二阶段随机规划问题基于随机模拟的遗传算法

利用遗传算法不过多依赖目标函数性质．适应于全局搜索的特点．提出了求解二阶段随机规划的基于随机模拟的遗传算法，算法采用随机模拟技术利用样本均值近似代替期望值，使计算得以简化，计算实例表明该算法是有效和可行的。     

背包问题的两阶段动态规划算法

本文通过理论分析给出了背包问题的两阶段动态规划算法，用例题说明了其求解过程。在计算机上运用本文所述算法和背包问题的动态规划算法求解了大量例题。解题实践说明，对于大中型背包问题，两阶段动态规划算法由于只要求对少量变量进行排序而使解题时间大为缩短，是一种值得推荐的算法。     

一类最优指派问题的动态规划算法

考虑一类指派问题：欲把m项工作指派n个人去完成（m≥n）。要求每项工作只能由一个人来做,第i个人可以同时做bi项工作,其中bi(bi≥1）是待求的未知数;i=1,2,…,n,满足∑^ni=1bi=m,假定已知第i人做第j项工作所用的时间cij≥0,i=1,2,…,m。中给出了求解上述问题最优指派（即使总耗用时间最小）的动态规划解法。     

一个求概率约束规划的随机拟次梯度算法

概率约束规划是经常费到的一类规划，但其约束函数含有概率，在一般场合下，很难求出，随机拟次梯度法无须计算约束值与导数值，只要构造出约束函数目标函数的随机拟次梯度即可，本文给出了一个求解概率约束规划的随机拟次梯度算法，并证明了有关的定量及性质。     

近似动态规划求解随机需求分批配送车辆路径问题

本文针对现实生活中固体废弃物收集等需求随机的分批配送车辆路径问题,建立双层马尔科夫决策模型,使用基于动态分区的全局修正策略和基于部分重优化算法的近似动态规划进行求解。通过算例测试和分析表明模型和算法的有效性。得到以下结论：1)SDVRPSD的最优解中车辆数略高于最小期望车辆数的1.2倍,接近使用进化算法得到的最优解中的车辆数,这两者平均约相差0.6辆。2)与静态分区相比,动态分区以花费较多时间为代价,能显著提升服务范围、降低服务费用,并增加分批配送点数量。3)算法最优解与使用固定路径算法得到的初始解相比,期望服务需求量平均提高约2.6%,期望行驶费用平均降低约1.9%;分批配送点数平均多2.5个。     

求解随机凸规划概率约束问题的对偶算法

1引言随机规划中的概率约束问题在工程和管理中有广泛的应用.因为问题中包含非线性的概率约束,它们的求解非常困难.如果目标函数是线性的,问题的求解就比较容易.给出了一个求解随机线性规划概率约束问题的综述.原-对偶算法和切平面算法是比较有效的.在本文中,我们讨论随机凸规划概率约束问题:     

基于自适应动态规划的随机时滞线性二次型最优跟踪控制

针对模型未知且带有时滞的随机线性二次型(SLQ)最优跟踪控制问题,提出了一种自适应动态规划(ADP)算法.首先,利用双因果坐标变换导出原时滞系统的等效系统,构造一个新的由等效系统和命令生成器组成的增广系统,并给出该增广系统的随机代数方程.其次,为了解决随机线性二次最优跟踪控制问题,将随机问题转化为确定性问题.然后提出ADP算法,并给出该算法的收敛性分析.为了实现ADP算法,设计了三种神经网络,分别近似最优性能指标函数,最优控制增益矩阵和系统模型.最后,通过一个数值算例验证算法的有效性.     

大型动态规划的分解算法

An approach about large dynamic programming based on discrete linear system with a quadratic index function is proposed by importing two Lagrange multipliers.     

多水库水资源系统的随机动态运行模型

具有多个水库的水资源系统是一种随机动态系统。研究这种系统的运行管理的目的是要确定一年内各时段中最优运行的策略。在建立优化运行模型时要解决两个问题。一是对于作为系统输入的天然迳流序列和作为系统约束的用水序列的处理方法；二是应用多维动态规划法推求优化运行模型的方法。     

Dynamic Random Walks on Heisenberg Groups

We prove a Guivarc’h law of large numbers and a central limit theorem for dynamic random walks on Heisenberg groups. The limiting distribution is explicitely given. To our knowledge this is the first study of dynamic random walks on non-commutative Lie groups.      

Asymptotics of the Moment Generating Function for the Range of Random Walks

The range of random walks means the number of distinct sites visited at least once by the random walk before time n. We are interested in the free energy function of the range of simple symmetric random walks and determine the asymptotic behavior near the origin.     

Weak Mixing of Random Walks on Groups

Let G be a locally compact -compact group with right Haar measure m and a regular probability measure on G. We say that is weakly mixing if for all gL (G) and all fL ¹(G) with fdm=0 we have n ^{–1 n} _k=1| ^k *f,g|0. We show that is weakly mixing if and only if is ergodic and strictly aperiodic. To prove this we use and prove some results about unimodular eigenvalues for general Markov operators.     

Two Random Walks on Upper Triangular Matrices

We study two random walks on a group of upper triangular matrices. In each case, we give upper bound on the mixing time by using a stopping time technique.     

Random Lazy Random Walks on Arbitrary Finite Groups

This paper considers lazy random walks supported on a random subset of k elements of a finite group G with order n. If k=a log₂ n where a>1 is constant, then most such walks take no more than a multiple of log₂ n steps to get close to uniformly distributed on G. If k=log₂ n+f(n) where f(n) and f(n)/log₂ n0 as n, then most such walks take no more than a multiple of (log₂ n) ln(log₂ n) steps to get close to uniformly distributed. To get these results, this paper extends techniques of Erdös and Rényi and of Pak.     

Rapidly Mixing Random Walks and Bounds on Characters of the Symmetric Group

We investigate mixing of random walks on S _n and A _n generated by permutations of a given cycle structure. The approach follows methods developed by Diaconis, which requires certain estimates on characters of the symmetric group and uses combinatorics of Young tableaux. We conclude with conjectures and open problems.     

一类随机环境中的随机游动

研究了在环境平稳遍历时,右半直线上可逗留的随机环境中的随机游动的常返性和非常返性,给出非常返、正常返、零常返的充要条件,并讨论了极限性质.作为推论,给出P独立同分布时的相应结论.     

一类随机环境中的随机游动

在Solomn的模型的基础上对一类随机环境中随机游动进行了讨论，并得出了一个常返性准则和一些极限性质。     

Random Walks in Weyl Chambers and the Decomposition of Tensor Powers

We consider a class of random walks on a lattice, introduced by Gessel and Zeilberger, for which the reflection principle can be used to count the number of k-step walks between two points which stay within a chamber of a Weyl group. We prove three independent results about such reflectable walks: first, a classification of all such walks; second, many determinant formulas for walk numbers and their generating functions; third, an equality between the walk numbers and the multiplicities of irreducibles in the kth tensor power of certain Lie group representations associated to the walk types. Our results apply to the defining representations of the classical groups, as well as some spin representations of the orthogonal groups.     

半直线上的独立随机环境中可逗留的随机游动

主要研究了在随机环境独立的情况下,右半直线上随机环境中可逗留的随机游动的常返性和非常返性.