多车场有时间窗的多车型车辆调度及其禁忌算法研究

本文针对物流配送中的多车场车辆调度问题提出了两种多车场的处理方法，介绍了多车场车辆调度问题中容量、时间窗、多车型等多种约束的处理方法，并且根据具体约束情况设计了禁忌算法，对多车场有时间窗的多车型车辆调度问题加以实现，给出了一个具有代表性的算例试验结果和结果分析，通过试验表明了此方法对优化有时间窗的多车型车辆调度问题的有效性．     

Explicit Stationary Distribution of the （L, 1）-reflecting Random Walk on the Half Line

In this paper,we consider the（L,1） state-dependent reflecting random walk（RW） on the half line,which is an RW allowing jumps to the left at a maximal size L.For this model,we provide an explicit criterion for（positive） recurrence and an explicit expression for the stationary distribution.As an application,we prove the geometric tail asymptotic behavior of the stationary distribution under certain conditions.The main tool employed in the paper is the intrinsic branching structure within the（L,1）-random walk.     

On the first birth and the last death in a generation in a multi-type Markov branching process

In a multi-type continuous time Markov branching process the asymptotic distribution of the first birth in and the last death (extinction) of the kth generation can be determined from the asymptotic behavior of the probability generating function of the vector Z(^k)(t), the size of the kth generation at time t, as t tends to zero or as t tends to infinity, respectively. Apart from an appropriate transformation of the time scale, for a large initial population the generations emerge according to an independent sum of compound multi-dimensional Poisson processes and become extinct like a vector of independent reversed Poisson processes. In the first birth case the results also hold for a multi-type Bellman-Harris process if the life span distributions are differentiable at zero.     

Asymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration

Under natural assumptions a Feller-type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved that a sequence of appropriately scaled random step functions formed from a sequence of critical primitive multi-type branching processes with immigration converges weakly toward a squared Bessel process supported by a ray determined by the Perron vector of the offspring mean matrix.     

现金押运路线问题——基于多类型的风险

以人民币现金押运为研究背景,考虑了一种基于多类型风险的现金押运路线问题,以在途风险成本、库存现金风险成本以及运输成本为优化目标,建立了混合整数线性规划模型,并提出了一种基于多样化策略和改进邻域搜索的混合遗传算法,其中遗传算法对押运路线进行选择,贪心算法用来求解各类风险指标。数值实验分别对问题特性和算法性能进行了分析。实验结果表明:1)混合遗传算法能求解更大规模的问题,得到较好的解,并很好地平衡了运行时间和求解质量;2)多类型风险影响了行驶路线;3)客户的期望需求影响了库存现金风险。     

Asymptotically One-Dimensional Diffusion on the Sierpinski Gasket and Multi-Type Branching Processes with Varying Environment

Asymptotically one-dimensional diffusions on the Sierpinski gasket constitute a one parameter family of processes with significantly different behaviour to the Brownian motion. Due to homogenization effects they behave globally like the Brownian motion, yet locally they have a preferred direction of motion. We calculate the spectral dimension for these processes and obtain short time heat kernel estimates in the Euclidean metric. The results are derived using branching process techniques, and we give estimates for the left tail of the limiting distribution for a supercritical multi-type branching process with varying environment.     

On the link between Markovian trees and tree-structured Markov chains

In this paper, we describe a link between Markovian binary trees (MBT) and tree-like quasi-birth-and-death processes (TLQBD) by associating a specific TLQBD to each MBT. The algorithms to compute the matrices _Gk$G_k$ in the TLQBD then correspond to the algorithms calculating the extinction probability vector of the MBT. This parallelism leads to a new quadratic algorithm, based on the Newton iteration method, which converges to the extinction probability of an MBT.     

Random evolutions in discrete and continuous time

This paper points out a connection between random evolutions and products of random matrices. This connection is useful in predicting the long-run growth rate of a single-type, continuously changing population in randomly varying environments using only observations at discrete points in time. A scalar Markov random evolution is specified by the n×n irreducible intensity matrix or infinitesimal generator Q = (q_ij) of a time-homogeneous Markov chain and by n finite real growth rates (scalars) s_i. The scalar Markov random evolution is the quantity M^C(t) = exp(Σⁿ_j=1s_jg^C_j (t)), where g^C_j(t) is the occupancy times in state j up to time t. The scalar Markov product of random matrices induced by this scalar Markov random evolution is the quantity M^D(t) = exp(Σⁿ_j=1s_jg^D_j (t)), where g^D_j(t) is the occupancy time in state j up to and including t of the discrete-time Markov chain with stochastic one-step transition matrix P = e^Q. We show that lim_t→∞(1/t)E(logM^D(t))=lim_t→∞(1/t)E(logM^C(t)) but that in general lim_t→∞(1/t)logE(M^C(t)) ≠ lim_t→∞(1/t)logE(M^D(t)). Thus the mean Malthusian parameter of population biologists is invariant with respect to the choice of continuous or discrete time, but the rate of growth of average population size is not. By contrast with a single-type population, in multitype populations whose growth is governed by non-commuting operators, the mean Malthusian parameter may be destined for a less prominent role as a measure of long-run growth.     

方差分保费原则下相依多险种模型的最优再保险

采用共同冲击型相依多险种模型刻画保险公司的索赔风险过程,按照方差分保费原则计算再保险费,研究最小化破产概率的再保险问题.通过扩散逼近并利用动态规划原理,得到了显式最优策略和值函数.与采用期望值分保费原则比较,发现最优分保形式和自留风险水平均不相同;与最大化期望指数效用的结果比较,发现最优分保比例除了与安全负载相关,还与索赔分布、计数过程以及直接保险费收入率c有关.最后,结合数值算例揭示了相依参数的动态影响以及最优策略与c的敏感相关性.     

基于新息自适应卡尔曼滤波算法的多类型结构响应重构

为改善传统卡尔曼滤波KF(Kalman filter)算法在过程噪声方差和测量噪声方差未知的情况下响应重构精度降低甚至发散的问题，提出了一种基于新息自适应卡尔曼滤波IAKF(innovation-based adaptive Kalman filter)算法的多类型响应重构方法。首先根据新息统计特性对卡尔曼滤波增益和状态估计误差协方差矩阵进行实时自适应调整；然后利用有限测点的加速度传感器的测量数据，结合模态法对结构各个位置的加速度、速度、位移以及应变进行响应重构；最后对起重机桁架和简支梁分别进行数值模拟和试验分析。结果表明，该方法能够有效地调整过程噪声方差并估计测量噪声方差，未测点的重构响应时程曲线与计算响应或测量响应时程曲线吻合良好。