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1.
Sensitivity analysis for variational inequalities   总被引:13,自引:0,他引:13  
Sensitivity analysis results for variational inequalities are presented which give conditions for existence and equations for calculating the derivatives of solution variables with respect to perturbation parameters. The perturbations are of both the variational inequality function and the feasible region. Results for the special case of nonlinear complementarity are also presented. A numerical example demonstrates the results for variational inequalities.The author is indebted to A. V. Fiacco for many valuable suggestions and comments. This work was supported in part by funding from the Economic Regulatory Administration, US Department of Energy, under Contract No. W31109ENG38.  相似文献
2.
军事情报冲突决策的信号博弈分析   总被引:1,自引:0,他引:1  
本文用冲突分析理论探讨了军事情报欺骗问题的定量、定性分析方法 ,建立了在不完全信息下信号博弈模型 ;分析了不同指挥能力下的参与者 ,怎样从受骗强度这个参数有效的判断指挥员的“能力”;给出了一简便的评估欺骗方案优劣的数学方法 .  相似文献
3.
An Epidemic Model with a Time Delay in Transmission   总被引:1,自引:0,他引:1  
We study a mathematical model which was originally suggested by Greenhalgh and Das and takes into account the delay in the recruitment of infected persons. The stability of the equilibria are also discussed. In addition, we show that the introduction of a time delay in the transmission term can destabilize the system and periodic solutions can arise by Hopf bifurcation.  相似文献
4.
This paper considers an epidemic model of a vector-borne disease which has direct mode of transmission in addition to the vector-mediated transmission. The incidence term is assumed to be of the bilinear mass-action form. We include both a baseline ODE version of the model, and, a differential-delay model with a discrete time delay. The ODE model shows that the dynamics is completely determined by the basic reproduction number R0. If R0?1, the disease-free equilibrium is globally stable and the disease dies out. If R0>1, a unique endemic equilibrium exists and is locally asymptotically stable in the interior of the feasible region. The delay in the differential-delay model accounts for the incubation time the vectors need to become infectious. We study the effect of that delay on the stability of the equilibria. We show that the introduction of a time delay in the host-to-vector transmission term can destabilize the system and periodic solutions can arise through Hopf bifurcation.  相似文献
5.
本文考虑了一个带有环保投资的随机内生增长模型,利用随机最优化方法对模型进行均衡分析和动态分析,得出了一定条件下的最优税率和最优私人环保投资率,讨论了它们之间的关系,并进行了福利分析.  相似文献
6.
本文研究了兼具生产与消费功能的政府开支模型 ,对这个模型进行了均衡分析与动态分析 ,由此得到了四个相关的例题 .证明了本模型是内生模型 ,经济增长与折现率和相对风险厌恶系数负相关 ,以及均衡的不稳定性 .并与只考虑一种开支的AK模型做了比较 ,得到一些特定性的结论 .  相似文献
7.
本文给出了人民币汇率决定模型,并对货币供需、资金流量进行了分析.该模型参照了Robimson的国际贸易条件理论、Alexander吸收理论、特别是Barro—Calvo—Robriguez融资产组合平衡与货币分析法于一体的货币主义的货币替代模型.这个模型体系由三部分组成:基本模型、动态模型、调控模型.基于这三个模型,对汇率决定进行了一般的均衡分析、走势分析与调控分析.  相似文献
8.
文章着重研究了市场需求服从正态分布时参数估计误差变化对产品开发决策正确性的影响。通过实例分析,得到了处理这类问题的方法。文章进而给出了需求为有限方差与数学期望的一般随机量的处理方法,还给出了对Poisson变量的分析公式。  相似文献
9.
Passenger’s transfer route choice behavior is one of the prominent research topics in the field of railway transportation. Existing traffic assignment approaches do not properly account for passenger’s expectation for transfer reliability. In this study, the transfer reliability is explicitly defined and a multi-class user equilibrium model is established, given which passengers choose the minimal-cost path based on their expected reliability thresholds. In particular, a path-based traffic assignment algorithm which combines a k-shortest path algorithm and the method of successive averages is proposed. The validity of the proposed approach is verified by an illustrative example. Using the proposed modeling approach, it is possible to determine the passenger’s collective route choice behavior based on the user equilibrium pattern. Moreover, the railway timetables can be evaluated and optimized based on the cost-based level of service estimation.  相似文献
10.
We consider a single server queueing system in which service shuts down when no customers are present, and is resumed when the queue length reaches a given critical length. We assume customers are heterogeneous on delay sensitivity and analyze customers’ strategic response to this mechanism and compare it to the overall optimal behavior. We provide algorithms to compute the equilibrium arrival rates and also derive the monotonicity of equilibrium and optimal arrival rates. We show that there may exist multiple equilibria in such a system and the optimal arrival rate may be larger or smaller than the decentralized equilibrium one.  相似文献
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