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1.
《Comptes Rendus Physique》2019,20(3):204-217
Disaster relief requires many resources. Depending on the circumstances of each event, it is important to rapidly choose the suitable means to respond to the emergency intervention. A brief review of the conditions and means demonstrated the usefulness of an autonomous stand-alone machine for these missions. If many techniques and technologies exist, their relevant combination to achieve such a system presents several challenges. This communication tries to outline the possible achievement of an autonomous vehicle under these particular circumstances. This paper focuses on the specific working conditions and welcomes future contributions from robotics and artificial intelligence.In the necessarily limited scope of this article, the authors focus on a particularly critical aspect: location. Indeed, this machine is intended to evolve in heterogeneous and dangerous environment and without any outside contacts that could last up to several days. This blackout, due to the propagation difficulties of electromagnetic waves in the ground, induces an independence of the localisation process and makes the use of any radio navigation support system (GNSS), most of the time, impossible. The knowledge of the position of the system, both for navigation of the autonomous system (Rover) and location of targets (victims buried under debris) must be able to be estimated without contributions from external systems. Inertial classical techniques, odometer, etc., have to be adapted to these conditions during a long period without external support. These techniques also have to take into account that energy optimisation requests the use of low-power processors. Consequently, only poor computing capacity is available on-board.The article starts with a presentation of the context of a post-disaster situation as well as the main missions of Search and Rescue (SaR). It is followed by the analysis of autonomous navigation located in a post-earthquake situation. We will then discuss means to determine the attitude of the autonomous system and its position. The interest of hybridisation with external systems – whenever possible –, will be evaluated with a view to correcting deviations suffered by the system during its mission. Finally, prospects and future work are presented. 相似文献
2.
本文指出了传统投资决策方法的缺陷 ,提出了将期权理论应用于投资决策的总体思路 ,突破了传统决策分析的局限性 ,使决策更加科学和合理 相似文献
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4.
美式期权定价中非局部问题的有限元方法 总被引:2,自引:1,他引:1
在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 . 相似文献
5.
可提前还款的定期贷款是隐含着期权的利率衍生物,本文建立CIR利率模型下可提前还款的定期贷款的数学模型,通过离散偏微分方程,建立了模型的计算方法,讨论了随机利率对提前还贷的影响. 相似文献
6.
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
7.
给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释. 相似文献
8.
纯生跳跃扩散型交换期权定价公式 总被引:1,自引:0,他引:1
在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子. 相似文献
9.
主要证明了在不存在交易成本的完全市场条件下连续时间欧式触销式双障碍买权贴现到0时刻的价值过程为鞅,并且给出了对应单障碍买权价值过程的鞅性质.同时还讨论了执行价格为随机的触销式双障碍买权的鞅性质,给出了任意时刻 t(0≤ t≤T)其内在价值的表达式. 相似文献
10.
A study of the structural stability of clusters made up of a single component has been carried out within the Embedded Atom Method. Perfect icosahedral and cuboctahedral Cu, Ni, Pd, and Ag clusters with up to 5083 atoms have been compared. The icosahedron is found to be the stable structure for small clusters, and a change of structure from icosahedral to cuboctahedral is found as the cluster size increases. A contraction of the interatomic distances results when the cluster size decreases. 相似文献