应急物流配送问题的蚁群聚类算法研究

提出了一种用于解决突发事件下,物流配送多目标优化问题的蚁群聚类优化算法。突发事件下的物流配送规划一般包含两方面内容,将救灾物资运往受灾地区和将灾区的伤员及时送至各医疗点。将多目标问题转化为单目标问题,结合蚁群的墓地构造行为特点,利用改进LF蚁群聚类模型,以节点需求未得到满足的不满意度最小和路由时间最短为优化目标,用LF蚁群聚类方法按约束条件进行聚类,最终确定车辆路由线路。     

基于过程神经网络的市场评价

本文阐述了用神经网络领域最新出现的过程神经网络处理市场评估、企业评价等经济管理问题的斯方法。网络的输入为反映一段时间内市场供求变化的信息，而这是传统神经网络不宜做到的。这也正是过程神经网络的独到之处。文中给出了网络模型及算法推导，实验结果证明了该方法的有效性。     

Efficient Universal Portfolios for Past-Dependent Target Classes

We present a new universal portfolio algorithm that achieves almost the same level of wealth as could be achieved by knowing stock prices ahead of time. Specifically the algorithm tracks the best in hindsight wealth achievable within target classes of linearly parameterized portfolio sequences. The target classes considered are more general than the standard constant rebalanced portfolio class and permit portfolio sequences to exhibit a continuous form of dependence on past prices or other side information. A primary advantage of the algorithm is that it is easily computable in a polynomial number of steps by way of simple closed-form expressions. This provides an edge over other universal algorithms that require both an exponential number of computations and numerical approximation.     

控制信息交互模式对Ad Hoc网络性能影响分析

针对无线Ad Hoc网络中表驱动路由算法控制信息的交互模式,提出了“不同网络规模采用不同交互模式”的方法。根据不同的网络规模,采用周期性交互模式或非周期性交互模式实现Ad Hoc网络性能的局部最优。通过理论分析及算法仿真,给出了适合于不同网络规模的控制信息交互模式。仿真结果具有很强的实用性。     

虚拟仪器测量周期信号相位的仿真设计

利用快速傅里叶变换(FFT)算法和相关函数算法,基于LabVIEW平台,设计了2个测量周期信号相位差的仿真程序。仿真测量数据相对误差约为0.3%,与传统的方法相比,具有精确程度高,抗干扰能力强,易于实现等优点。     

一类神经网络自校正控制器的设计与研究

提出一种新的神经网络自校正控制器的设计方法 ,采用神经网络 BP算法作为控制器来控制实际对象 ,动态地修改神经网络的权值作为自校正方法 ,使系统较好地适应负荷和外扰的变化 ,获得满意的控制质量。     

一种快速有效的细化算法

本文提出了对二值化点阵进行细化的基本要求和用于图形和字符识别中的一种快速有效的细化算法,并对这种算法进行了考核。     

Numerical Approach to Asset Pricing Models with Stochastic Differential Utility

In this paper employing two heuristic numerical schemes, we study the asset pricing models with stochastic differential utility (SDU), which is formulated by either of backward stochastic differential equations (BSDEs) or forward-backward stochastic differential equations (FBSDEs).The first scheme is based upon a traditional lattice algorithm of option pricing theories, involving the discretization scheme of coupled FBSDEs, which is combined with a technique of solving numerically a certain type of nonlinear equations with respect to the backward state variables. The second one is based upon the four step scheme of Ma et al. (1994) which solves quasi-linear partial differential equations associated with the FBSDEs. We demonstrate that our practical implementation algorithms can successfully solve the asset pricing models with generalized SDU and the large investor problem with market impact which are typical examples such that the usual four step scheme is difficult to implement. As other numerical applications we study the optimal consumption and investment policies of a representative agent with SDU, and the recoverability of preferences and beliefs from observed consumption data.     

A valuation algorithm for indifference prices in incomplete markets

A probabilistic iterative algorithm is constructed for indifference prices of claims in a multiperiod incomplete model. At each time step, a nonlinear pricing functional is applied that isolates and prices separately the two types of risk. It is represented solely in terms of risk aversion and the pricing measure, a martingale measure that preserves the conditional distribution of unhedged risks, given the hedgeable ones, from their historical counterparts.Received: 1 September 2003, Mathematics Subject Classification: 93E20, 60G40, 60J75JEL Classification: C61, G11, G13The second author acknowledges partial support from NSF Grants DMS 0102909 and DMS 0091946.     

低碳经济下考虑满意度的冷链路径优化

为了在降低冷链物流配送成本的同时,保证顾客满意度和碳排放成本达到企业的要求。充分考虑客户软时间窗约束、行驶距离、生鲜变质等多重影响因素,构建考虑顾客满意度的低碳冷链物流路径优化模型,结合固定成本、碳排放成本、损坏成本、冷藏成本、运输成本以及时间窗成本,采用遗传算法进行求解,并应用实例加以验证。结果表明,相对于不考虑满意度的路径优化,以总成本为目标的冷链物流路径优化,能够平均减少23 km的运输距离和降低2.72%的配送总成本;同时结果也更优于以低碳为目标的求解。模型在提高顾客满意度的同时,实现了降低配送总成本以及减少物流活动中碳排放的目标。因此,研究为物流运输企业提高服务质量和经济效益提供了有效的技术路线,结果可为冷链物流行业的服务能力提升以及低碳转型发展提供启示,为物流行业的可持续发展研究提供理论参考。