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We consider a risk model with a premium rate which varies with the level of free reserves. In this model, the occurrence of claims is described by a Cox process with Markov intensity process, and the influence of stochastic factors is considered by adding a diffusion process. The integro-differential equation for the ruin probability is derived by a infinitesimal method.  相似文献   
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STABILITY CRITERIA FOR A CLASS OF UNCERTAINSYSTEMS WITH TIME—DELAY   总被引:1,自引:0,他引:1  
Some stability criteria are obtained for a class of uncertain systems with time-delay usingLyapunov functional and analytic techniques. It is easy to check the criteria by making use of theboundedness of the uncertainties.  相似文献   
25.
This paper investigates the impact of a secondary market, where retailers can buy and sell excessinventories, on the supply chain. We develop a two-period model with a single manufacturer and tworetailers. At the beginning of the first period the retailers order and receive products from themanufacturer, but at the beginning of the second period, they can trade surplus products betweenthemselves in the secondary market. We investigate the impact of the correlated dependence ofretailers' demand on both the quantity effect and the allocation effect under the secondary market.Lastly,we study potential strategies for the manufacturer to increase sales with the existence of thesecondary market.  相似文献   
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Abstract: After a recursive multi-step-ahead predictor for nonlinear systems based on local recurrent neural networks isintroduced, an intelligent PID controller is adopted to correct the errors including identified model errors and accumulatederrors produced in the recursive process. Characterized by predictive control, this method can achieve a good controlaccuracy and has good robustness. A simulation study shows that this control algorithm is very effective.  相似文献   
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Dynamic Characteristics of Inter-Satellite Links in LEO Networks   总被引:1,自引:0,他引:1  
To establish an efficient inter-satellite link (ISL) in an LEO network, the effect of geometric characteristics of ISL on the ISLs and the devices on the LEO satellite should be examined. Because of the continuous movement of the LEO satellite, the time-varying behaviours of the ISL's geometric charactersistics continuously change with the changes of the satellite's position on the orbit. These dynamic geometric characteristics of the ISLs are important for ISL's performance analyzing and the design of the devices on the LEO satellite. This paper describes dynamic geometric characteristics of ISL, analyzes the impact of these regulations on the tracking system of the satellite's antenna and the power adjusting system of the satellite's transmitter, with the Iridium system as an example.  相似文献   
28.
With time-based competition and rapid technology advancements, effective manufacturingscheduling and supply chain coordination are critical to quickly respond to changing marketconditions. These problems, however, are difficult in view of inherent complexity and variousuncertainties involved. Based on a series of results by the authors, decomposition and coordination byusing Lagrangian relaxation is identified in this paper as an effective way to control complexity anduncertainty.A manufacturing scheduling problem is first formulated within the job shop context withuncertain order arrivals, processing times, due dates, and part priorities as a separable optimizationproblem. A solution methodology that combines Lagrangian relaxation, stochastic dynamicprogramming, and heuristics is developed. Method improvements to effectively solve large problemsare also highlighted. To extend manufacturing scheduling within a factory to coordinate autonomicmembers across chains of suppliers, a decentralized supply chai  相似文献   
29.
It has long been realized that the problem of radar imaging is a special case of image reconstruction in which the data are incomplete and noisy. In other fields, iterative reconstruction algorithms have been used successfully to improve the image quality. This paper studies the application of iterative algorithms in radar imaging. A discrete model is first derived, and the iterative algorithms are then adapted to radar imaging. Although such algorithms are usually time consuming, this paper shows that, if the algorithms are appropriately simplified, it is possible to realize them even in real time. The efficiency of iterative algorithms is shown through computer simulations.  相似文献   
30.
Support vector machine (SVM), as a novel approach in pattern recognition, has demonstrated a success in face detection and face recognition. In this paper, a face recognition approach based on the SVM classifier with the nearest neighbor classifier (NNC) is proposed. The principal component analysis (PCA) is used to reduce the dimension and extract features. Then one-against-all stratedy is used to train the SVM classifiers. At the testing stage, we propose an al-  相似文献   
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