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991.
陈飞 《数学的实践与认识》2014,(7)
基于农业生产技术的功能性特征及随机前沿理论,构建可分离柯布-道格拉斯形式生产函数,测算我国粮食生产全要素增长率及其组成成分.实证结果表明,1999-2011年间,小麦、稻谷和玉米作物的全要素增长率普遍较低,其中,前沿技术进步率对全要素增长率具有正的贡献;但技术效率(尤其是M技术效率)在逐年降低,是造成全要素增长率偏低的主要原因.在此基础上,对影响我国粮食生产技术效率变化的因素进行理论分析和实证检验.研究发现,以直接补贴为主的农业财政支出政策对BC和M技术效率提高作用明显,且影响效果最强.粮食生产技术的推广与普及、粮食生产的规模化和专业化对技术效率具有显著正向影响,但市场机制的影响效果并没有显现出来. 相似文献
992.
We consider nonsynchronous sampling of parameterized stochastic regression models, which contain stochastic differential equations. Constructing a quasi-likelihood function, we prove that the quasi-maximum likelihood estimator and the Bayes type estimator are consistent and asymptotically mixed normal when the sampling frequency of the nonsynchronous data becomes large. 相似文献
993.
In this paper, we model and solve profit maximization problem of a telecommunications Bandwidth Broker (BB) under uncertain market and network infrastructure conditions. The BB may lease network capacity from a set of Backbone Providers (BPs) or from other BBs in order to gain profit by leasing already purchased capacity to end-users. BB’s problem becomes harder to deal with when bandwidth requests of end-users, profit and cost margins are not known in advance. The novelty of the proposed work is the development of a mechanism via combining fuzzy and stochastic programming methodologies for solving complex BP selection and bandwidth demand allocation problem in communication networks, based on the fact that information needed for making these decisions is not available prior to leasing capacity. In addition, suggested model aims to maximize BB’s decision maker’s satisfaction ratio rather than just profit. As a solution strategy, the resulting fuzzy stochastic programming model is transformed into deterministic crisp equivalent form and then solved to optimality. Finally, the numerical experiments show that on the average, proposed approach provides 14.30% more profit and 69.50% more satisfaction ratio compared to deterministic approaches in which randomness and vagueness in the market and infrastructure are ignored. 相似文献
994.
In this paper, we consider some transportation problems (TPs) with different types of fuzzy-stochastic unit transportation costs and budget constraints. These fuzzy stochastic costs are reduced to corresponding crisp ones in two different ways. For the first method, using the definition of α-cut of the fuzzy numbers, expectation is taken separately on both lower and upper α-cuts and then mean expectation is calculated with the help of signed distance. In the second procedure, we realize fuzzy random events (ξ?r) and (ξ?r) for the fuzzy random variable (ξ). Using credibility measure of these events, mean chances for the above fuzzy random events are calculated and then expectation is taken to get the crisp expressions. The reduced deterministic problems of the fuzzy stochastic TP are solved using a real coded genetic algorithm with Roulette wheel selection, arithmetic crossover and random mutation. Few numerical examples are demonstrated to find the optimal solutions of the proposed models. 相似文献
995.
We study an assembly-like queueing system one of whose queues has items with generally distributed time-constraints, where this system has a single server providing services using each item individually. It is well-known that analysis of a queueing system which has items with time-constraint (i.e., impatient items) is difficult since the analytical model must involve all the departure times of these impatient items. We therefore propose to employ the techniques of Whitt’s approximation and show the method for obtaining the stationary distribution of the model. Through some simulation experiments, we discuss the validation of our approximation model, and show that the approximation is accurate in various kinds of situations (e.g., service time distribution and the number of queues). 相似文献
996.
Sally McClean Jennifer Gillespie Lalit Garg Maria Barton Bryan Scotney Ken Kullerton 《European Journal of Operational Research》2014
Stroke disease places a heavy burden on society, incurring long periods of time in hospital and community care, and associated costs. Also stroke is a highly complex disease with diverse outcomes and multiple strategies for therapy and care. Previously a modeling framework has been developed which clusters patients into classes with respect to their length of stay (LOS) in hospital. Phase-type models were then used to describe patient flows for each cluster. Also multiple outcomes, such as discharge to normal residence, nursing home, or death can be permitted. We here add costs to this model and obtain the Moment Generating Function for the total cost of a system consisting of multiple transient phase-type classes with multiple absorbing states. This system represents different classes of patients in different hospital and community services states. Based on stroke patients’ data from the Belfast City Hospital, various scenarios are explored with a focus on comparing the cost of thrombolysis treatment under different regimes. The overall modeling framework characterizes the behavior of stroke patient populations, with a focus on integrated system-wide costing and planning, encompassing hospital and community services. Within this general framework we have developed models which take account of patient heterogeneity and multiple care options. Such complex strategies depend crucially on developing a deep engagement with the health care professionals and underpinning the models with detailed patient-specific data. 相似文献
997.
现实的金融市场上,当有重大信息出现时,会对股价产生冲击,使得股价产生跳跃,同时投资过程会有随机资金流的介入,考虑股价出现跳跃与随机资金流介入的投资组合优化问题,通过构造倒向-前向随机微分方程并结合随机最优控制理论研究了一般效用函数下的投资组合选择问题,获得最优投资组合策略,然后针对二次效用函数,给出显式表示的最优投资组合策略. 相似文献
998.
针对震后次生灾害的演化问题,本文采用多案例分析方法提取地震及其次生灾害事件的属性,从属性层次按照“事件类型、关键属性、从属属性、环境属性和危害评估属性”对其进行结构化描述,分析震后次生灾害事件的属性特征,绘出了震后次生灾害演化Petri网模型。在此基础上,以渐变型次生灾害事件——震后瘟疫为例,根据随机Petri网与马尔科夫链的同构关系,构建了震后瘟疫事件演化系统随机Petri网模型。最后,通过马尔科夫链及相关数学方法对震后瘟疫事件演化系统进行了评估,分析其中的均衡状态及其变动规律,验证了模型的有效性,为应对地震次生灾害事件提供科学的应急决策支持。 相似文献
999.
《Communications in Nonlinear Science & Numerical Simulation》2014,19(6):2104-2114
This paper is concerned with the exponential stability analysis of impulsive stochastic functional differential systems with delayed impulses. Although the stability of impulsive stochastic functional differential systems have received considerable attention. However, relatively few works are concerned with the stability of systems with delayed impulses and our aim here is mainly to close the gap. Based on the Lyapunov functions and Razumikhin techniques, some exponential stability criteria are derived, which show that the system will stable if the impulses’ frequency and amplitude are suitably related to the increase or decrease of the continuous flows. The obtained results improve and complement ones from some recent works. Three examples are discussed to illustrate the effectiveness and the advantages of the results obtained. 相似文献
1000.