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131.
《厦门大学学报(自然科学版)》2002,(Z1)
This paper puts forward a new integrated design met ho d based on fuzzy matter-element optimization.On the based of analyzing the mod el of multi-objective fuzzy matter-element , the paper defines the m atter-element weightily and changes solving multi-objective fuzzy optimization into solving dependent function K(x) of the single-objective optimization according to the optimization criterion. The paper particularly describes the realization approach of GA process of multi -objective fuzzy matter-eleme... 相似文献
132.
Stefan Wörner Boryana Racheva-Iotova Stoyan Stoyanov 《Mathematical Methods of Operations Research》2002,55(2):247-263
Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option
analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation.
We therefore suggest to rework the building blocks of real option applications to corporate valuation.
We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important
in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data
of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric
α stable distribution serves as an over-all parameter to characterise the specific distribution. 相似文献
133.
Jesús M. Velásquez Bermúdez 《Annals of Operations Research》2002,117(1-4):21-31
This document presents theoretical considerations about the solution of dynamic optimization problems integrating the Benders Theory, the Dynamic Programming approach and the concepts of Control Theory. The so called Generalized Dual Dynamic Programming Theory (GDDP) can be considered as an extension of two previous approaches known as Dual Dynamic Programming (DDP): The first is the work developed by Pereira and Pinto [3–5], which was revised by Velásquez and others [8,9]. The second is the work developed by Read and others [2,6,7]. 相似文献
134.
Gisella Facchinetti 《Fuzzy Optimization and Decision Making》2002,1(3):313-327
In this paper we present two definitions of possibilistic weighted average of fuzzy numbers, and by them we introduce two different rankings on the set of real fuzzy numbers. The two methods are dependent on several parameters. In the first case, the parameter is constant and the results generalize what Carlsson and Fuller have obtained in (2001). In the second case, the parameter is a function, not fixed a priori by the decision maker, but it depends on the position of the interval on the real axe. In all the two cases we call the parameter degree of risk, which takes into account of a risk-tendency or aversion of the decision maker. 相似文献
135.
本文在相干理论的基础上,推导了光栅成像中的光强分布和物像位置关系,并给出一组具有不同参数的实验照片及一组借助计算机绘制的强度分布图。 相似文献
136.
137.
Jaroslav Neetil 《Journal of Graph Theory》2002,39(2):108-110
A graph G is called rigid if the identical mapping V(G)→V(G) is the only homomorphism G→G. In this note we give a simple construction of a rigid oriented graph on every set. © 2002 John Wiley & Sons, Inc. J Graph Theory 39: 108–110, 2002 相似文献
138.
139.
Optimization theory provides a framework for determining the best decisions or actions with respect to some mathematical model of a process. This paper focuses on learning to act in a near-optimal manner through reinforcement learning for problems that either have no model or the model is too complex. One approach to solving this class of problems is via approximate dynamic programming. The application of these methods are established primarily for the case of discrete state and action spaces. In this paper we develop efficient methods of learning which act in complex systems with continuous state and action spaces. Monte-Carlo approaches are employed to estimate function values in an iterative, incremental procedure. Derivative-free line search methods are used to obtain a near-optimal action in the continuous action space for a discrete subset of the state space. This near-optimal control policy is then extended to the entire continuous state space via a fuzzy additive model. To compensate for approximation errors, a modified procedure for perturbing the generated control policy is developed. Convergence results under moderate assumptions and stopping criteria are established. 相似文献
140.
Philip Sternberg 《Journal of Combinatorial Theory, Series A》2007,114(5):809-824
Let g be a Lie algebra all of whose regular subalgebras of rank 2 are type A1×A1, A2, or C2, and let B be a crystal graph corresponding to a representation of g. We explicitly describe the local structure of B, confirming a conjecture of Stembridge. 相似文献