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Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011 相似文献
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Irina S. Dolinskaya 《海军后勤学研究》2012,59(5):325-339
This article examines optimal path finding problems where cost function and constraints are direction, location, and time dependent. Recent advancements in sensor and data‐processing technology facilitate the collection of detailed real‐time information about the environment surrounding a ground vehicle, an airplane, or a naval vessel. We present a navigation model that makes use of such information. We relax a number of assumptions from existing literature on path‐finding problems and create an accurate, yet tractable, model suitable for implementation for a large class of problems. We present a dynamic programming model which integrates our earlier results for direction‐dependent, time and space homogeneous environment, and consequently, improves its accuracy, efficiency, and run‐time. The proposed path finding model also addresses limited information about the surrounding environment, control‐feasibility of the considered paths, such as sharpest feasible turns a vehicle can make, and computational demands of a time‐dependent environment. To demonstrate the applicability and performance of our path‐finding algorithm, computational experiments for a short‐range ship routing in dynamic wave‐field problem are presented. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012 相似文献
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航空集群机载网络作为集群成员间信息交互的纽带,其路由策略性能优劣直接影响信息传输实时性与可靠性,从而制约网络化集群作战效能发挥.考虑到航空集群机载网络具有诸多不确定性,为应对路由失效以及尽可能避免路由更新,从路由选择算法的角度,在软件定义网络架构下提出Failure-Oblivious路由策略.与传统路由策略不同的是,... 相似文献
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本文研究了节点负载处理能力异质条件下的无标度网络交通动力学过程,提出了一种基于节点资源利用率的全局动态路由策略。该策略利用网络中节点资源利用率构建了一种全局代价函数,选择使该代价函数最小的路径来传输负载。实验结果表明该路由策略在略微增加平均路径长度的情况下成倍地提高了网络负载传输能力,与有效路由策略的比较进一步验证了该策略的有效性。 相似文献
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Helmut Maneval 《Defence and Peace Economics》2013,24(3):221-246
This survey article deals with defence spending in West Germany from 1960 on, and the resulting manpower levels and major weapons of the Federal Armed forces, focusing on macro‐economic aspects. Statistics compiled from a variety of published and unpublished sources are presented in 16 tables. An econometric defence‐spending function is derived for the period. For comparison, the equivalent data of East Germany from the last years is also presented. The small set of developments in the next few years that can be predicted firmly are discussed. 相似文献
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W. Robert J. Alexander 《Defence and Peace Economics》2013,24(1):13-25
The sectoral production function model of Feder (1983) has been widely used to examine the link between defence spending and economic growth. In this paper, the model, for which too much has been claimed in some past work, is examined, and the case is made for using growth in real non‐defence output rather than growth in real aggregate output (inclusive of military spending) as the dependent variable. Attention is restricted to a small group of OECD countries for which reliable labour force and capital stock (as well as defence) data are obtainable. With non‐defence output as the dependent variable and using only high quality data, no evidence in favour of the underconsumptionist (as opposed to the defence as a burden) position is found. 相似文献
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为了从能量均衡角度出发解决无线传感器网络生命周期延长问题,从而延长整个物联网生命周期,针对无线传感器网络节点遭遇"路由空洞"的时候出现路由中断和生命周期缩短现象,分析能量消耗原理,构建最优跳数模型和能量均衡协议,并提出采用能量均衡的思路减少节点能量消耗。实验仿真发现,应用能量均衡协议使无线传感器网络节点能量分布更加均匀,节点能量消耗时间明显变长,而个别节点能量消耗速度明显大于其他节点的情况得以减少,达到延长无线传感器网络生命周期的目的。仿真结果验证了该方法的可行性。 相似文献
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描述了一个专家系统工具JavaKBB,其目标是设计一个容易使用、方便扩展的专家系统开发工具,可以同时表示领域概念知识与过程知识;既可以运行于商用操作系统Windows等,也可以运行于中标麒麟等军用国产操作系统。为此,提出了一种集成框架与产生式规则的知识表示模式,定义了五种抽象层次以设计一个专家系统,包括知识原语、知识单元、知识部件、知识库以及知识系统;在此基础上基于Java语言设计并实现了JavaKBB。JavaKBB的另外一个重要特征是它能以XML格式保存知识库,具备与其他知识库进行交互的潜力。目前,JavaKBB已经用来构建慢性肝炎防治专家系统、装备辅助决策系统等。 相似文献