在0.5%以内。     

价格与质量双重竞争下电商平台渠道模式决策研究

近年来传统电商正加速从经销商转变为连接消费者与供应商的在线市场中间商, 电商平台与供应商形成三种渠道结构:经销商模式、混合模式和在线市场模式。本文通过构建Stackelberg博弈模型讨论产品质量与价格双重竞争情境下电商平台与供应商销售合作模式最新选择问题。研究表明,当价格竞争强度适中而佣金比例较大时,混合模式是电商平台最优选择,此时产品质量差异最大;当价格竞争强度较小而佣金比例较大时,在线市场模式则是最优选择;在其他条件下,经销商模式是其最优选择。本文结论对电商平台与供应商合作模式选择、产品质量与定价决策具有参考价值。     

A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model

In this paper, we consider the problem of computing different types of finite time survival probabilities for a Markov-Modulated risk model and a Markov-Modulated risk model with reinsurance, both with varying premium rates. We use the multinomial approximation scheme to derive an efficient recursive algorithm to compute finite time survival probabilities and finite time draw-down survival probabilities. Numerical results show that by comparing with MCMC approximation, discretize approximation and diffusion approximation methods, the proposed scheme performs accurate results in all the considered cases and with better computation efficiency.