简介:Inthispaper,weproposeadimension-reducing,K-meanclusteringprocedurebyProjectionPursuit(PP)techniquesoastoexploretheclusteringstructureofdatainhigh-dimensionalspaceintermsoflow-dimensionalprojectivepointsofdata,andweobtainthea.s.consistenceoftheestimatesoftheclustercentersandprojectionorientations.
简介:TheDeGrootmodelisoneofthemostclassicalmodelsinthefieldofopiniondynamics.ThestandardDeGrootmodelassumesthatagentsarehomogeneousandupdatetheiropinionsinthedirectionofaweightedaverageoftheirneighbors'opinions.Onenaturalquestioniswhetherasecondtypeofagentscouldsignificantlychangethemainpropertiesofthemodel.Theauthorsaddressthisquestionbyintroducingrebels,whoupdatetheiropinionstowardtheoppositeoftheirneighbors'weightedaverage.Theauthorsfindthattheexistenceofrebelsremarkablyaffectstheopiniondynamics.Undercertainmildconditions,theexistenceofafewrebelswillleadthegroupopiniontothegoldenmean,regardlessoftheinitialopinionsoftheagentsandthestructureofthelearningnetwork.ThisresultiscompletelydifferentfromthatofthestandardDeGrootmodel,wherethefinalconsensusopinionisdeterminedbyboththeinitialopinionsandthelearningtopology.Thestudythenprovidesnewinsightsintounderstandinghowheterogeneousindividualsinagroupreachconsensusandwhythegoldenmeanissocommoninhumansociety.
简介:Thispaperstudiesadynamicmean-varianceportfolioselectionproblemwithrandomliabilityintheaffineinterestrateenvironment,wherethefinancialmarketconsistsofthreeassets:onerisk-freeasset,oneriskyassetandonezero-couponbond.AssumethatshortrateisdrivenbyaffineinterestratemodelandliabilityprocessisdescribedbythedriftedBrownianmotion,inaddition,stockpricedynamicsisaffectedbyinterestratedynamics.Theinvestorsexpecttolookforanoptimalstrategytominimizethevarianceoftheterminalsurplusforagivenexpectedterminalsurplus.TheefficientstrategyandtheefficientfrontierareexplicitlyobtainedbyapplyingdynamicprogrammingprincipleandLagrangedualitytheorem.Anumericalexampleisgiventoillustrateourresultsandsomeeconomicimplicationsareanalyzed.
简介:这份报纸讨论吝啬地的向后的随机的微分方程(吝啬地的BSDE)与跳并且控制吝啬地的BSDE与的一种新类型跳,也就是吝啬地的BSDE与强烈跳结合了联系控制问题的价值功能。作者首先为BSDE的上述二种类型证明存在和唯一以及一条比较定理。为这,作者使用一个近似方法。在Peng在1997介绍的随机的向后的semigroups的观点的帮助下,然后,作者为值函数得到动态编程原则(DPP)。而且,作者证明值函数是integro部分的微分方程,它在连续函数的一个足够的空格唯一由Barles介绍了的联系非局部的Hamilton-Jacobi-Bellman(HJB)的一个粘性解决方案,等。在1997。
简介:这份报纸学习排队的一连续时间有顾客和一个first-come-first-served服务学科的多重类型的系统。顾客们根据一个semi-Markov到达过程和顾客的单个类型的服务时间到达有PH分发。为顾客的批的一个概括年龄过程的一个官方补给的/M/1类型Markov过程被构造。官方补给的/M/1类型Markov过程的静止分发明确地并且因而在服务,在系统的全部的工作量,等待的时间,和不同的批的逗留时间被发现批的年龄的分布,顾客的不同类型被获得。纸给等待时间和逗留时间的PH分发的矩阵代表。一些结果在离开时代并且在一任意的时间为队列长度的分布被获得。这些结果能被用来分析队列的不仅队列长度,而且作文。计算方法为与队列长度,逗留时间,和等待的时间有关的精明的稳定的州的分布被开发。
简介:Thispaperproposestheconceptsofgeneralizedαk-majorefficientsolutionsandgeneralizedαkmajoroptimalsolutionsformulti-objectiveprogramming,andstudiestheirsomeimportantproperties.
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简介:Anefficientmethodfortheidentificationofinfluentialspreadersthatcouldbeusedtocontrolepidemicswithinpopulationswouldbeofconsiderableimportance.Generally,populationsarecharacterizedbyitscommunitystructuresandbytheheterogeneousdistributionsofout-leavinglinksamongnodesbridgingovercommunities.Anewmethodforcommunitynetworkscapableofidentifyinginfluentialspreadersthatacceleratethespreadofdiseaseishereproposed.Inthismethod,influentialspreadersserveastargetnodes.Thisisbasedontheideathat,ink-shelldecompositionmethod,out-leavinglinksandinnerlinksareprocessedseparately.Themethodwasusedonempiricalnetworksconstructedfromonlinesocialnetworks,andresultsindicatedthatthismethodismoreaccurate.Itseffectivenessstemsfromthepatternsofconnectivityamongneighbors,anditsuccessfullyidentifiedtheimportantnodes.Inaddition,theperformanceofthemethodremainedrobustevenwhentherewereerrorsinthestructureofthenetwork.