24Model的系统特性研究

为了能通过事故致因模型24Model进行更全面的事故分析和预防工作,笔者梳理了危险源和事故的关系,阐述了24Model的系统特性.研究认为危险源是事故发生的来源,等同于事故致因.24Model是具有整体性,关联性,层次性,动态性的系统性事故致因模型.利用24Model对"东方之星"号客轮翻沉事故进行了分析,以实例验证了24Model的整体性,关联性,层次性和动态性.     

Consensus of Flocks under M-Nearest-Neighbor Rules

This paper investigates a class of flocks with an M-nearest-neighbor rule,where each agent’s neighbors are determined according to M nearest agents with M being a given integer,rather than all the agents within a fixed metric distance as in the well-known Vicsek’s model.Such a neighbor rule has been validated by biologists through experiments and the authors will prove that,similar to the Vicsek’s model,such a new neighbor rule can also achieve consensus under some conditions imposed only on the system’s speed and the number M,n,without resorting to any priori connectivity assumptions on the trajectory of the system.In particular,the authors will prove that if the number M is proportional to the population size n,then for any speed v,the system will achieve consensus with large probability if the population size is large enough.     

Minimizing the Risk of Absolute Ruin Under a Diffusion Approximation Model with Reinsurance and Investment

This paper studies the optimization problem with both investment and proportional reinsurance control under the assumption that the surplus process of an insurance entity is represented by a pure diffusion process.The company can buy proportional reinsurance and invest its surplus into a Black-Scholes risky asset and a risk free asset without restrictions.The authors define absolute ruin as that the liminf of the surplus process is negative infinity and propose absolute ruin minimization as the optimization scenario.Applying the HJB method the authors obtain explicit expressions for the minimal absolute ruin function and the associated optimal investment strategy.The authors find that the minimal absolute ruin function here is convex,but not S-shaped investigated by Luo and Taksar(2011).And finally,from behavioral finance point of view,the authors come to the conclusion:It is the restrictions on investment that results in the kink of minimal absolute ruin function.     

Optimal proportional reinsurance under dependent risks

This paper considers a correlated risk model with thinning-dependence structure.The authors investigate the optimal proportional reinsurance that maximizes the adjustment coefficient and the optimal proportional reinsurance under mean variance principle for the proposed model.The authors derive the optimal solutions and the numerical illustrations to show the impact of the dependence among the classes of business on the optimal reinsurance arrangements.     

Joint analysis of recurrent event data with a dependent terminal event

Recurrent event data frequently occur in many longitudinal studies, and the observation on recurrent events could be stopped by a terminal event such as death. This paper considers joint modeling and analysis of recurrent event and terminal event data through a common subject-specific frailty, in which the proportional intensity model is used for modeling the recurrent event process and the additive hazards model is used for modeling the terminal event time. Estimating equation approaches are developed for parameter estimation and asymptotic properties of the resulting estimators are established. In addition, some procedures are presented for model checking. The finite sample behavior of the proposed estimators is evaluated through simulation studies, and an application to a heart failure study is provided.     

带过重力补偿的比例导引制导律参数设计与辨识

研究以增大导弹落角为目标的过重力补偿比例导引律及其工程应用。将重力补偿信号作为加速度补偿指令引入线性比例导引回路,从而建立了仿真数学模型,分析了重力补偿系数、比例导引系数等参数对制导系统性能的影响,并根据遥测数据给出实际系统的过重力补偿系数、比例导引系数的辨识结果从而验证了理论设计结果,得到过重力补偿比例导引律的一般设计方法。     

Optimal investment problem for an insurer and a reinsurer

This paper studies the optimal investment problem for an insurer and a reinsurer. The basic claim process is assumed to follow a Brownian motion with drift and the insurer can purchase proportional reinsurance from the reinsurer. The insurer and the reinsurer are allowed to invest in a risk-free asset and a risky asset. Moreover, the authors consider the correlation between the claim process and the price process of the risky asset. The authors ?rst study the optimization problem of maximizing the expected exponential utility of terminal wealth for the insurer. Then with the optimal reinsurance strategy chosen by the insurer, the authors consider two optimization problems for the reinsurer: The problem of maximizing the expected exponential utility of terminal wealth and the problem of minimizing the ruin probability. By solving the corresponding Hamilton-Jacobi-Bellman equations, the authors derive the optimal reinsurance and investment strategies, explicitly. Finally, the authors illustrate the equality of the reinsurer's optimal investment strategies under the two cases.     

对失控翻滚目标逼近的增广比例导引律控制

针对失控翻滚目标逼近控制问题进行了研究,设计了增广比例导引律控制器。首先在追踪器视线旋转坐标系上建立了追踪器与逼近点的三维相对运动方程,分析了失控翻滚目标的姿态运动特性,在传统真比例导引律基础上引入对逼近点视线方向的控制,采用基于反馈线性化的增广比例导引律对追踪器进行控制。通过数值仿真验证了所设计的增广比例导引律的正确性和良好的控制性能。     

面向任务性目标的装备状态维修决策方法

针对定期维修存在的缺点,提出以威布尔比例风险模型(Weibull proportional hazards model,WPHM)作为状态描述模型,对装备进行基于状态的维修决策。针对装备的独特任务属性,通过构造决策目标函数对状态维修行为和状态检测间隔期两类决策内容进行了研究。以转移概率的形式描述了状态协变量的劣化过程,以条件可用度最大化为目标提出了预防性维修和变步长检测的状态维修决策模型以及计算方法。最后,以某型发动机为例,对决策方法的适用性和合理性进行了验证。     

An Additive-Multiplicative Cox-Aalen Subdistribution Hazard Model for Competing Risks Data

This paper proposes a flexible additive-multiplicative Cox-Aalen hazard model which allows time-varying covariate effects for the subdistribution in a competing risks study. Weighted estimating equation approaches under an covariates-dependent adjusted weight by fitting the Cox proportional hazard model for the censoring distribution are established for inference on the model parametric and nonparametric components. In addition, large number properties are presented and the finite sample behavior of the proposed estimators is evaluated through simulation studies, estimators from the proposed method perform satisfactorily on reduction of the bias. The authors apply our model to a competing risks data set from a tamoxifen trail for breast cancer study.     

The Payouts Choice for Deposit Insurance System

Entropy balancing is introduced to assess the deposit insurance design characteristics in this paper. Applying an extensive duration data including 141 countries from 1960 to 2015, the authors employ the entropy balancing method to simulate the data structure under the implicit deposit insurance system. Then the paper adopts an endogenous treatment effects model and a Heckman two-step selection model to examine payouts choice of the deposit insurance. It is found that entropy balancing can calibrate unit weights and reweight treatment and control groups by a maximum entropy scheme.Thus, a possibly given conditions will be satisfied and information concerning sample moments will be integrated. The results show clearly that different payouts choice and the corresponding coverage setting can effectively reduce the moral hazards that may result from the introduction of a deposit insurance scheme. When the Payouts is Per Depositor Account or Per Depositor, the banks' moral hazard is higher. However, the payment method of Per Depositor Per Institution can effectively restrain the banks' risk-taking activities.     

Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value

This paper considers the problem about optimization of proportional reinsurance in the setting of diffusion models. The authors take into account non-cheap proportional reinsurance and bankruptcy value simultaneously. The objective is to find the risk control policies which maximize the total discounted reserve and the bankruptcy value. Results show that, the optimal risk control policies and corresponding optimal return functions vary, depending both on the range of bankruptcy value and the relationship between the premium rate of insurance and that of reinsurance.     

大型装置双缸同步起竖系统建模与仿真

运用现代多体系统动力学理论,针对双液压缸并列驱动的大型装置起竖系统,建立了含间隙起竖多刚体系统的动力学模型。基于该模型,分析了起竖过程的同步控制问题,提出了基于分流集流阀的开环控制方案和基于电液比例换向阀的闭环控制方案,对两种方案的控制效果进行了仿真分析。仿真结果表明,基于电液比例技术的闭环同步控制方案具有适应性好、控制精度高的特点,可以满足快速起竖过程中同步控制的要求。     

Differentially Private Distributed Parameter Estimation

Data privacy is an important issue in control systems, especially when datasets contain sensitive information about individuals. In this paper, the authors are concerned with the differentially private distributed parameter estimation problem, that is, we estimate an unknown parameter while protecting the sensitive information of each agent. First, the authors propose a distributed stochastic approximation estimation algorithm in the form of the differentially private consensus+innovations(DP-CI...     

风力机阀控液压马达变桨距位置控制系统仿真

针对大型风力机比例阀控液压马达变桨距位置控制系统进行仿真研究。首先,建立了比例阀控马达系统数学模型,确定系统的特性。然后,选取适当的风速模型,并通过风速与变桨距负载的关系获得系统负载的目标参数。最后,对比例阀控液压马达变桨距位置控制系统进行仿真研究,建立了主要元件与系统的AMESim仿真模型,通过仿真分析验证了比例阀控液压马达系统用于大型风力机变桨距位置控制的可行性。     

A delayed ratio-dependent predator-prey system with stage-structured and impulsive effect

In this paper, a delayed ratio-dependent Holling-III predator-prey system with stagestructured and impulsive stocking on prey and continuous harvesting on predator is considered. The authors obtain sufficient conditions of the global attractivity of predator-extinction periodic solution and the permanence of the system. These results show that the behavior of impulsive stocking on prey plays an important role for the permanence of the system. The authors also prove that all solutions of the system are uniformly ultimately bounded. The results show that the biological resource management is effective and reliable.     

CVM数据分析中的半参数模型及实证研究

条件价值评估法（CVM）是目前国际上评价景观价值最广泛的方法. 二分式选择问卷是最有效的CVM问卷格式,但二分式选择问卷数据不能提供支付意愿（WTP）的直接估计,其参数模型不能够充分拟合WTP,且不能充分挖掘样本数据信息. 针对上述问题,本文提出一种基于生存分析的CVM 数据分析方法,构建基于半参数比例风险模型的支付意愿影响因素分析模型,为CVM 数据分析提供新的路径. 以三江平原湿地景观价值评价为例进行实证分析,得到黑龙江省居民平均支付意愿为90.53元/人/年,个人收入、环保意识以及受访者所处地理位置是影响其支付意愿的主要危险因素. 研究证明了半参数分析方法在处理二分式CVM数据分析中的可行性及有效性.     

Analysis of one dimensional and two dimensional fuzzy controllers

1 .INTRODUCTIONFuzzy control has attracted considerable researchinterest from different communities , since fuzzysets were first introduced to the steamengine con-trol by Mamdani in 1974 . Avariety of applicationshave demonstrated that fuzzy control can provide abetter performance than the conventional PID con-trollers in dealing withill-defined systems . Howev-er ,some more attention still should be paid to theproperties of the fuzzy controllers . In this paper ,we investigate the analy…     

灰色预测模型在煤矿安全风险预控系统中的研究

针对我国煤矿现阶段在安全管理方面存在的问题,分析国外煤矿安全管理经验,建立了煤矿企业的风险预控系统。在此系统中,通过危险源辨识、安全检查、采用灰色预测模型的方法来预测危险源的等级,与标准等级进行对比分析,从而采取有效措施把危险源遏制在萌芽状态,提出一种有效的安全管理模式和长效管理机制。     

Rational general solutions of higher order algebraic odes

This paper generalizes the method of Ngô and Winkler (2010, 2011) for finding rational general solutions of a first order non-autonomous algebraic ordinary differential equation (AODE) to the case of a higher order AODE, provided a proper parametrization of its solution hypersurface. The authors reduce the problem of finding the rational general solution of a higher order AODE to finding the rational general solution of an associated system. The rational general solutions of the original AODE and its associated system are in computable 1-1 correspondence. The authors give necessary and sufficient conditions for the associated system to have a rational solution based on proper reparametrization of invariant algebraic space curves. The authors also relate invariant space curves to first integrals and characterize rationally solvable systems by rational first integrals.