基于Multi-agent的消息通信机制及其实现框架

随着人工智能和网络与分布式技术的发展，基于Multi-agent的分布式仿真成为仿真研究的热点，具有广阔的发展前景。在基于Multi-agent的分布式仿真系统中，如何实现多个Agent彼此之间的通信和协作是一个重要的问题。本文采用消息传送的方式实现分布式Multi-agent仿真系统中的通信，并且给出了一个实用的可重用框架结构。     

一种快速模拟退火矢量量化图像编码算法

模拟退火是解决全局优化问题的随机搜索技术,它在工程领域有着广泛应用。将模拟退火技术与LBG算法有机结合,通过对LBG算法中的空胞腔码书进行适当处理,并设置适当参数使LBG与模拟退火交替进行,提出了一种快速模拟退火矢量量化图像编码算法,以降低计算量和进一步提高码书性能。实验结果表明,算法具有对初始码书选取依赖性小、不容易陷入局部极小、收敛速度快等优点。与随机竞争学习矢量量化及进化模拟退火矢量量化算法相比,峰值信噪比改善超过0.6dB。     

GNSS兼容性软件设计与仿真分析

随着各国全球和区域卫星导航系统的建设或现代化升级,越来越多的信号占用拥挤的导航频段,卫星导航系统间的兼容性问题日益突出。在建立高精度的空间段、用户段、环境段与干扰模型的基础上,提出了一种GNSS兼容性分析的软件实现方法,给出了基于Matlab平台的GNSS兼容性软件的体系架构,详细描述了各主要模块的功能与实现方法。最后,仿真分析了Compass、GPS和Galileo三大导航系统在L1频段内的兼容性,得出GPS L1C/A信号是最主要的系统内干扰,最大为3.71dB,且GPS对其它系统的干扰均较大,约为2dB,Galileo对其它系统的干扰较小,不超过0.6dB。     

集装箱班轮运输两阶段舱位分配与动态定价模型

为解决随机需求环境下集装箱班轮运输的舱位分配与动态定价问题, 依据班轮运输市场的合同客户和普通客户分类, 分两阶段分别建立了合同市场客户重箱运输与班轮公司空箱调运的舱位分配模型以及现货市场分时段动态定价模型, 并针对舱位分配模型的随机特征和动态定价模型统计量的误差特性, 分别设计机会约束和稳健优化算法求解, 算例验证了上述模型与算法的适用性和有效性.     

基于元胞自动机的行业危机扩散博弈分析

元胞自动机(Cellular Automata,CA)模拟仿真实现了行业危机扩散博弈过程的可视化,简化了博弈分析过程。本文首先进行了行业危机扩散的博弈分析,通过纳什均衡解的求解误差发现危机扩散受到很多因素影响,并且具有一定的随机性,增加了博弈分析的难度。基于此,引用元胞自动机结合行业危机扩散博弈的策略组合,构建了行业危机扩散的CA算法,解决了行业危机扩散博弈的有限理性假设问题,并使用仿真效果较好的多主体可视化软件Netlogo进行仿真,结果符合实际情况。     

Finding the topology of implicitly defined two algebraic plane curves

An algorithm is given for computing in a very efficient way the topology of two real algebraic plane curves defined implicitly.The authors preform a symbolic pre-processing that allows us later to execute all numerical computations in an accurate way.     

The large sample properties of the solutions of general estimating equations

This paper develops the large sample properties of the solutions of the general estimating equations which are unbiased or asymptotically unbiased or with nuisance parameters for correlated data.The authors do not make the assumption that the estimating equations come from some objective function when we establish the large sample properties of the solutions.So these results extend the work of Newey and McFadden(1994) and are more widely applicable.Furthermore,we provide some examples to justify the importance of our work.     

On functional decomposition of multivariate polynomials with differentiation and homogenization

This paper gives a theoretical analysis for the algorithms to compute functional decomposition for multivariate polynomials based on differentiation and homogenization which were proposed by Ye,Dai,and Lam(1999) and were developed by Faugere,Perret(2006,2008,2009).The authors show that a degree proper functional decomposition for a set of randomly decomposable quartic homogenous polynomials can be computed using the algorithm with high probability.This solves a conjecture proposed by Ye,Dai,and Lam(1999).The authors also propose a conjecture which asserts that the decomposition for a set of polynomials can be computed from that of its homogenization and show that the conjecture is valid with high probability for quartic polynomials.Finally,the authors prove that the right decomposition factors for a set of polynomials can be computed from its right decomposition factor space.     

Superconvergence of mixed covolume method on quadrilateral grids for elliptic problems

This paper considers the mixed covolume method for the second-order elliptic equations over quadrilaterals.Superconvergence results are established in this paper on quadrilateral grids satisfying the h~2-parallelogram condition when the lowest-order Raviart-Thomas space is employed in the mixed covolume method.The authors prove O(h~2) accuracy between the approximate velocity or pressure and a suitable projection of the real velocity or pressure in the L~2 norm.Numerical experiments illustrating the theoretical results are provided.     

Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims

This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of not necessarily identically distributed and pairwise quasi-asymptotically independent random variables with dominatedly-varying tails.The authors obtain a weakly asymptotic formula for the finite-time and infinite-time ruin probabilities.In particular,if the claims are identically distributed and consistently-varying tailed,then an asymptotic formula is presented.