Sparse-Grid Surrogate Models for Uncertainty Analysis

The computation of fuzzy arithmetical solutions of problems involving uncertain, fuzzy-valued model parameters can be formulated as a nested sequence of optimization problems. In order to reduce the amount of model evaluations, which is often a limiting factor for the applicability of uncertainty analysis if the original model is evaluated, a surrogate-model approach based on sparse-grid interpolation is investigated. The optimization process is then performed on the basis of the surrogate representation, leading to a significant improvement with respect to the computation time. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

基于熵的不确定性敏感性分析

为确定影响维修保障信息分析结果不确定性的关键输入参数,提出一种基于熵的不确定性敏感性分析方法.首先分析了模型输出结果的不确定性的表现形式、度量方法、产生机制;其次基于条件熵思想给出分析不确定性的敏感性参数以及敏感性分析方法;然后,简单介绍了盲数理论在计算不确定性数据中的应用;最后,结合平均维修时间模型进行了案例研究,说明了基于熵的不确定性敏感性分析方法的可用性,并证明了不确定性敏感性分析与求导不能等同的结论.     

Parameter Estimation of the Disk in a Floating Caliper Disk Brake Model with respect to Squeal

Noise from a vehicle is always a concern for any automotive industry looking for passenger comfort. This also holds for the different types of brake noise, in particular for squeal, which is a source of discomfort both to passengers and passers‐by. Intensive research on low frequency squeal (noise between 1‐5 kHz) has been carried out. A model of the floating caliper disk brake has been recently proposed by the authors with the aim to predict the onset of squeal. A flutter type instability resulting from nonconservative restoring forces is assumed to be the reason behind squeal in this model. The problem of validating the model against experimental observation lies in the fact that all the system parameters included in the model, especially the disk, are to be carefully chosen. In this work some parameters of the disk are estimated and a method is suggested to estimate these parameters in a systematic way. For that purpose, the values are to be accurately selected by experiments and modal updating technique. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Using Statistical Models for Mathematical Programming Sensitivity Analysis

When exploring the potential payoffs from energy R & D, it is necessary to perform benefit-cost calculations over a wide range of future scenarios. Repeated runs of large-scale mathematical programming models are often required. This paper describes how simple statistical models might be used to eliminate at least some of the costly computer runs. The approach is illustrated in the context of a recent study on the effect of breeder timing on electricity generating costs.     

Cost Uncertainty in Competitive Bidding Models

In this paper a number of issues will be examined regarding uncertainty about cost estimates in competitive bidding models. First, the value of information is derived when the relevant parameters are known. Next, it is shown how the usual procedure for finding the optimal price can be improved by taking into account information regarding the relation between the ratio of estimated cost to real cost for winning bids, and markup. Finally, a trial-and-error procedure is presented for determining the parameters needed to estimate the value of information.     

个体相关性对多生命模型影响的敏感性分析(英文)

本文关注多生命模型的敏感性分析。我们主要考虑两种多生命模型:联合生命模型与最后生存者模型。文中分析了个体相关性结构对两种模型下净保费的影响并得到了相关的理论结果。文中的数值结果体现了相关性结构对净保费产生的重要影响。     

Efficient Reliability Sensitivity Estimation for Optimization Under Uncertainty

In this contribution, an efficient framework for performing reliability-based optimization is presented. Key issues of the proposed approach are the decoupling of optimization and reliability estimation and efficient reliability sensitivity estimation. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

不同情形下供应链优化决策模型的比较分析

本文提出三种不同情形（制造商与零售商追求各自利润最大化，并且没有价格折扣策略；制造商与零售商共同追求总利润最大化，不实施价格折扣策略；制造商与零售商共同追求总利润最大化，并实施价格折扣策略）下供应链价格和库存补充策略的优化决策模型，并通过具体数例进行比较分析，结果表明，供应链合作并实施价格折扣策略时的供应链总利润最高，而供应链双方利润分配系数的变化对基于供应链总利润最大化的供应链优化决策没有影响．     

Bayesian Calibration and Uncertainty Analysis for Computationally Expensive Models Using Optimization and Radial Basis Function Approximation

We presenta Bayesian approach to model calibration when evaluation of the model is computationally expensive. Here, calibration is a nonlinear regression problem: given a data vector Y corresponding to the regression model f(β), find plausible values of β. As an intermediate step, Y and f are embedded into a statistical model allowing transformation and dependence. Typically, this problem is solved by sampling from the posterior distribution of β given Y using MCMC. To reduce computational cost, we limit evaluation of f to a small number of points chosen on a high posterior density region found by optimization.Then,we approximate the logarithm of the posterior density using radial basis functions and use the resulting cheap-to-evaluate surface in MCMC.We illustrate our approach on simulated data for a pollutant diffusion problem and study the frequentist coverage properties of credible intervals. Our experiments indicate that our method can produce results similar to those when the true “expensive” posterior density is sampled by MCMC while reducing computational costs by well over an order of magnitude.     

出行量预测不确定下基于灵敏度分析的拥挤收费定价模型

拥挤收费是改善城市交通的有效手段.对拥挤收费定价的研究方法之一,就是针对固定的出行量进行收费设计.由于出行量预测不确定的因素,应针对长期出行量预测不确定的情况,利用灵敏度分析的方法,对拥挤收费定价的问题进行研究.首先研究了出行者出行的广义费用,然后考虑出行者的出行决策及出行量预测不确定的因素,给出一个拥挤收费定价模型,为交通管理者提供理论依据.     

Modelling Under Uncertainty: Comparing Three Acid-Rain Models

This paper examines three themes of modelling. Its primary concern is with the problem of representing uncertainty in models, while the issues of interactive computer modelling and the use of models as decision aids also receive some attention. These issues are addressed by way of a comparative analysis of three models of the acid-deposition problem which have been developed in recent years in the UK and USA. The design of these models and the methods employed to represent uncertainty are described. The strengths and weaknesses of these techniques, and the various unresolved issues which these models have highlighted, are discussed.     

不同决策模式下的双渠道供应链合作广告博弈分析

本文研究了双渠道供应链中非合作广告模式、合作广告模式和战略联盟模式下的合作广告问题,给出了不同决策模式下的均衡解。对比分析发现:战略联盟模式中品牌广告和零售商广告投入水平最高,网络广告投入水平最低且零售渠道的产品需求最高。合作广告模式和战略联盟模式中的系统收益与广告比率负相关,与产品网络适应度正相关。     

不同模型下ES风险度量的计算

给出当金融资产遵从几何布朗运动时期望损失的计算。当金融资产价格的对数收益率服从均值方程为ARMA模型,方差方程为GARCH(s,n)模型,而均值修正后的收益率分别服从正态分布、t分布和GED分布时,给出了期望损失的计算。     

Stability Analysis of A Floating Caliper Disc Brake

In this paper, the onset of the dynamic instability in a .oating caliper disc brake system is studied. The disc is modelled as a .exible rotating plate, the pad is taken as a small mass and a distributed sti.ness, and the motion of the caliper is also taken into consideration. The linearized equations of motion about the equilibrium position are derived assuming a constant braking force. The equations are subsequently discretized with the help of appropriate shape functions. The eigenvalue problem is then solved to detect the onset of instability. The effects of damping on the stability of motion are investigated as well.     

线性空间自回归模型的不同惩罚函数下参数估计的比较及其实证分析

在线性空间自回归模型的研究中,本文首次提出了将三种惩罚LASSO,ALASSO,SCAN进行惩罚效果的比较;然后利用惩罚最小二乘进行参数估计,在三种惩罚函数下,进行了模拟分析,并且将三种惩罚估计与拟极大似然估计进行了比较,在实例分析中,针对美国的暴力犯罪问题,在加入空间因素后,讨论了本区域和周边环境的因素对暴力犯罪率的影响。在整理了美国各州的暴力犯罪数据后,我们发现仍然有59个自变量,利用三种惩罚函数,得出在各种惩罚下的压缩估计,经过进一步分析,得出了影响某一区域的暴力犯罪率的主要因素。     

Uncertainty and Imprecision: Modelling and Analysis

Any statistical analysis or decision analysis contains numerical inputs of which we are unsure. Some of our uncertainty arises from physical randomness which we can model in various ways, ideally through probability. Some uncertainty relates to judgemental estimates of quantities about which we may be unsure in many different respects. There are other uncertainties involved, however: some relate to ambiguity and imprecision of meaning; some relate to lack of clarity in the objectives which the analysis seeks to meet; some relate to the numerical accuracy of calculations. How should the uncertainty arising from ambiguity be modelled? Other uncertainties can also impact on an analysis. Why is the analysis being conducted? Are the objectives clear?     

The Assortment Problem: Different Models and an Application

An assortment problem concerned with moulds used for making steel forging ingots is outlined. Different models for solving the problem are described and compared.     

影子价格及其灵敏度分析

影子价格真实地反映了资源在经济结构中最优决策下对总收益的影响和贡献大小，是实现资源合理配置的重要依据。本首先介绍影子价格的经济意义和计算方法，然后从影响影子价格变化的因素入手对影子价格进行灵敏度分析，最后探讨影子价格在经济管理中的应用。