医疗保险索赔数据的广义Pareto分布拟合

How to choose an optimal threshold is a key problemin the generalized Pareto distribution (GPD) model.This paper attains the exactthreshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.     

非对称铺层复合材料层合板质量优化设计

复合材料广泛应用于航空航天等领域,追求轻量化设计已经成为研究重点.对复合材料层合板质量优化设计,可以减少层合板的纤维用量,减小层合板的质量,降低成本.首先研究复合材料层合板在承受轴向载荷时,产生的形变量、应力示意图,分析容易发生失效部位;以层合板铺层厚度为设计变量,最大应变、铺层比例等为约束条件,最小化层合板质量为优化...     

保费和索赔到达率与余额相依的最优有界分红率问题

研究保费和索赔到达率与余额相依的最优有界分红问题,目标是最大化破产前的累积期望折现分红.首先,给出一个策略是平稳马氏策略的充分必要条件,运用测度值生成元的理论得到测度值动态规划方程(DPE),并且给出了验证定理的证明.最后,讨论了测度值DPE和相应拟变分不等式(QVI)之间的关系,并且证明了最优分红策略为具有波段结构的...     

Structural Entropy of the Stochastic Block Models

With the rapid expansion of graphs and networks and the growing magnitude of data from all areas of science, effective treatment and compression schemes of context-dependent data is extremely desirable. A particularly interesting direction is to compress the data while keeping the “structural information” only and ignoring the concrete labelings. Under this direction, Choi and Szpankowski introduced the structures (unlabeled graphs) which allowed them to compute the structural entropy of the Erdős–Rényi random graph model. Moreover, they also provided an asymptotically optimal compression algorithm that (asymptotically) achieves this entropy limit and runs in expectation in linear time. In this paper, we consider the stochastic block models with an arbitrary number of parts. Indeed, we define a partitioned structural entropy for stochastic block models, which generalizes the structural entropy for unlabeled graphs and encodes the partition information as well. We then compute the partitioned structural entropy of the stochastic block models, and provide a compression scheme that asymptotically achieves this entropy limit.     

An Optimal Nonlinear Feedback Control Strategy for Randomly Excited Structural Systems

A strategy for optimal nonlinear feedback control of randomlyexcited structural systems is proposed based on the stochastic averagingmethod for quasi-Hamiltonian systems and the stochastic dynamicprogramming principle. A randomly excited structural system isformulated as a quasi-Hamiltonian system and the control forces aredivided into conservative and dissipative parts. The conservative partsare designed to change the integrability and resonance of the associatedHamiltonian system and the energy distribution among the controlledsystem. After the conservative parts are determined, the system responseis reduced to a controlled diffusion process by using the stochasticaveraging method. The dissipative parts of control forces are thenobtained from solving the stochastic dynamic programming equation. Boththe responses of uncontrolled and controlled structural systems can bepredicted analytically. Numerical results for a controlled andstochastically excited Duffing oscillator and a two-degree-of-freedomsystem with linear springs and linear and nonlinear dampings, show thatthe proposed control strategy is very effective and efficient.     

一类多体系统非完整运动最优规划的拟牛顿算法

研究带有非完整约束的一类多体系统运动规划问题。多体系统中的非完整约束通常是由不可积的速度约束或不可积的守恒律引起。在系统动量和动量矩守恒情况下,动力学方程降阶为非完整形式约束方程,系统的控制问题可转化为无漂移系统的非完整运动规划问题。文中首先导出具有多体开链系统的非完整运动模型。利用最优控制理论和最优化技术,采用输入参数化的方法将连续的最优控制问题转化为离散的最优控制问题,提出一种非完整多体系统运动规划的拟牛顿算法。最后将该方法用于自由漂浮的空间三连杆机构,仿真结果验证了该方法的有效性。     

问题变分不等式的一类各向异性Crouzeix-Raviart型有限元逼近

本文研究了Signorini变分不等式问题的一类各向异性Crouzeix-Raviart型非协调有限元逼近。通过一些新的技巧,得到了相应的最优误差估计。     

一种改进的蚁群算法及其在TSP中的应用

蚁群算法是一种求解复杂组合优化问题的新的拟生态算法,也是一种基于种群的启发式仿生进化算法,属于随机搜索算法的一种,并用于较好地解决TSP问题.然而此算法也有它自己的缺陷,如易于陷入局部优化、搜索时间长等.通过对基本蚁群算法的介绍及相关因素的分析,提出了一种改进的蚁群算法,用于解决TSPLAB问题的10个问题,并与参考文献中的F-W、NCSOM、ASOM算法进行比较,计算机仿真结果表明了改进算法的有效性.如利用改进的蚁群算法解决lin105问题,其最优解为14382.995933(已知最优解为14379),相对误差是0.0209%,计算出的最小值几乎接近于已知最优解.     

带注资的二维复合泊松模型的最优分红

研究建立两类理赔关系的二维复合泊松模型的最优分红与注资问题,目标为最大化分红减注资的折现. 该问题由随机控制问题刻画, 通过解相应的哈密尔顿-雅克比-贝尔曼(HJB)方程,得到了最优分红策略,并在指数理赔时明确地解决该问题.     

可再生能源系统的不确定性优化模型及求解

结合新提出的满意度方法和混合整数规划方法,给出了多态不确定性环境下可再生能源规划模型.该模型综合描述了多地区、多时期、多品种、多部门之间的可再生能源管理系统的复杂性、系统性、动态性和不确定性.最后的实例求解结果说明该模型能很好地反映能源安全性、系统可靠性与系统成本之间的关系,并能给出不同系统违反水平下的能源配置方式及增容计划,为决策者提供决策参考.