变时滞HIV梯度传染模型的指数稳定性

考虑了一类具变时滞和常恢复率的同质人群 HIV梯度传染模型 ,得到了一个阈值 ,当阈值小于 1时 ,疾病消除平衡点全局指数渐近稳定 ,当阈值大于 1时 ,传染病平衡点存在唯一 ,同时得到该传染病平衡点局部指数渐近稳定的充分条件 .     

CIMS缓冲区分配工件的阈值控制策略及其优化

本文对两个并行不同的工作站，在有限的缓冲区中，提出了一类分配工件的阈值控制策略．首先利用结构矩阵分析理论，在这类阈值控制策略下给出了这个CIMS可靠性模型的随机结构，得到了系统的稳态生产率和稳态可用度，推导了这类阈位控制策略的两类持续时间的分布，然后在保证系统稳态生产率最大的目标下，得到了这类阈值控制策略的PW－最优解和PT－最优解．     

带止损条件的配对交易最优阈值

作为一种市场中性的交易策略,配对交易早已被应用于各类投资实践中,但是由于股票市场的波动性和不确定性,配对交易依然可能存在较大的损失风险,不过目前对带止损条件的最优阈值问题研究依然较少.文章假定股票价格服从几何布朗运动,在买卖两条阈值曲线的基础上,加入止损曲线,引入新的开仓区域.通过最大化回报函数,将最优阈值问题转化为随机控制问题,求解相应的HJB方程,得到最优阈值.随后,文章选取A股北京银行和华夏银行两支股票对最优阈值进行验证,计算得到的年化收益率为14.55%,最大回撤相对止损前降低1.99%,验证了加入止损后最优阈值的有效性.     

集体行动的阈值模型

主要讨论集体行动的特征,社会机理,集体行动研究的主要两类模型阈值模型和效用模型.然后,综合考虑两类模型的优缺点并引入心理阈值理论,在经典Granovetter阈值模型基础上给出了一种融合心理学阈值理论和经济学效用理论的集体行为阈值模型.并在考虑群体空间因素和朋友社会影响强度条件下对所提出的模型进行了仿真研究,得到了集体行动的相变临界值,均衡点(达到平衡状态后参与数量).文章尝试运用阈值理论解释骚乱暴动等激进群体行为,以及Web上群体观点极化与社会认同理论之间的联系.最后,讨论了提出的模型与Granovetter模型之间的不同及应用范围.     

计算机蠕虫病毒传播的数学模型分析

建立了一种计算机病毒传播的数学模型,并利用微分方程理论进行了分析,得到了计算机病毒消除的阈值,并进行了数值模拟.     

离散的SI和SIS传染病模型的研究

为了描述个体的死亡、染病者的恢复以及疾病的传染,引入了相应的概率.基于总种群中个体数量为常数的假设,根据染病者能否恢复分别建立了具有生命动力学的离散SI和SIS传染病模型.所得到的结果显示:它们具有与相应连续模型相同的动力学性态,并确定了各自的阈值.在它们的阈值之下,传染病最终将灭绝;在它们的阈值之上,传染病将会发展成为地方病,染病者的数量将趋向于一确定的正常数.     

一类时滞SIS传染病模型的讨论

对一类具有生理阶段结构的SIS传染病模型进行了分析，得到了传染病最终消除和成为地方病的阈值．     

多阈值和非独立同分布的在线分位数学习算法

本文研究了多阈值和非一致分布下的在线分位数回归算法,在每一次迭代中,样本会来自不同的分布和取不同的阈值.利用边缘分布在对偶空间中多项式收敛的性质,我们得到了算法的学习速度,并且做了相应的数值模拟来支持我们的结论.     

Logistic模型阈值控制悖论及复杂性分析

研究了Logistic模型稳态均值在阈值控制下产生反直觉变化现象与复杂响应的机理.结果表明,阈值控制能引起映射区间改变和映射分布变化,二者之间的竞争导致了受控Logistic模型稳态均值的反直觉变化现象与复杂响应.在阈值下限接近0或阈值上限接近1时,映射分布变化是影响稳态均值复杂响应的主导因素.阈值下限大于其临界值或阈值上限小于其临界值时,稳态均值变化主要由映射区间改变决定,此时,受控Logistic模型稳态均值会出现反直觉变化现象.理论分析结果通过数值仿真得到进一步证实.     

基于非参数方法的DNA序列信噪比阈值研究

基于人类、鼠类及其他哺乳动物的基因数据,共计1264个外显子、1553个内含子进行基因预测,对DNA序列信噪比阈值进行判断.提出基于Mann-Whitney检验、符号检验、Wilcoxon符号秩和检验的非参数置信区间法计算信噪比阈值,得到人类的阈值为1.108,鼠类的为1.0971,其他哺乳动物的为1.1754,与均值平均法、带标准差加权平均法、定义阈值为2的方法比较判断的正确率,结果表明利用非参数置信区间法计算的阈值在基因预测中具有最高的正确率.     

PPP项目中政府补偿与社会资本投资运营决策研究

从社会资本的视角出发研究了政府部门补偿额度的大小对PPP项目中社会资本投资决策和运营决策的影响,通过将政府部门的补偿分为不同的等级,并结合实物期权理论建立模型求解出了不同等级下社会资本投资的临界值和退出的临界值。算例分析表明在考虑政府补偿的情形下,项目经营阶段社会资本退出的临界值远低于其经营成本,项目投资阶段社会资本投资的临界值严格大于其退出的临界值,并且随着政府补偿额度的增加,投资和退出的临界值严格递减。     

On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy

In this paper, the discounted penalty (Gerber-Shiu) functions for a risk model involving two independent classes of insurance risks under a threshold dividend strategy are developed. We also assume that the two claim number processes are independent Poisson and generalized Erlang (2) processes, respectively. When the surplus is above this threshold level, dividends are paid at a constant rate that does not exceed the premium rate. Two systems of integro-differential equations for discounted penalty functions are derived, based on whether the surplus is above this threshold level. Laplace transformations of the discounted penalty functions when the surplus is below the threshold level are obtained. And we also derive a system of renewal equations satisfied by the discounted penalty function with initial surplus above the threshold strategy via the Dickson-Hipp operator. Finally, analytical solutions of the two systems of integro-differential equations are presented.     

A non‐autonomous epidemic model with time delay and vaccination

In this paper, a non‐autonomous SIRVS epidemic model with time delay and vaccination is investigated. We assume that the vaccinated have a constant immunity period. Some new threshold conditions are obtained. These threshold conditions govern the extinction and permanence of the disease. When the model degenerates into the periodic or autonomous case, the corresponding basic reproduction number can be derived from these threshold conditions. Copyright © 2009 John Wiley & Sons, Ltd.     

On parameter estimation of threshold autoregressive models

This paper studies the threshold estimation of a TAR model when the underlying threshold parameter is a random variable. It is shown that the Bayesian estimator is consistent and its limit distribution is expressed in terms of a limit likelihood ratio. Furthermore, convergence of moments of the estimators is also established. The limit distribution can be computed via explicit simulations from which testing and inference for the threshold parameter can be conducted. The obtained results are illustrated with numerical simulations.     

Viability analysis for the sustainable management of renewable resources

We consider an age-structured discrete time modeling of a renewable resource, controlled by the harvesting of the mature class. A harvesting policy is considered to be sustainable if a minimum harvesting threshold can be guaranteed at any time, taking into account availability constraints. For the characterization of such policies, viability analysis reveals the intrinsic compatibility of the dynamics within a given threshold. Formulae for the maximal sustainable threshold that can be maintained by the resource, viability kernels and the set of corresponding sustainable feedbacks are obtained. We then propose explicit management rules, maximizing the sustainable threshold, and illustrate them with numerical simulations for two kinds of resources.     

工作时间受限的单部件可修系统的维修策略

基于几何过程理论,研究了一类工作时间受限的单部件可修系统的最优更换策略问题.假定系统的维修时间和工作时间都服从一般分布,当工作时间低于预先给定的阈值φ,或当系统的维修次数达到N时,不再维修,而是更换上全新系统.利用更新过程理论,得到了系统平均故障频度和平均可用度等可靠性指标,并给出了系统长期运行单位时间期望效益函数的表达式,最后通过数值模拟讨论了下限阈值和工作次数对最优策略的影响.     

基于高斯核支持向量机的商品期货市场套利研究

基于高斯RBF核支持向量机预测棉花商品期货主力和次主力合约协整关系的价差序列,确定最优SVM参数,并选择合适的开平仓阈值,进行同品种跨期套利.再与多项式核支持向量机套利结果对比,得到在所有开平仓阈值上,基于高斯RBF核支持向量机套利的收益率都明显高于多项式核支持向量机套利的收益率.     

Long term behaviors of stochastic single-species growth models in a polluted environment II

This is a continuation of our paper [M. Liu, K. Wang, X. Liu. Long term behaviors of stochastic single-species growth models in a polluted environment. Appl Math Model 2011;35:752–62]. This work still devotes to studying three stochastic single-species models in a polluted environment. For the first system, sufficient criteria for extinction, stochastic non-persistence in the mean, stochastic weak persistence in the mean, stochastic strong persistence in the mean and stochastic permanence of the population are established. The threshold between stochastic weak persistence in the mean and extinction is obtained. For the second model, sufficient conditions for extinction, stochastic non-persistence in the mean, stochastic weak persistence, stochastic weak persistence in the mean, stochastic strong persistence in the mean and stochastic permanence are established. The threshold between stochastic weak persistence and extinction is derived. For the third system, the threshold between stochastic weak persistence and extinction is obtained.     

Optimal empty vehicle repositioning and fleet-sizing for two-depot service systems

This paper considers the problem of determining optimal control policies for empty vehicle repositioning and fleet-sizing in a two-depot service system with uncertainties in loaded vehicle arrival at depots and repositioning times for empty vehicles in the fleet. The objective is to minimise the sum of the costs incurred by vehicle maintenance, empty vehicle repositioning and vehicle leasing. A novel integrated model is presented. The optimal empty repositioning policy for a particular fleet size is shown to be of the threshold control type. The explicit form of the cost function under such threshold controls is obtained. The optimal threshold values and fleet-size are then derived. Numerical examples are given to demonstrate the results.     

A real-time methodology for minimizing mean flowtime in FMSs with routing flexibility: Threshold-based alternate routing

This paper presents an efficient continuous real-time routing strategy, namely threshold-based alternate routing (TAR), to minimize mean flowtime of parts in a FMS with routing flexibility. TAR routes parts to alternate machines instead of their primary machines when the benefit in terms of waiting time obtained from routing to an alternate machine exceeds a pre-determined threshold value. This study proposes that the threshold value for each manufacturing system is unique and presents a methodology for determining its unique value. The threshold concept and the performance of TAR in minimizing mean flowtime are tested with extensive experimentation, involving intricate experimental design. TAR provides very significant improvements in system performance measures compared to other real-time rerouting methods and shows that the threshold value is unique and dependent on system parameters for each manufacturing system. The relationship between the threshold value and system parameters has also been determined.