基于系统动力学的场外核应急洗消设备配置问题研究

洗消设备配置问题是场外核应急准备工作的重要环节之一,论文根据核辐射洗消过程运行特点,考虑系统内人群密度对洗消进程的影响关系,建立洗消系统系统动力学模型。在不同核辐射超标率场景中,设计不同设备配置方案,模拟并观察系统内等待人数和总洗消时间的变化。仿真结果表明,检测I设备与洗消设备的配置数量及比例,影响洗消进度;在综合考虑设备投入和洗消站占地面积的条件下,该方法可为场外核应急洗消设备配置提供决策依据。     

基于Heston随机波动率模型和风险偏好视角的资产负债管理

本文研究基于Heston随机波动率模型的资产负债管理问题。假设金融市场由一个无风险资产和一个风险资产构成,投资者的目标是最大化其终端财富的期望效用。应用随机控制方法,得到了该问题最优资产配置策略的解析表达式和相应值函数的解析解,通过数值算例分析了Heston模型主要参数以及债务对最优资产配置策略的影响。结果表明:配置到风险资产的比例对Heston模型中的参数非常敏感;为了对冲债务风险,负债的引入使得配置到风险资产的比例比无负债情形下的高;在风险厌恶系数变大时,无论投资者是否有负债,其投资到风险资产的比例则越来越低。     

Integration of indifference-zone with multi-objective computing budget allocation

In this paper, we consider how to address the issues of having designs with close performance in the multi-objective ranking and selection (MORS) problem. To resolve this issue we propose integrating the indifference-zone (IZ) concept into the multi-objective computing budget allocation (MOCBA) framework. In particular, when IZ is introduced into the MOCBA framework, we address how to determine the probability of non-dominance, how to define the Pareto set, and how to derive allocation rules for the simulation replications. Empirical results show that the MOCBA framework with IZ can significantly save simulation budget when designs to be compared have close performance.     

基于MAS协作机制的动态计算资源调度模型

针对网格环境的自治性、动态性、分布性和异构性等特征.提出基于多智能体系统(Mutil Agent System,MAS)博弈协作的资源动态分配和任务调度模型,建立了能够反映供求关系的网格资源调度模型和任务求解算法,证明了资源分配博弈中Nash均衡点的存在性、唯一性和Nash均衡解,该方法能够利用消费者agent的学习和协商能力,考虑和引入消费者的心理行为,使得消费者的资源申请和任务调度具有较高的合理性和有效性.实验结果表明,资源调度算法不但可以有效减少不必要的延迟,而且在响应时间的平滑性、吞吐率及资源利用率方面比传统算法要好,从而使得整个资源的供需合理、负载均衡.     

影子价格及其在资源配置中的应用研究

为了应用影子价格实现资源在全社会的最优配置,本文通过线性规划的对偶理论和非线性优化问题的Kuhn-Tucker条件揭示了影子价格的本质,在资源配置优化问题中线性规划模型中的影子价格就是其对偶问题的最优解,非线性规划模型中的影子价格就是与最优解相对应的拉格朗日乘数。根据松紧定理解释了资源影子价格与资源限量之间的关系,还对线性规划模型与非线性规划模型中影子价格的不同表现进行了分析。最后阐明了影子价格在资源配置中的应用。     

Ant colony approach to constrained redundancy optimization in binary systems

This paper presents an ant colony optimization algorithm to address the constrained redundancy allocation problem in order to maximize system reliability for complex binary systems. The constraints involved, though separable, are both linear and non-linear. We couple an adaptive penalty function with the basic ant colony approach to handle highly constrained problems and embed a local search technique to find still better locally optimal solutions. The proposed algorithm has been tested on a large number of problems, containing even up to 500 subsystems, with both fixed and randomly generated parameters. Experimental results demonstrate the advantage of the proposed algorithm to solve similar types of problems.     

A Dual 13C and 15N Long Term Labelling Technique to Investigate Uptake and Translocation of C and N in Beech (Fagus sylvatica L.)

Abstract

A continuous dual ¹³CO₂ and ¹⁵NH₄ ¹⁵NO₃ labelling experimental set-up is presented that was used to investigate the C and N uptake and allocation within 3-year old beech (Fagus sylvatica L.) during one growing season. The C and N allocation pattern was determined after six, twelve and eighteen weeks of growth. The carbon uptake was distinctly different in the three phases examined: The first six weeks after budbreak were dedicated to leaf growth with a R/S (root to shoot) ratio of 0.14 for the new carbon. The second growth phase showed a balanced R/S ratio of C allocation and after week 13, the root compartment was the main carbon sink (R/S = 6.97).

Nitrogen allocation was more basipetal as compared to carbon. In the second growth phase, R/S of N_new was 5.57 but fell to 3.54 for the third growth phase probably due to formation of reserves in buds and stem.     

基于矩阵式遗传算法的进出口集装箱堆场箱位分配策略

为提高集装箱码头堆场系统的运作效率,本文针对集装箱码头进出口堆场的空间分配问题,建立了在“作业面”作业模式下以集卡水平运输距离最短为目标,考虑各箱位作业量均衡的集装箱箱位分配模型,对计划时段内的进出口箱箱位分配进行全局优化．采用矩阵式的实数编码方式的遗传算法对模型进行了求解,使用最优解保存策略保证了最终的优化结果．最后通过仿真算例,验证了本文所建立的箱位分配模型对优化堆场空间资源分配,提高进出口箱流转速度的适用性．     

社会保障的改善对我国居民家庭消费——投资选择的影响研究

与发达国家相比,我国居民家庭的资产配置中存在着消费比例过低、金融资产配置结构不合理等问题.而导致这一问题的重要因素是我国目前的社会保障仍处于较低水平.以跨期消费—投资组合理论为基础,研究社会保障制度的改善对居民家庭资产配置的影响机理及影响效果.结果表明,社会保障制度一方面通过降低居民家庭的风险厌恶水平,可以显著提高其消费比例及风险资产投资比例;另一方面通过提高退休后的收入水平,可以提高居民家庭的整体效用水平.同时,社会保障制度的改善,也有利于提高居民家庭对金融市场的参与热情,有利于活跃我国金融市场.