城市突发事件中基于事故演变的救援需求决策模型及其优化求解

针对城市突发事件中待救点对应急救援物资的需求状态随着事故的演变而发生变化的情况,将待救点对应急救援物质的需求设计成马尔可夫决策过程,并提出一种动态的物资调配策略,构建救援物资需求决策模型,然后通过花朵授粉算法进行优化求解。某市突发地震应急物资调配实例证明,本文方法能够给出合理的救援需求满足策略,使得待救点对物资的需求更低,需求变化更加平稳。花朵授粉算法对模型求解的效果相比粒子群算法和萤火虫算法有更快的收敛速度和更优的求解结果。     

考虑个体保护意识的关联信用风险传染机理研究

针对关联信用风险及其传染这一热点和难点问题,本文基于复杂网络异质平均场理论,运用风险传播动力学SIR经典模型,探讨风险信息促成的个体保护意识对关联信用风险传染的影响机理,并在BA无标度网络中进行数值仿真分析。研究结果表明:被感染个体数量、个体反应强度、有保护意识的易感个体比例与关联信用风险传染阈值正相关;考虑个体保护意识、增强易感个体反应强度以及提高有保护意识的易感个体比例能够有效抑制关联信用风险的传染速度和传染规模,并且能够延缓关联信用风险高峰期的到来。     

Picture模糊幂几何Heronian平均算子及其在多属性决策中的应用

针对决策信息为Picture模糊数的多属性决策问题,将经典范畴内的几何Heronian平均算子和幂几何算子结合,提出了Picture模糊幂几何Heronian平均(PFPGHM)算子与Picture模糊加权幂几何Heronian平均(PFWPGHM)算子。该类算子不仅能体现待集结数据间的关联性,而且还能反映决策过程中信息的整体性,降低了与整体信息偏差较大的待集结数据对决策结果的影响。推导其数学表达式,证明相关性质。提出了基于PFWPGHM算子的多属性决策方法,通过决策实例分析了参数p和q对决策结果的影响,并对比分析新方法与现存的决策方法,进而表明所研究方法的可行性与优点。     

Late marriage and transition from arranged marriages to love matches: A search-theoretic approach

ABSTRACT

The aim of this study is to explore the mechanism behind how the spread of individualism, the prevalence of love matches, and the increase in search costs affect late marriages in Japan. To this end, I construct a search-theoretic model, which is a combination of the Markov decision process and the evolution of preferences. I present three results. 1) The spread of individualism is driven by those who moderately consider the social status of their family. 2) The spread of individualism and the prevalence of love matches delay the average marriage timing, but its effect is limited. 3) The diversity of individualism prevents people from switching from love matches to arranged marriages, while the search costs are rising.     

信用风险下的变化类型权证期权定价

主要利用公司价值模型将信用风险引入到变化类型权证期权定价中,通过鞅和概率的方法,推导出信用风险下的变化类型权证期权的定价公式,给出了更切合实际的期权定价.     

三级供应链合作利润博弈与分配机制构建

基于变形需求函数建立了多向主从式三级供应链下游成员合作利润博弈模型,运用Stackelberg博弈法求解,对成员及渠道利润随合作关系程度变化进行深入的经济分析;构建了具有理性、转移性、协商性的供应链下游合作利润分配机制定量模型,其由合作利润结构性分配和合作利润运行性分配组成,阐明了之间的互动关系与内在运行方式,得出当合作关系程度高于2/3时才进行合作利润运行性分配的结论,且对分配机制的内在运行方式进行了数学解析。     

初始可行基的判定

用高等数学的理论和方法,对无初始可行基的线性规划问题解的存在性及求解方法进行研究,得出关于无初始可行基的线性规划问题解的存在性的六个定理,回答了无初始可行基的线性规划问题解的存在条件和该问题的初始可行基的确定方法.     

带干扰双Poisson风险模型生存概率的Feller表示

研究了带干扰双Poisson风险模型,运用鞅论的方法给出了该模型生存概率的Feller表示式.     

On the bicriterion – minimal cost/minimal label – spanning tree problem

We address a bicriterion spanning tree problem relevant in some application fields such as telecommunication networks or transportation networks. Each edge is assigned with a cost value and a label (such as a color). The first criterion intends to minimize the total cost of the spanning tree (the summation of its edge costs), while the second intends to get the solution with a minimal number of different labels. Since these criteria, in general, are conflicting criteria we developed an algorithm to generate the set of non-dominated spanning trees. Computational experiments are presented and results discussed.     

Optimally maintaining a Markovian deteriorating system with limited imperfect repairs

We consider the problem of optimally maintaining a periodically inspected system that deteriorates according to a discrete-time Markov process and has a limit on the number of repairs that can be performed before it must be replaced. After each inspection, a decision maker must decide whether to repair the system, replace it with a new one, or leave it operating until the next inspection, where each repair makes the system more susceptible to future deterioration. If the system is found to be failed at an inspection, then it must be either repaired or replaced with a new one at an additional penalty cost. The objective is to minimize the total expected discounted cost due to operation, inspection, maintenance, replacement and failure. We formulate an infinite-horizon Markov decision process model and derive key structural properties of the resulting optimal cost function that are sufficient to establish the existence of an optimal threshold-type policy with respect to the system’s deterioration level and cumulative number of repairs. We also explore the sensitivity of the optimal policy to inspection, repair and replacement costs. Numerical examples are presented to illustrate the structure and the sensitivity of the optimal policy.