在部分信息下股票收益服从隐马尔科夫模型的最优交易策略

讨论了部分信息下股票支付红利的最优交易策略.考虑一个多种股票模型,股票价格过程满足随机微分方程,股票价格的瞬时收益率由有限状态连续时间的马尔科夫链刻画.在投资者终端财富预期效用最大化目标下,利用隐马尔科夫模型(HMM)滤波理论和Malliavin分析,导出最优交易策略的显式表达式.     

串联生产系统维护在线决策与缓冲分配联合优化

针对生产系统的退化状态不能在线获取的问题,提出了设备维护在线决策与缓冲分配的联合优化模型.以隐马尔科夫退化系统的工件质量指标为决策依据,提出了设备维护的在线决策策略;推导了串联生产系统工件加工时间与完成时间的递推式,建立了在有限缓冲容量下的缓冲分配模型.以最小化总成本为优化目标,建立了以执行设备维护的质量阈值与缓冲分配...     

基于排队论的工件加工优化模型研究

本文将排队论方法应用于工件加工问题中,建立了基于N-策略M/G/1的单机工件加工模型,并以系统总费用最低为目标函数,对问题进行优化,求出了最优缓冲工件数.     

冲击环境下单部件可修系统的最优更换策略

在假定的修理过程为α-幂过程的基础上,利用马尔科夫过程和拉普拉斯变换求出冲击环境下单部件可修系统的可用度、系统故障频度等可靠性指标,并通过更新报酬定理求出系统的长期运行下单位时间的平均成本率函数的数学表达式,以分析方法和数值方法证明最优更换策略的存在和唯一性;最后,通过数值例子证明我们导出的结论的正确性,并在所有参数都给定的条件下,通过数值例子求出系统的最优更换策略.     

考虑双供应商的维护和备件订购联合决策优化

为优化双供应商情形下的设备维护和备件订购联合决策,以多零件并行制造系统为对象,采用泊松过程刻画零件的随机退化,基于马尔科夫决策过程对零件替换和备件订购联合决策进行建模,基于设备状态信息和库存状态信息建立系统状态的转移概率,以最小化系统平均总成本为目标,通过值迭代算法求取最优的设备维护和备件订购联合决策.在此基础上为提高计算效率,缩短求解时间,基于序列优化的方法设计启发式策略,通过双零件系统分析了最优策略和启发式策略的决策差异.敏感性分析结果显示,相比最优策略,启发式策略可以在成本增加率不超过5%时减少计算时间.     

具有启动时间的M/M/1休假排队的顾客最优策略研究

研究具有启动时间和单重休假的马尔科夫排队中顾客的均衡策略和社会最优止步策略.基于部分可视的系统状态信息,顾客到达系统时,只能观察到服务员的状态.根据收益-费用结构,得到顾客的收益函数和社会效益函数,进而确定均衡策略,并在数值和社会最优策略方面进行了比较.     

两部件两修理工冷贮备系统维修更换策略

为研究两个不同部件和两个修理工组成的可修冷贮备系统的维修更换策略,在故障部件都不能修复如新的条件下,利用几何过程和更新报酬定理,以系统中部件1的故障次数N为更换策略,得到系统长期运行单位时间平均费用的表达式.研究结果:通过数值算例求出其最优更换策略;在最优更换策略下比较两个修理工模型与一个修理工模型长期运行单位时间最优平均费用,得到一些数值结果.     

多Agent系统中任务分配问题的分析与建模

针对多Agent系统(MAS)内外环境变化所产生的不确定性和任务分配序列决策的要求,利用马尔科夫决策过程(MDP)模型对MAS中的动态任务分配问题进行了分析和建模.其中,状态空间由各Agent的当前负载和待分配的任务组成,每一状态下有多种任务分配方案,利用迭代方法可以获得最佳的任务分配方案以实现系统长期收益最大化的目标.仿真实验表明,MDP模型可以合理地模拟MAS中任务分配的运作过程,并在小规模环境下方便地获取最优任务分配策略.     

应用部分马尔科夫博弈的网络安全主动响应决策模型

针对传统被动响应模型滞后于攻击且频繁误警和虚警导致不当响应的问题,提出一种基于部分马尔科夫博弈(POMG)的主动响应决策模型.该模型针对入侵过程生成入侵状态转换图,并根据攻击过程中得到的观察事件匹配入侵状态转换图,在考虑状态不确定的情况下确定系统信念状态.将概率值超过信念状态阈值的状态作为初始节点生成入侵状态转换子图,根据子图的入侵过程确定攻防策略集,最终利用POMG算法选择最优主动响应策略.实验结果表明,基于POMG的主动响应模型较映射型模型响应速度快67%,平均响应效率高24.5%.     

基于隐主题马尔科夫模型的多特征自动文摘

基于隐主题马尔科夫模型, 消除LDA主题模型的主题独立假设, 使得文摘生成过程中充分利用文章的结构信息, 并结合基于内容的多特征方法提高文摘质量。提出在不破坏文章结构的前提下, 从单文档扩展到多文档的自动文摘策略, 最终搭建完善的自动文摘系统。在DUC2007标准数据集上的实验证明了隐主题马尔科夫模型和文档特征的优越性, 所实现的自动文摘系统ROUGE值有明显提高。     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

Features of Women's language

Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women＇s language from these perspectives： pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women＇s language, more attention should be paid to language use in social context. What＇s more, the linguistic phenomena in a speaking community can be understood more thoroughly.     

An Analysis of Catherine＇s Character——Wuthering Heights

Wuthering Heights, Emily Bronte＇s only novel, was published in December of 1847 under the pseudonym Ellis Bell. The book did not gain immediate success, but it is now thought one of the finest novels in the English language. Catherine is the key character of this masterpiece, because everybody and everything center on her though she had a short life. We can understand this masterpiece better if we know Catherine well.     

Lower Paleozoic oil relationships within Williston Basin, Canada

The Williston Basin is a significant petroleum province, containing oil production zones that include the Middle Cambrian to Lower Ordovician, Upper Ordovician, Middle Devonian, Upper Devonian and Mississippian and within the Jurassic and Cretaceous. The oils of the Williston Basin exhibit a wide range of geochemical characteristics defined as "oil families", although the geochemical signature of the Cambrian Deadwood Formation and Lower Ordovician Winnipeg reservoired oils does not match any "oil family". Despite their close stratigraphic proximity, it is evident that the oils of the Lower Palaeozoic within the Williston Basin are distinct. This suggests the presence of a new "oil family" within the Williston Basin. Diagnostic geochemical signatures occur in the gasoline range chromatograms, within saturate fraction gas chromatograms and biomarker fingerprints. However, some of the established criteria and cross-plots that are currently used to segregate oils into distinct genetic families within the basin do not always meet with success, particularly when applied to the Lower Palaeozoic oils of the Deadwood and Winnipeg Formation.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the