基于两阶段模型的中国海外石油投资区位选择影响因素研究

以中国石油进口来源国为样本,综合考虑东道国国内生产总值、石油资源、东道国与中国经济贸易情况以及东道国政治与商业风险情况等因素,选择了17个变量,利用Heckman Two-Stage模型分析了这些因素对中国海外石油投资区位选择决策的影响.研究结论指出,中国海外石油投资国家选择与其在选定国家投资规模的影响因素有所不同.前者主要受东道国GDP规模、GDP增长率、腐败控制力度等的影响,后者则受东道国GDP规模、石油出口能力、经济稳定状况的影响更加显著.另外,东道国货币价值及东道国法律制度情况对两者都产生显著的影响,但作用正好相反.     

具有不确定项的高阶非完整系统的反馈控制问题的研究

针对一类具有不确定性的高阶非完整系统,通过引入观测器,采用状态-输入转换、反推方法,设计了反馈控制器.同时为了处理初值为0的情况,提出了一种新的基于第一个子系统输出值的切换控制策略,提出的切换控制策略能有效的防止系统的状态发生有限时间逃逸现象.     

Evacuation of pedestrians from a hall by game strategy update

In this paper, a cellular automaton model considering game strategy update is proposed to study the pedestrian evacuation in a hall. Pedestrians are classified into two categories, i.e., cooperators and defectors, and they walk to an exit according to their own strategy change. The conflicts that two or three pedestrians try to occupy the same site at the same time are investigated in the Game theory model. Based on it, the relationship between the pedestrian flow rate and the evacuation time as well as the variation of cooperative proportion against evacuation time is investigated from the different initial cooperative proportions under the influence of noise. The critical value of the noise is found when there is a small number of defectors in the initial time. Moreover, the influences of the initial cooperative proportion and strength of noise on evacuation are discussed. The results show that the lower the initial cooperative proportion as well as the bigger the strength of noise, the longer the time it takes for evacuation.     

由分数布朗运动驱动的随机微分方程的比较定理及其应用

本文研究了由分数布朗运动驱动的不同扩散和漂移系数随机微分方程.利用随机微分方程广义样本解的方法,得到了两个比较定理.进一步,给出了他们的应用和一个最优逼近策略.     

Investment strategies and compensation of a mean–variance optimizing fund manager

This paper introduces a general continuous-time mathematical framework for solution of dynamic mean–variance control problems. We obtain theoretical results for two classes of functionals: the first one depends on the whole trajectory of the controlled process and the second one is based on its terminal-time value. These results enable the development of numerical methods for mean–variance problems for a pre-determined risk-aversion coefficient. We apply them to study optimal trading strategies pursued by fund managers in response to various types of compensation schemes. In particular, we examine the effects of continuous monitoring and scheme’s symmetry on trading behavior and fund performance.     

Optimal harvesting policy for a stochastic predator–prey model

Optimal harvesting of a stochastic predator–prey model is considered in this paper. Sufficient and necessary criteria for the existence of optimal harvesting strategy are obtained. At the same time, the optimal harvest effort and the maximum of sustainable yield are given.     

一种基于UPF的干涉SAR相位展开方法

提出一种不敏粒子滤波的相位展开方法.该方法是不敏粒子滤波器与路径跟踪策略以及全方位的局部相位梯度估计相结合的结果,不受模型噪声统计特性和线性条件约束,同时完成噪声消除和相位展开;利用不敏卡尔曼滤波器来进行粒子更新,使重要密度函数能够融入最新观测信息和更加符合真实状态的后验概率分布,从而提高了相位展开精度与效率.仿真和实...     

辽宁联通互联网网络扁平化路由策略研究及实施

辽宁联通网络扁平化建设向层次化和精简化转变,形成一个互操作的、融合的网络结构,各城域网直接与骨干网互连,从而降低设备跳数,减少网络瓶颈和网络延时,在路由策略方面,城域网核心路由器与省网核心路由器建立BGP邻居关系时引入AS过滤策略,城域网不接收来自其他城域网的路由通告,城域网互访流量通过骨干落地路由器转发,省内访问流量通过城域网核心路由器至省网核心路由器的电路实现,统一全省的路由策略。在扁平化后网络应急预案保障中,通过MPLS转发技术,对城域网到IDC拥塞的链路进行流量调整,保障用户上网质量。本文介绍了其路由策略及实施。     

自适应策略在实数编码遗传算法中的应用研究

为解决简单遗传算法收敛速度慢以及局部收敛问题,在研究自适应策略的基础上,提出了一种基于实数编码,综合精英保留策略、2/4竞争选择策略和自适应策略的改进遗传算法.该改进算法将自适应策略及其在遗传算法中的应用方法做了改进,仿真实验证明,该算法可以提高收敛速度,有效实现全局最优化.     

一种无标度网络上的局部路由策略

提出了一种无标度（scale-free）网络上的局部路由策略。每个节点根据其当前负载与自身发送能力（设为等于节点度）的关系,自适应调整其接收邻居节点信息包的概率。此概率与每个节点度的α次方成正比,α是可自适应变化的偏好因子,由节点度以及负载联合决定。当节点负载小于发送能力时,增大其偏好因子;反之,则减小。这样使得整个网络业务量较小时,可以优先把业务转发往度较大的节点,从而更快到达目的地;而业务量较大时,度大以及度小节点的发送能力均能得到充分利用,从而提高了整个网络的业务承载能力。仿真结果表明,该策略有效地提高了网络容量,并且降低了网络中信息包的平均传输时延。