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71.
我们将在Ramik定义的模糊最大序关系基础上研究模糊环境中的二人零和对策。在非对称模糊数基础上,引入模糊环境中的几种Nash均衡策略,讨论各种均衡策略存在的充要条件。并引入含参变量确定性矩阵对策及其均衡策略的概念,讨论含参变量确定性矩阵对策的Nash均衡策略和模糊值矩阵对策的均衡策略的关系。 相似文献
72.
Rafał Weron 《Mathematical Methods of Operations Research》2009,69(3):457-473
In this paper we first analyze the stylized facts of electricity prices, in particular, the extreme volatility and price spikes
which lead to heavy-tailed distributions of price changes. Then we calibrate Markov regime-switching (MRS) models with heavy-tailed
components and show that they adequately address the aforementioned characteristics. Contrary to the common belief that electricity
price models ‘should be built on log-prices’, we find evidence that modeling the prices themselves is more beneficial and
methodologically sound, at least in case of MRS models. 相似文献
73.
为分析小攻角巡航条件下吸气式高超声速飞行器上壁面的变化对其气动性能和容积的影响, 以参数化后的飞行器上壁面对称面型线为设计变量, 在飞行马赫数6.5, 飞行高度27 km, 飞行攻角为4°的条件下, 采用计算流体力学为性能分析工具, Pareto多目标遗传算法为优化设计方法, 开展了二维条件下的升阻比/容积双目标优化设计. 在此基础上, 选择典型的二维优化结果, 重构生成对应的三维构型并进行数值分析, 获得了飞行器气动性能和容积间的相互关系. 结果表明在巡航条件下, 尽管二维/三维条件下飞行器的气动参数数值有较大差别, 但在这2种条件下, 飞行器的升阻比和容积间的关系均近似呈线性反比例关系. 同时, 对于三维构型而言, 在给定容积不变的条件下, 通过改变上壁面对称面型线的形状仅能使升阻比获得较小的增量(约0.36%). 相比之下, 当给定升阻比基本不变的条件下, 飞行器容积可调空间相对较大, 约为1.93%. 此外, 计算结果还表明, 在飞行器的容积基本不变情况下, 通过调节上壁面对称面型线, 可使飞行器的俯仰力矩获得5%左右的调节空间, 且其升阻比基本不变. 相似文献
74.
The key idea of this model is that firms are the result of an evolutionary process. Based on demand and supply considerations the evolutionary model presented here derives explicitly Gibrat’s law of proportionate effects as the result of the competition between products. Applying a preferential attachment mechanism for firms, the theory allows to establish the size distribution of products and firms. Also established are the growth rate and price distribution of consumer goods. Taking into account the characteristic property of human activities to occur in bursts, the model allows also an explanation of the size–variance relationship of the growth rate distribution of products and firms. Further the product life cycle, the learning (experience) curve and the market size in terms of the mean number of firms that can survive in a market are derived. The model also suggests the existence of an invariant of a market as the ratio of total profit to total revenue. The relationship between a neo-classic and an evolutionary view of a market is discussed. The comparison with empirical investigations suggests that the theory is able to describe the main stylized facts concerning the size and growth of firms. 相似文献
75.
S. Dempe A. Ruziyeva 《Fuzzy Sets and Systems》2012,188(1):58-67
In the present paper the fuzzy linear optimization problem (with fuzzy coefficients in the objective function) is considered. Recent concepts of fuzzy solution to the fuzzy optimization problem based on the level-cut and the set of Pareto optimal solutions of a multiobjective optimization problem are applied. Chanas and Kuchta suggested one approach to determine the membership function values of fuzzy optimal solutions of the fuzzy optimization problem, which is based on calculating the sum of lengths of certain intervals. The purpose of this paper is to determine a method for realizing this idea. We derive explicit formulas for the bounds of these intervals in the case of triangular fuzzy numbers and show that only one interval needs to be considered. 相似文献
76.
《Optimization》2012,61(6):545-561
In this article we consider the boolean optimization problem of finding the set of Pareto optimal solutions. The vector objectives are the positive cuts of linear functions to the non-negative semi-axis. Initial data are subject to perturbations, measured by the l 1-norm in the parameter space of the problem. We present the formula expressing the extreme level (stability radius) of such perturbations, for which a particular solution remains Pareto optimal. 相似文献
77.
《Optimization》2012,61(4):509-529
This article studies multiobjective optimal control problems in the discrete time framework and in the infinite horizon case. The functions appearing in the problems satisfy smoothness conditions. This article generalizes to the multiobjective case results obtained for single-objective optimal control problems in that framework. The dynamics are governed by difference equations or difference inequations. Necessary conditions of Pareto optimality are presented, namely Pontryagin maximum principles in the weak form and in the strong form. Sufficient conditions are also provided. Other notions of Pareto optimality are defined when the infinite series do not necessarily converge. 相似文献
78.
《Optimization》2012,61(6):1245-1260
ABSTRACTIn this paper, we derive some optimality and stationarity conditions for a multiobjective problem with equilibrium constraints (MOPEC). In particular, under a generalized Guignard constraint qualification, we show that any locally Pareto optimal solution of MOPEC must satisfy the strong Pareto Kuhn-Tucker optimality conditions. We also prove that the generalized Guignard constraint qualification is the weakest constraint qualification for the strong Pareto Kuhn-Tucker optimality. Furthermore, under certain convexity or generalized convexity assumptions, we show that the strong Pareto Kuhn-Tucker optimality conditions are also sufficient for several popular locally Pareto-type optimality conditions for MOPEC. 相似文献
79.
80.
Wutiphol Sintunavarat Poom Kumam 《Applied Mathematics Letters》2012,25(1):52-57
In this paper, we introduce the notion of a hybrid generalized multi-valued contraction mapping and establish the common fixed point theorem for this mapping. Our results generalize, unify, extend and complement several common fixed point theorems of many authors in the literature. 相似文献