电力市场环境下计及V2G和多类型需求响应的综合能源系统多目标优化模型

园区综合能源系统(Park integrated energy system,PIES)是满足用户多种用能需求的一种重要途径,但由于内部分布式能源机组出力具有不确定性,且与负荷在时间维度上存在一定的不匹配性,限制了能源利用效率和经济效益的提升.因此,本文首先在构建耦合热电的PIES的基础上,构建了多类型需求响应模型;其...     

A variational problem determined by probability measures

ABSTRACT

An optimization problem of maximizing an integral of a function over a family of probability measures is considered. The problem is a generalization of a well-studied variational problem in mathematical economics, concerning optimal allocations. The specific generalization that we examine arises also in the limit of singularly perturbed optimal control problems. We examine the mathematical problem and allude to the singular perturbation motivation.     

Coexistence and harvesting control policy in a food chain model with mutual defense of prey

A model is proposed to understand the dynamics in a food chain (one predator‐two prey). Unlike many approaches, we consider mutualism (for defense against predators) between the two groups of prey. We investigate the conditions for coexistence and exclusion. Unlike Elettreby's (2009) results, we show that prey can coexist in the absence of predators (as expected since there is no competition between prey). We also show the existence of Hopf bifurcation and limit cycle in the model, and numerically present bifurcation diagrams in terms of mutualism and harvesting. When the harvest is practiced for profit making, we provide the threshold effort value that determines the profitability of the harvest. We show that there is zero profit when the constant effort is applied. Below (resp. above) , there will always be gain (resp. loss). In the case of gain, we provide the optimal effort and optimal steady states that produce maximum profit and ensure coexistence. Recommendations for resource managers As a result of our investigation, we bring the following to the attention of management:

• 1. In the absence of predators, different groups of prey can coexist if they mutually help each other (no competition among them).
• 2. There is a maximal effort to invest in order to gain profit from the harvest. Above , the investment will result in a loss.
• 3. In the case of profit from harvest, policy makers should recommend the optimal effort to be applied and the optimal stock to harvest. This will guarantee maximum profit while ensuring sustainability of all species.

     

Schatten properties,nuclearity and minimality of phase shift invariant spaces

We extend Feichtinger's minimality property on the smallest non-trivial time-frequency shift invariant Banach space, to the quasi-Banach case. Analogous properties are deduced for certain matrix spaces.We use these results to prove that the pseudo-differential operator $\mathrm{Op}(a)$ is a Schatten-q operator from $M^{\infty }$ to $M^p$ and r-nuclear operator from $M^{\infty }$ to $M^r$ when $a\in M^r$ for suitable p, q and r in $(0,\infty ]$.     

Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain

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 $[0,M]$ 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

$v_t?\underset{0\le a\le 1}{\max }?(\frac{1}{2}{a}^2{\sigma }^2{v}_{xx}+a\mu v_x)+cv?\underset{0\le l\le M}{\max }?[(1?v_x)l]=0$

under certain boundary conditions on an angular domain

$Q_T=\{(x,t)|0<x<Mt,0<t\le T\}.$

The main effort is to analyze the properties of the solution and the free boundaries to show the optimal decision for the insurance company.     

Asymptotic analysis for multi-objective sequential stochastic assignment problems

ABSTRACT

We 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.     

航空器供油问题中完全逆序类中的多项式时间可解类

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。     

An optimal perturbation bound

Cai and Zhang establish separate perturbation bounds for distances with spectral and Frobenius norms (Cai T, Zhang A. Rate‐optimal perturbation bounds for singular subspaces with applications to high‐dimensional statistics. The Annals of Statistics. 2018; Vol. 46, No. 1: 60?89). We extend their theorem to each unitarily invariant norm. It turns out that our estimation is optimal as well.     

Anti‐Pasch optimal packings with triples

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.     

生态平衡制约下离散尺度结构种群的最优收获

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.