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41.
For one‐dimensional simple symmetric random walk, the Hausdorff and packing dimensions of sets of sample paths with prescribed rate of returns to the origin are determined. This gives a multifractal decomposition of the underlying sample space. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
42.
This paper deals with the optimal control of a one-machine two-product manufacturing system with setup changes, operating in a continuous time dynamic environment. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a feedback control problem. The objective is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady state, the optimal cyclic schedule is determined. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region, the optimal control policy is determined analytically. 相似文献
43.
A method for the deposition of BN onto graphite and other substrates is described. Boron trichloride (BCl3) and ammonia (NH3) diluted with Ar were used as reacting gases. The deposition process was carried out at 1300 K as well as lower temperatures in an open system at pressures of 1 atm. The consequences of the introduction of hydrogen to the system were considered. It was demonstrated that the replacement of argon with hydrogen increases the efficiency of the process as well as the theoretical rate of BN deposition. However, the acceleration of the deposition seems to be unprofitable, because the resulting supersaturation leads to the formation of an amorphous phase. The modification of the experimental conditions were proposed.Dedicated to Professor Dr. rer. nat. Dr. h.c. Hubertus Nickel on the occasion of his 65th birthday 相似文献
44.
We address in this paper the problem of finding an optimal strategy for dealing with bottleneck machines and bottleneck parts in the cell formation process in group technology. Three types of economic decisions are considered: subcontracting, machine duplication and intercell moves. The problem is formulated as a minimum weighted node covering problem in a hypergraph, and we show that it can be solved in polynomial time by finding a maximum weighted stable set in a bipartite graph. We extend this result to cellular manufacturing systems in which the sequence of operations of each part is known in advance. 相似文献
45.
W. Brüggemann K. Fischer H. Jahnke 《Journal of Mathematical Modelling and Algorithms》2003,2(2):153-169
In Part I of this study, we suggest to identify an operations research (OR) problem with the equivalence class of models describing the problem and enhance the standard computer-science theory of computational complexity to be applicable to this situation of an often model-based OR context. The Discrete Lot-sizing and Scheduling Problem (DLSP) is analysed here in detail to demonstrate the difficulties which can arise if these aspects are neglected and to illustrate the new theoretical concept. In addition, a new minimal model is introduced for the DLSP which makes this problem eventually amenable to a rigorous analysis of its computational complexity. 相似文献
46.
This paper proposes a floating-point genetic algorithm (FPGA) to solve the unit commitment problem (UCP). Based on the characteristics of typical load demand, a floating-point chromosome representation and an encoding–decoding scheme are designed to reduce the complexities in handling the minimum up/down time limits. Strategic parameters of the FPGA are characterized in detail, i.e., the evaluation function and its constraints, population size, operation styles of selection, crossover operation and probability, mutation operation and probability. A dynamic combination scheme of genetic operators is formulated to explore and exploit the FPGA in the non-convex solution space and multimodal objective function. Experiment results show that the FPGA is a more effective technique among the various styles of genetic algorithms, which can be applied to the practical scheduling tasks in utility power systems. 相似文献
47.
给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释. 相似文献
48.
Q.J. Zhu 《Journal of Mathematical Analysis and Applications》2007,326(1):708-720
Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated. 相似文献
49.
设Λ={λn}n∞=1为正的实数数列,且当n→∞时,有λn↘0.本文给出了当λn≤Mn-1/2,n=1,2,…,(其中M>0为一正常数)时Müntz系统{xλn}的有理函数在Lp[0,1]空间的逼近速度,主要结论为Rn(f,Λ) Lp≤CMω(f,n-1/2)Lp,1≤p≤∞. 相似文献
50.
We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean
vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period
where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which,
in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient
frontier and an illustrative example is given to demonstrate the application of the procedure. 相似文献