共查询到20条相似文献,搜索用时 109 毫秒
1.
王耀武 《数学的实践与认识》2018,(5)
毕达哥拉斯模糊是对模糊集和直觉模糊集的推广.研究了基于区间值毕达哥拉斯模糊集和模糊逼近理想解(TOPSIS)的多属性决策方法.考虑了属性信息的不同情况,包括属性信息完全已知,部分可知和完全未知的情况.对于部分可知情况,通过求解线性规划模型确定属性的权重;对于完全未知的情况,利用相对贴近系数确定属性的权重.给出了具体的算法步骤,最后将该方法应用到学生的推优问题上,实例说明新方法的有效性和合理性. 相似文献
2.
该文通过对包虫病传播机理以及西藏地区包虫病流行现状的研究,构建了一类符合西藏地区实际情况的包虫病动力学模型.利用Lyapunov函数对模型平衡点进行了稳定性分析,证明了无病平衡点和地方病平衡点的全局稳定性.并用收集到的数据,依据模型对基本再生数R0和包虫病流行情况进行了估计和模拟,结果表明构建的模型符合当地实际传播情况,具有一定的合理性.最后针对归置流浪犬和宣传教育两种防治措施给出了合理的建议. 相似文献
3.
结合一次针对三江平原湿地非使用价值进行的问卷调查,对条件价值法中支付意愿与问卷各问题之间的相关关系进行分析.对无序变量采用了χ2检验方法,对定序变量采用了Kendall系数检验.最终认为,受访者的社会情况与对湿地的认识问题相比较,受访者的社会情况对支付意愿有着更强烈的影响. 相似文献
4.
通过对铁路客运服务质量的改善情况的研究,提出了基于粗糙集和马尔可夫过程的铁路客运服务质量改善程度评价模型.该模型利用马尔可夫过程得到各个指标的改善状况;引入粗糙集确定的指标权重得到服务质量总体改善情况.通过对调查问卷的数据进行分析,验证了以上模型的科学性和可行性. 相似文献
5.
研究了当窗函数变化时非均匀Gabor框架的稳定性.对紧支撑Gabor框架,将均匀情况下关于稳定性的结论推广到了非均匀的情况;对一般的Gabor框架,利用W(L^∞,e^1)范数给出了其稳定的一个充分条件. 相似文献
6.
王林峰 《数学的实践与认识》2005,35(10):17-22
建立了确诊病例和疑似病例累计人数随时间变化的差分方程模型.通过对其求解和合理的假设讨论了确诊病例数在不同的阶段随时间变化的情况.进一步,用我们的模型来模拟北京疫情(2003.4.20—2003.5.29)的变化情况.说明我们的模型具有一定的实用性. 相似文献
7.
8.
提高电能利用效率,合理分配稀缺资源是电网公司能源监控建设的重要内容.通过国家电网青海分公司在2020年2月到2021年5月对某农业灌溉重点监测用户用电量情况进行监测,提出采用小波分析方法对监测数据进行去噪和对奇异值的挖掘.通过小波分析,全面而细致的量化了数据在不同频域下的波动情况,在较大程度上保留数据的原始信息并且对奇异数据具有较高的识别效果.计算结果表明:运用该方法可以有效挖掘出正常数据的波动情况,并且得出的奇异数据主要分布时间段,与实际情况相吻合. 相似文献
9.
10.
讨论工件加工时间是等待时间的非线性增加函数的单机排序问题,目标函数为极小化完工时间和与极小化最大延误.基于对问题的分析,对于一般非线性函数的情况,给出了工件间的优势关系.对于某些特殊情况,利用工件间的优势关系得到了求解最优排序的多项式算法.推广了文献中的结论. 相似文献
11.
从系统的观点出发,把公司的赔付情况与投资收益相接合,对比例再保险与超额损失再保险,建立了在投资影响下的带跳的再保险模型,给出了基于投资的再保险定价公式,为公司厘订再保险费提供了新的方法. 相似文献
12.
In this paper, we consider a risk process with stochastic return on investments. The basic risk process is the classical risk process while the return on the investment generating process is a compound Poisson process plus a Brownian motion with positive drift. We obtain an integral equation for the ultimate ruin probability which is twice continuously differentiable under certain conditions. We then derive explicit expressions for the lower bound for the ruin probability. We also study a joint distribution related to exponential functionals of Brownian motion which is required in the derivations of the explicit expressions for the lower bound. 相似文献
13.
一类组合投资问题的线性规划解法 总被引:3,自引:0,他引:3
根据选定总体风险的一个上界值使组合投资的收益率达到最大的原则,并在合理简化的基础上建立组合投资决策问题的线性规划模型。然后通过算例求解带有参数的线性规划问题,给出资产组合的风险控制值和相应的最大净收益率及投资比例向量的关系。 相似文献
14.
Yichun Chi 《Insurance: Mathematics and Economics》2010,46(2):385-396
In this paper, we extend the Cramér-Lundberg risk model perturbed by diffusion to incorporate the jumps of surplus investment return. Under the assumption that the jump of surplus investment return follows a compound Poisson process with Laplace distributed jump sizes, we obtain the explicit closed-form expression of the resulting Gerber-Shiu expected discounted penalty (EDP) function through the Wiener-Hopf factorization technique instead of the integro-differential equation approach. Especially, when the claim distribution is of Phase-type, the expression of the EDP function is simplified even further as a compact matrix-type form. Finally, the financial applications include pricing barrier option and perpetual American put option and determining the optimal capital structure of a firm with endogenous default. 相似文献
15.
Guo-jing Wang Rong WuDepartment of Mathematics Suzhou University Suzhou China Department of Mathematics Nankai Univercity Tianjin China 《应用数学学报(英文版)》2002,18(4):685-692
In this paper, we discuss the classical risk process with stochastic return on investment. We prove some properties of the ruin probability, the supremum distribution before ruin and the surplus distribution at the time of ruin and derive the integro-differential equations satisfied by these distributions respectively. 相似文献
16.
《European Journal of Operational Research》1996,95(3):511-521
In this this paper we adopt the point of view that advertising is an investment, and propose a simple formula for calculating the level of media spending which maximizes the return on investment. The information which must be supplied for the calculation is commonly available, and we express the optimal expenditure level in terms which are meaningful to media planners. We show that when maximizing return on investment not all of the allocated media budget should be spent. 相似文献
17.
We consider a financial market consisting of a risky asset and a riskless one, with a constant or random investment horizon. The interest rate from the riskless asset is constant, but the relative return rate from the risky asset is stochastic with an unknown parameter in its distribution. Following the Bayesian approach, the optimal investment and consumption problem is formulated as a Markov decision process. We incorporate the concept of risk aversion into the model and characterize the optimal strategies for both the power and logarithmic utility functions with a constant relative risk aversion (CRRA). Numerical examples are provided that support the intuition that a higher proportion of investment should be allocated to the risky asset if the mean return rate on the risky asset is higher or the risky asset return rate is less volatile. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
18.
19.
基于集中投资策略的思想,把股票价格服从对数正态分布与凯利优化模型相结合,使其能更好地运用于股票投资实践中,推导出投资者个股投资的资产配置比例与投资者对个股投资收益率和标准差预测值之间的数学关系,从而实现最快财富增长速率的目标. 相似文献
20.
In this paper, we study the optimal investment and proportional reinsurance strategy when an insurance company wishes to maximize the expected exponential utility of the terminal wealth. It is assumed that the instantaneous rate of investment return follows an Ornstein-Uhlenbeck process. Using stochastic control theory and Hamilton-Jacobi-Bellman equations, explicit expressions for the optimal strategy and value function are derived not only for the compound Poisson risk model but also for the Brownian motion risk model. Further, we investigate the partially observable optimization problem, and also obtain explicit expressions for the optimal results. 相似文献