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81.
This paper concerns with the problem of how to running an insurance company to maximize his total discounted expected dividends. In our model, the dividend rate is limited in and the company is allowed to transfer any proportion of risk by reinsuring. So there are two strategies which we call dividend strategy and reinsurance strategy. The objective function and the corresponding optimal two strategies are the solution and the two free boundaries of the following Barenblatt parabolic equation under certain boundary conditions on an angular domain The main effort is to analyze the properties of the solution and the free boundaries to show the optimal decision for the insurance company. 相似文献
82.
G. Yu S. H. Jacobson N. Kiyavash 《Stochastics An International Journal of Probability and Stochastic Processes》2020,92(2):223-264
ABSTRACTWe provide an asymptotic analysis of multi-objective sequential stochastic assignment problems (MOSSAP). In MOSSAP, a fixed number of tasks arrive sequentially, with an n-dimensional value vector revealed upon arrival. Each task is assigned to one of a group of known workers immediately upon arrival, with the reward given by an n-dimensional product-form vector. The objective is to maximize each component of the expected reward vector. We provide expressions for the asymptotic expected reward per task for each component of the reward vector and compare the convergence rates for three classes of Pareto optimal policies. 相似文献
83.
航空器供油问题是一类非线性组合优化问题,其目标函数为分式形式,该问题目前不存在多项式时间算法,也未被证明是NP完全问题。一般可以用置换来刻画n架飞机的一个供油顺序。该问题中有一类实例被称为“完全逆序类”,“完全逆序类”用动态规划算法求解计算时间为O(n2n),具有指数时间复杂度。本文通过对该“完全逆序类”问题做进一步分析,发现在“完全逆序类”中也存在着多项式时间可解的情况。定理1研究一类一次可解的情况,若问题满足定理1的条件,则求解一次即可找到其最优解;定理2研究一类多项式时间可解的情况,当问题满足定理2的条件时,其最优解可在多项式时间内获得。 相似文献
84.
It is shown that for , there exists an optimal packing with triples on points that contains no Pasch configurations. Furthermore, for all (mod 6), there exists a pairwise balanced design of order , whose blocks are all triples apart from a single quintuple, and that has no Pasch configurations amongst its triples. 相似文献
85.
研究基于扩展Leslie投影矩阵的离散尺度结构种群模型的最优收获问题,约束条件包括生态平衡和开发成本等.运用凸优化理论证明了最优收获策略的存在性,导出了最优收获模式,应用模型参数给出了收获比率.结论显示:最优策略具有两阶段结构. 相似文献
86.
Asymptotic synchronization of continuous/discrete complex dynamical networks by optimal partitioning method 下载免费PDF全文
The synchronization problem for both continuous and discrete‐time complex dynamical networks with time‐varying delays is investigated. Using optimal partitioning method, time‐varying delays are partitioned into l subintervals and generalized results are derived in terms of linear matrix inequalities (LMIs). New delay‐dependent synchronization criteria in terms of LMIs are derived by constructing appropriate Lyapunov–Krasovskii functional, reciprocally convex combination technique and some inequality techniques. Numerical examples are given to illustrate the effectiveness and advantage of the proposed synchronization criteria. © 2014 Wiley Periodicals, Inc. Complexity 21: 193–210, 2015 相似文献
87.
In practical applications, information about the accuracy or ‘fidelity’ of alternative surrogate systems may be ambiguous and difficult to determine. To address this problem, we propose to treat surrogate system fidelity level as a categorical factor in optimal response surface design. To design the associated experiments, we apply the Expected Integrated Mean Squared Error optimal design criterion, which takes into account both variance and bias errors. The performance of the proposed design was compared using three test cases to four types of alternatives using the Empirical Integrated Squared Error. Because of its ability to foster relatively accurate predictions, the proposed design is recommended in fidelity experimental design, particularly when the experimenters lack sufficient information about the fidelity levels of surrogate systems. The method was applied to the case of intraday trading optimization in which data were collected from the Taiwan Futures Exchange. We also calculated the implied volatility from the Merton's Jump‐diffusion model via the fast Fourier transform algorithm with three different models of varying fidelity levels. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
88.
ECONOMICALLY OPTIMAL MARINE RESERVES WITHOUT SPATIAL HETEROGENEITY IN A SIMPLE TWO‐PATCH MODEL 下载免费PDF全文
Bioeconomic analyses of spatial fishery models have established that marine reserves can be economically optimal (i.e., maximize sustainable profit) when there is some type of spatial heterogeneity in the system. Analyses of spatially continuous models and models with more than two discrete patches have also demonstrated that marine reserves can be economically optimal even when the system is spatially homogeneous. In this note we analyze a spatially homogeneous two‐patch model and show that marine reserves can be economically optimal in this case as well. The model we study includes the possibility that fishing can damage habitat. In this model, marine reserves are necessary to maximize sustainable profit when dispersal between the patches is sufficiently high and habitat is especially vulnerable to damage. 相似文献
89.
In this paper we develop a stochastic (first order Markovian) consumer choice model that represents variety seeking behaviour and we investigate the practical implications of this model for optimal product positioning relative to a zero order model that does not incorporate variety seeking. We show that the optimal positioning implications of a variety seeking process is indeed different than those of a (no-variety-seeking) zero order process. Based on intuition, one might expect increased variety seeking to imply that firms should increase the distance between their products in an attribute space. In fact, we show that this effect does occur for relatively low share brands. But just the opposite effect holds for relatively high share brands. That is, variety seeking behaviour generates a desire to more differentiation among low share brands, and a desire for less differentiation among high share brands. 相似文献
90.
本文阐述了用于高温超导磁体电磁结构优化设计的一种新方法,与一般优化方法不同之处在于其不用定义磁体的初始结构形状,采用该方法可以得到满足规格和性能要求的较佳磁体结构.通过此方法优化设计了一个中心磁场为3T的Bi系高温超导磁体,其设计结果与满足同样要求且经过优化的单螺管高温超导磁体的设计结果作了对比,由结果表明该方法具有很好的优化效果. 相似文献