一类面积函数的最小值点的特性

本文运用Ｒｉｅｍａｎｎ－Ｓｔｉｅｌｊｅｏ积分的基本性质讨论了一类由连续单调函数所确定的面积函数的最小值问题，得到了该问题的最小值点恰为区问的中点。其变形问题的最小值点的函数值与函数在两端点的函数值的均值相等。     

ADS-B设备提供监视服务的可靠性分析

将概率论和HEART、基准系统等方法相结合,评估在空中交通管制环境下,考虑到管制员指令出现差错的前提下,两架机广播式自动相关监视(ADS-B)设备的飞机发生碰撞的风险值,通过计算的风险值判断空管情况下ADS-B监视服务的可靠性.从纵向、侧向和垂直碰撞以及管制员差错四个方面共同构建出机载ADS-B设备下,飞机发生碰撞的碰撞模型.将实际数据带入到模型中,验证模型的正确性,并分析了实验得到的结果.计算结果等于2.126×10~(-9)次/飞行小时,证明模型正确性和ADS-B的可靠性.     

线性生成模糊值函数积分的Monte Carlo解法

首先利用模糊结构元方法,将模糊值函数的积分转换成等价的确定函数积分.然后,采用Monte Carlo模拟方法给出确定函数积分的数值解,进而获得原模糊值函数积分的数值解.最后,给出了具体算例.     

基于贝叶斯网络的新冠肺炎区域风险等级划分准确性评估

新冠肺炎在我国爆发后，分区分级管控措施已经取得了良好的效果，但研判的准确度有待商榷。提出基于不精确概率的贝叶斯网络决策模型，评估疫情区域风险等级划分的准确度。采用贝叶斯网络结构表征风险等级划分过程，并进行了数学描述。通过分析疫情防控中收集的证据，提炼出网络节点状态的不精确概率数值，并将其转化成真、假、不确定三个状态的基本概率分配函数；运用扩展的证据合成技术传递节点的不确定性，评估风险等级划分的准确性。结果表明：区域风险等级划分为中风险的判断准确性较高，而低、高风险的判断准确性较低；疫情防控进入常态化后，精准防控还应结合风险等级的准确度重点考虑低、高风险区域经济社会的秩序安排，以适应应急管理科学化、专业化、智能化、精细化的需要。     

基于三角模糊层次分析法的农产品滞销风险等级决策评价

为了有效预警和弱化农产品滞销事件危害,提出农产品滞销风险等级评估方法.首先,搜集近3年来发生的农产品滞销较大事件209起,分析确定农产品滞销风险等级评价指标体系.其次,考虑到决策过程的复杂性和不确定,提出三角模糊数的层次分析法确定评价指标权重.将农产品滞销风险划分为五个等级,构建各等级的标准模糊状态向量,利用模糊模式识别法计算农产品与等级标准模糊状态向量之间的贴近度.然后,基于权重和贴进度建立农产品滞销风险等级决策模型.最后,实例和对比分析研究验证了基于三角模糊数的层次分析法和模糊模式识别的农产品滞销风险等级评估模型的有效性和可行性.     

考虑双参照点和Choquet积分的新型研发机构绩效评估方法及应用

针对新型研发机构绩效评估值不确定、指标间存在关联、投资主体多元且有风险偏好、指标集权重未知等绩效问题,提出基于双参照点和Choquet积分的绩效评估方法。首先,结合新型研发机构的特点,构建绩效评估指标体系;其次,基于累积前景理论设计同行-期望双参照点;然后,构建指标间直接关联矩阵,依据K-可加模糊测度和平均边际贡献Banzhaf值优化求解指标集权重,代入Choquet积分方法和参照点权重公式计算各新型研发机构的综合绩效评估值,从而实现机构排序和问题分析。该方法考虑了新型研发机构的特点、数据不确定性、指标关联性、风险偏好性、权重未知性等因素,更加符合实际情况,案例验证了方法的有效性和实用性。     

基于CVaR投资组合优化问题的光滑化方法

对选定的风险资产进行组合投资,以条件风险价值(CVaR)作为度量风险的工具,建立单期投资组合优化问题的CVaR模型。目标函数中含有多重积分与plus函数,产生情景矩阵将多重积分计算转化成求和运算,提出plus函数的一个新的一致光滑逼近函数并给出求解CVaR模型的光滑化方法,最后的实证研究表明了本文算法的优越性。     

基于属性间交互作用指标的多属性决策方法

多属性决策问题的各属性之间通常存在关联,而这种关联对决策的影响不可以忽略。基于属性间的交互作用指标,本文提出了一种新的评价函数,并研究了该评价函数的性质。首先,本文详细介绍了合作对策中几个常用的交互作用指标的概念。然后,提出了基于属性间交互作用指标的交互加权评价函数,简称为IWE函数。同时,本文给出了IWE函数的相关性质,并讨论了IWE函数与Choquet积分算子的联系与区别。最后,以算例验证本文所提方法在多属性决策中的合理性与有效性。     

区间二型模糊集效用函数和熵在风险决策中的应用

针对以区间二型模糊集(IT2FS)为信息环境的多属性决策(MADM)问题,引入IT2FS效用函数,并提出基于IT2FS效用函数,熵和风险因子的风险决策模型。首先基于截集思想提出两种IT2FS效用函数公式,有效提取了IT2FS全部信息,比以往的序值型公式更加科学有效。其次基于已提出的IT2FS三种不确定度量存在的问题提出三种新型不确定度量,并基于此三种不确定度量提出IT2FS熵公式弥补原有熵度量的不足。再次引入风险偏好因子反映决策者不同的风险态度,并改进风险偏好因子范围。构造基于效用函数,熵和风险偏好因子的风险决策模型。最后利用一个实例分析结果表明,该风险决策模型中决策者风险偏好对属性权重以及方案的排序存在影响,该决策思想对风险投资决策和风险管理决策均有一定的参考作用。     

模糊积分分类器中的积分类型选择

与其它分类器相比,模糊积分分类器不仅可以表示各个特征属性的权重,而且可以表示它们之间的交互作用。因此,在具有交互作用的环境下,模糊积分分类器具有明显的优势。适用于分类的模糊积分主要有Sugeno积分、Choquet积分、上积分和下积分等。模糊积分类型的选择是模糊积分分类器中的关键问题之一。在实际应用中,选取何种模糊积分都是事先指定的。本文从四种模糊积分的定义和相互关系出发,结合四种模糊积分分类器的数值实验结果,得出了一条有益的结论。适用于分类的模糊积分选择次序依次为Choquet积分、下积分、上积分、Sugeno积分。     

基于风险-均值分析的供应商选择与订单分配集成优化模型与求解

针对不确定环境下具有不同供应合约的供应商选择与订单分配问题,本文构建了基于风险-均值分析的模糊两阶段多周期集成优化模型。与传统的该问题研究并未充分考虑供应商选择与订单分配两阶段决策的交互影响不同,在该模型中,第一阶段供应商选择的评价目标依赖于后期实际运营中的订单分配决策;并考虑未来需求和实际运营成本的不确定性,引入在险价值和期望值两种决策准则对供应商选择方案的绩效进行评价。提出了该模型的分析求解方法,在险价值得以精确评估,期望值被控制在确定的误差范围内,并可以达到足够的精度要求。     

Analysis of centroid aggregation for the Euclidean distance p-median problem

Demand data aggregation results in loss of information and thereby induces errors in the locational decision being made, both in the facility location configurations (optimality error) and in the computed value of the objective function (cost error). The aggregation effect is quite problem-specific, depending on the aggregation scheme used and on the demand pattern. In this paper, we perform a theoretical analysis for the centroid aggregation effect on the Euclidean distance p-median location problem. We study the worst case and average case errors, and in the multi-facility location model Source C error is closely examined. The results of the paper are illustrated via numerical examples and some empirical findings of previous work are interpreted using our analytical results.     

Return Policy Model of Supply Chain Management for Single-Period Products

A return policy is one of the major issues in supply chain management, particularly for managing single-period products that are characterized with short sales period and little salvage value. The value of the buyback price is important to ensure a stable supply chain. The role of the risk attitude of the retailer and supplier is also known as an essential factor to the decision in determining a return policy. In this paper, we present the result of our investigation into this problem. The aim of our work is to develop a model to determine optimal return policies for single-period products based on uncertain market demands and in the presence of risk preferences. The impact of the wholesale price and selling price is also investigated to determine the optimal order quantities and optimal buyback price for different types of risk attitudes.     

基于风险管理的动态供应链超网络均衡模型

基于风险管理的动态供应链超网络均衡模型的研究有助于供应链超网络节点厂商在动态环境下优化其风险管理,降低风险损失,提升供应链网络在风险管理下的竞争优势。本文以三层供应链超网络为研究对象,采用风险发生概率和损失函数表达供应链超网络中节点厂商中断风险的特征,构建了基于风险管理的动态供应链超网络均衡模型。模型中包括三种类型的节点,产品生产商、零售商和需求市场,生产商考虑风险损失的情况下,基于动态变化的风险、需求和成本追求个体期望效益最优化。接着,通过进化变分不等式来表达动态供应链超网络风险管理下的均衡解,并采用投影动态系统求解进化变分不等式,通过数值算例验证方法的可靠性和合理性,通过投影动态系统解释某一个厂商趋近均衡解的过程。通过单一厂商趋近均衡解的过程,阐述其他厂商相应的最优决策。     

Probability models for access security system architectures

This paper presents probability models of access control security system architectures. Access control is the process of screening objects; for example people, baggage, entering a secured area in order to detect and prevent entry by threats such as unauthorized personnel, firearms, explosives. A security system architecture consists of device technologies, as well as operational policies and procedures for utilizing the technologies. The probability models are developed based on Type I (a false alarm is given) and Type II (a threat is not detected) errors. The concept of controlled sampling, in which objects may take different paths through the system, is introduced. New architectures consisting of multiple devices and controlled sampling are proposed and analyzed. The results presented indicate that for specific threat levels, multiple-device systems can be identified which outperform single-device systems for certain error probability measures.     

状态转移下的利率预期与误差学习假说

采用线性回归和状态转移模型讨论利率预期的"误差学习假说"和不同期限利率预测误差之间的关联性,并考虑带有风险溢价时预测误差的作用.分析发现,1年期限的"误差学习假说"在银行间国债市场中是成立的,不同期限的利率预期对预测误差的反应呈现一定的独立性,不同的状态中预测误差和风险溢价对利率预期的影响是不同的,考虑风险溢价有助于提升对利率预期变动的解释.     

Track geometry defect rectification based on track deterioration modelling and derailment risk assessment

Analysing track geometry defects is critical for safe and effective railway transportation. Rectifying the appropriate number, types and combinations of geo-defects can effectively reduce the probability of derailments. In this paper, we propose an analytical framework to assist geo-defect rectification decision making. Our major contributions lie in formulating and integrating the following three data-driven models: (1) A track deterioration model to capture the degradation process of different types of geo-defects; (2) A survival model to assess the dynamic derailment risk as a function of track defect and traffic conditions; (3) An optimization model to plan track rectification activities with two different objectives: a cost-based formulation (CF) and a risk-based formulation (RF). We apply these approaches to solve the optimal rectification planning problem for a real-world railway application. We show that the proposed formulations are efficient as well as effective, as compared with existing strategies currently in practice.     

A minimum variance of utility approach to ideal point estimation in certain biased groups

This paper discusses a problem of group decision making called ideal point estimation. This problem is equivalent to all individuals of the group, or a representative committee, attempting to estimate the maximum point for an unknown group multiattribute value function. The paper concentrates on a type of systematic error which is possible in such processes and proposes a method of estimation, the minimum variance of utility method, which is capable of debiasing such estimates in certain cases. A model of group error called the dome error process is shown to provide a concrete instance of this type of systematic bias. The method is illustrated numerically and some applications are discussed.     

Using extended Monte Carlo simulation method for the improvement of risk management: Consideration of relationships between uncertainties

This paper considers the relationship of the major uncertainties of a project by using proposed approach. This approach by using rotary algorithm intellectualized the classic Monte Carlo simulation. This will help utility function to come closer to reality so that decision making and risk analysis would be done based on the real and possible modes, providing better conditions for decision making. Analyzing and investigating uncertainties are done in the risk management frame work. Because opportunities and threats are not separated, Monte Carlo simulation analysis is implemented as an integrated tool to reach the project goals, analyzing and investigating a variety of uncertainty permutations simultaneously. This method is a powerful tool for investigating the effects of all uncertainties’ occurrence, so it has noticeable benefits such as simultaneous consideration of uncertainties and the capability of representing several dimensions of utility function. In spite of these benefits, not considering the type and level of relationships, some permutations of uncertainties will occur that are not possible in real world. This would divert the utility function from reality. A simple example is used to illustrate the application of the model in practice.     

基于错误逻辑分解转化联结词的生态文明指标知识表达模型研究

研究错误逻辑的知识表达模型,以错误逻辑理论结合生态文明"五位一体"所构建的生态文明建设指标体系,进行基于对象识别的知识表达.指标体系内的各元素分别被定义为错误逻辑模型中的事物、特征、函数和规则.建模时,首先进行事物分解,第二步进行特定事物下对应的特性及规则分解,最后根据判别规则G对错误函数f形式的影响,对各项指标所适用的错误函数类型进行分类.对象的生成可以为用矩阵这样的数据结构对逻辑知识进行系统化组织做前期准备.