共查询到19条相似文献,搜索用时 78 毫秒
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首先给出了运输问题最优解的相关概念,将最优解扩展到广义范畴,提出狭义多重最优解和广义多重最优解的概念及其区别.然后给出了惟一最优解、多重最优解、广义有限多重最优解、广义无限多重最优解的判定定理及其证明过程.最后推导出了狭义有限多重最优解个数下限和广义有限多重最优解个数上限的计算公式,并举例验证了结论的正确性. 相似文献
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研究复合二项对偶模型的最优分红问题,通过分析HJB方程得到了最优分红策略和相应的最优值函数之间的关系以及最优值函数的简单计算方法.通过讨论最优红利策略的一些性质得到了最优值函数的可无限逼近的上界和下界. 相似文献
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本文提出强上图收敛的概念,讨论了逼近随机规划的目标函数序列的强上图收敛性,研究了逼近随机规划最优值和最优解集的收敛性条件,得到了一类随机规划逼近最优值和最优解集的收敛性. 相似文献
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研究了在供应中断下具有随机需求的闭环供应链系统的最优差别定价模型.基于博弈论的理论和方法分别在集中式和分散式决策情形下,确定了最优批发价、最优销售价、最优订购量及系统利润.最后通过数值例子对最优差别定价模型进行了实证分析. 相似文献
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一类新的最优分割法及其应用 总被引:1,自引:0,他引:1
本文对最优分割法的目标进行了改造,提出了一类新的最优分割法,包括六种最优分割法 M1—M6.通过实例计算,发现新方法的分类性能指标有了明显改进.最后,把离散多目标规划方法与最优分割法结合起来,提出了一种寻求最优分类的协调型最优分割法. 相似文献
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关于多元线性模型未来观察的预测 总被引:3,自引:0,他引:3
卞国瑞 《数学年刊A辑(中文版)》1983,(2)
本文讨论了多元线性模型未来观察的预测问题,得到了它的下列最优线性预测量:最优线性预测量,经验最优线性预测量,最优线性无偏预测量和最优齐线性予测量。 相似文献
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讨论了一类具终端观测且与年龄相关的非线性时变种群扩散系统的最优分布控制问题利用偏微控制理论和先验估计,证明了系统最优分布控制的存在性,得到了控制为最优的一阶必要条件,并进而讨论了系统的最优反馈控制问题. 相似文献
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In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method. 相似文献
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为了对易腐季节性产品的销售价格和订单量进行最优决策,考虑产品在不同腐损程度的情形下,需求与价格和时间同时相关的一类季节性产品的动态定价和订单量的集成优化问题.建立该类产品的价格制订次数、每次制订的价格和订单量的集成优化模型,并对模型进行求解,最后结合数例验证模型的实用性和可操作性,并分析产品腐损程度对价格制订次数、价格大小、订单量和利润的影响.结果表明,随着产品腐损程度的提高,零售商在销售季节内的产品价格最优制订次数保持不变;零售商在销售季节内所制订的最优价格逐渐微降;产品的最优订单量和所产生的最优利润逐渐微升. 相似文献
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S. Viswanathan 《The Journal of the Operational Research Society》1996,47(7):936-944
In this paper, we propose a new optimal algorithm for the Joint Replenishment Problem. The proposed algorithm can be used to determine the optimal strict-cyclic policy, as well as the optimal among all cyclic policies for the joint replenishment problem. Computational experiments on randomly generated problems reveal that the proposed algorithm performs better than existing optimal algorithms for the problem. 相似文献
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This paper deals with the optimal scheduling of a one-machine two-product manufacturing system with setup, operating in a continuous time dynamic environment. The machine is reliable. A known constant setup time is incurred when switching over from a part to the other. Each part has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a production flow control problem. The objective is to minimize the sum of the backlog and inventory costs incurred over a finite planning horizon. The global optimal solution, expressed as an optimal feedback control law, provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady-state, the optimal cyclic schedule (Limit Cycle) is determined. This is equivalent to solving a one-machine two-product Lot Scheduling Problem. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region is associated an optimal control policy. A novel algorithm (Direction Sweeping Algorithm) is developed to obtain the optimal state trajectory (optimal policy that minimizes the sum of inventory and backlog costs) for this last case. 相似文献
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Optimal payout policy in presence of downside risk 总被引:1,自引:0,他引:1
Luis H. R. Alvarez Teppo A. Rakkolainen 《Mathematical Methods of Operations Research》2009,69(1):27-58
We analyze the determination of a value maximizing dividend payout policy for a broad class of cash reserve processes modeled
as spectrally negative jump diffusions. We extend previous results based on continuous diffusion models and characterize the
value of the optimal dividend distribution strategy explicitly. We also characterize explicitly the values as well as the
optimal dividend thresholds for a class of associated optimal liquidation and sequential lump sum dividend control problems.
Our results indicate that both the value as well as the marginal value of the optimal policies are increasing functions of
policy flexibility in the discontinuous setting as well.
相似文献
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In this paper, the task of achieving the soft landing of a lunar module such that the fuel consumption and the flight time
are minimized is formulated as an optimal control problem. The motion of the lunar module is described in a three dimensional
coordinate system. We obtain the form of the optimal closed loop control law, where a feedback gain matrix is involved. It
is then shown that this feedback gain matrix satisfies a Riccati-like matrix differential equation. The optimal control problem
is first solved as an open loop optimal control problem by using a time scaling transform and the control parameterization
method. Then, by virtue of the relationship between the optimal open loop control and the optimal closed loop control along
the optimal trajectory, we present a practical method to calculate an approximate optimal feedback gain matrix, without having
to solve an optimal control problem involving the complex Riccati-like matrix differential equation coupled with the original
system dynamics. Simulation results show that the proposed approach is highly effective. 相似文献
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Ján Lovíšek 《Applied Mathematics and Optimization》1991,24(1):1-33
We deal with an optimal control problem for variational inequalities, where the linear operators as well as the convex sets of possible states depend on the control parameter. The existence theorem for optimal control is applied to optimal design problems for sandwich conical shells where a variable thickness of given layers appears as a control variable. 相似文献
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This paper considers a free terminal time optimal control problem governed by nonlinear time delayed system, where both the terminal time and the control are required to be determined such that a cost function is minimized subject to continuous inequality state constraints. To solve this free terminal time optimal control problem, the control parameterization technique is applied to approximate the control function as a piecewise constant control function, where both the heights and the switching times are regarded as decision variables. In this way, the free terminal time optimal control problem is approximated as a sequence of optimal parameter selection problems governed by nonlinear time delayed systems, each of which can be viewed as a nonlinear optimization problem. Then, a fully informed particle swarm optimization method is adopted to solve the approximate problem. Finally, two free terminal time optimal control problems, including an optimal fishery control problem, are solved by using the proposed method so as to demonstrate its applicability. 相似文献
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L. W. White 《Journal of Optimization Theory and Applications》1982,38(2):275-285
We consider the limiting behavior of optimal bang-bang controls as a family of Sobolev equations formally converges to a wave equation. The weak-starlimit of the sequence of bang-bang controls is an optimal control for the wave equation problem. The associated optimal states converge strongly and, for the optimal time problem, the optimal times converge to the optimal time for the wave equation.This work was supported in part by the National Science Foundation, Grant No. MCS-79-02037. 相似文献