Stability analysis of fractional order fuzzy cellular neural networks with leakage delay and time varying delays

In this paper we investigated the stability of fractional order fuzzy cellular neural networks with leakage delay and time varying delays. Based on Lyapunov theory and applying bounded techniques of fractional calculation, sufficient criterion are established to guarantee the stability. Hybrid feedback control is applied to derive the proposed results. Finally, numerical examples with simulation results are given to illustrate the effectiveness of the proposed method.     

基于TOPSIS模型的机场网络节点重要度评估

在机场网络中单个机场节点的失效往往会对其他的节点产生影响,特别是关键节点的失效会波及整个网络.准确客观的识别重要节点机场关乎整个机场网络的安全运营.本文分析了机场网络拓扑特性中的度、集聚系数和接近度指标,考虑了机场旅客吞吐量和所在城市人口等交通经济特性指标,使用熵权法确定权重的基础上,应用TOPSIS法构建综合评价体系模型,最后以华东地区机场网络为例进行节点重要度排序.结果表明与单一指标的评估结果相比,该方法更加全面客观的确定不同属性指标的权重,避免了不同指标取值的差异性,使评价更加全面,更符合机场网络实际运营情况.     

基于Nie-Tan算法的区间二型模糊集质心计算:改变主变量采样个数

计算区间二型模糊集的质心(也称降型)是区间二型模糊逻辑系统中的一个重要模块。Karnik-Mendel(KM)迭代算法通常被认为是计算区间二型模糊集质心的标准算法。尽管如此,KM算法涉及复杂的计算过程,不利于实时应用。在各种改进类算法中,非迭代的Nie-Tan(NT)算法可节省计算消耗。此外,连续版本NT(CNT,continuous version of NT)算法被证明是计算质心的准确算法。本文比较了离散版本NT算法中求和运算和连续版本NT算法中求积分运算,通过四个计算机仿真例子证实了当适度增加区间二型模糊集主变量采样个数时,NT算法的计算结果可以精确地逼近CNT算法。     

n人可信策略博弈

本文研究模糊支付n人策略博弈,由于支付信息的不完全性,模糊支付可视为模糊变量。基于可信性理论,在不同的决策环境中引入模糊排序方法表征支付者行为。因此,本文定义四种可信均衡,等价于纳什均衡。其次证明了可信均衡存在性定理。除此之外,在现实策略博弈中用算例说明四种可信均衡的现实意义。最后讨论四种可信均衡之间可能存在的关系。     

对使用主成分进行绩效指标值排名的讨论

对《基于数据的Goodgrant基金最优投资策略》一文使用主成分分析进行综合评价,对候选学校绩效指标值排名进行了探讨。首先,综合前人研究与本题实际,指出使用主成分分析进行综合评价存在的争议与不足;然后,分别建立TOPSIS模型和综合评价模型对候选学校的绩效指标值进行排名,并对不同方法得到的结果进行对比。结果表明,TOPSIS模型和综合评价模型得到的排名具有高度一致性,前50名重合率达98%,而与主成分分析综合评价的重合率仅有6%,说明使用TOPSIS等传统评价模型对候选学校绩效指标值进行排名更合适。     

Fuzzy logic modifications of the Analytic Hierarchy Process

The Analytic Hierarchy Process (AHP) is a measurement methodology based on pair-wise comparisons that relies on judgment to derive priority scales. During its implementation, one constructs hierarchies, then makes judgments or performs measurements on pairs of elements with respect to a criterion to derive preference scales, which are then synthesized throughout the structure to select the preferred alternative.One of the areas where the AHP finds application is in the subjective phases of risk assessment (RA), where it is used to structure and prioritize diverse risk factors, including the judgments of experts. Since fuzzy logic (FL) has been shown to be an effective tool for accommodating human experts and their communication of linguistic variables, there has been research aimed at modeling the fuzziness in the AHP (FAHP), and recently the focus of some of that modeling has been with respect to RA.The literature discusses more than one FAHP model, which raises the question as to which are the prominent models and what are their characteristics. In response to this question, we examine three of the most influential FAHP models. The article proceeds as follows. It begins with a brief overview of the AHP and its limitations when confronted with a fuzzy environment. This is followed by a discussion of FL modifications of the AHP. A RA-based likelihood score example is used throughout. The article ends with a commentary on the findings.     

Capital allocation for portfolios with non-linear risk aggregation

Existing risk capital allocation methods, such as the Euler rule, work under the explicit assumption that portfolios are formed as linear combinations of random loss/profit variables, with the firm being able to choose the portfolio weights. This assumption is unrealistic in an insurance context, where arbitrary scaling of risks is generally not possible. Here, we model risks as being partially generated by Lévy processes, capturing the non-linear aggregation of risk. The model leads to non-homogeneous fuzzy games, for which the Euler rule is not applicable. For such games, we seek capital allocations that are in the core, that is, do not provide incentives for splitting portfolios. We show that the Euler rule of an auxiliary linearised fuzzy game (non-uniquely) satisfies the core property and, thus, provides a plausible and easily implemented capital allocation. In contrast, the Aumann–Shapley allocation does not generally belong to the core. For the non-homogeneous fuzzy games studied, Tasche’s (1999) criterion of suitability for performance measurement is adapted and it is shown that the proposed allocation method gives appropriate signals for improving the portfolio underwriting profit.     

The valuation of life contingencies: A symmetrical triangular fuzzy approximation

This paper extends the framework for the valuation of life insurance policies and annuities by Andrés-Sánchez and González-Vila (2012, 2014) in two ways. First we allow various uncertain magnitudes to be estimated by means of fuzzy numbers. This applies not only to interest rates but also to the amounts to be paid out by the insurance company. Second, the use of symmetrical triangular fuzzy numbers allows us to obtain expressions for the pricing of life contingencies and their variability that are closely linked to standard financial and actuarial mathematics. Moreover, they are relatively straightforward to compute and understand from a standard actuarial point of view.     

具有多种失效模式的抗震结构的模糊可靠性分析

由于地震荷载和结构抗力具有明显的模糊性,在文献[1,2]中我们提出了具有单一失效模式的抗震结构的模糊可靠性分析.本文将上述概念和方法推广到具有多种失效模式的抗震结构,为此,又提出了结构的“模糊有效域”和“模糊失效域”的概念。     

模糊识别模式在粉土液化判别中的应用

基于模糊数学的基本原理和方法,分析了粉土液化的影响因素,选取粉土的平均粒径,相对密度,标准贯入击数和上覆有效压力作为评价指标,构造粉土液化的模糊识别模式。验证和应用结果表明,模糊识别模式具有很好的映射能力,是粉土液化势预测的有效手段。