With the increase of international trade activities and the gradual melting of the polar ice cap,the importance of the Arctic route for marine transportation has been emphasized.Prediction of the polar navigation wind...With the increase of international trade activities and the gradual melting of the polar ice cap,the importance of the Arctic route for marine transportation has been emphasized.Prediction of the polar navigation window period is crucial for navigating in the Arctic route,which is of great significance to the selection of the route and the optimization of navigation.This paper introduces the establishment of a risk index system,determination of risk index weight,establishment of a risk evaluation model,and prediction algorithm for the window period.In addition,data sources of both environmental factors and ship factors are introducted,and their shortcomings are analyzed,followed by introduction of various methods involved in window prediction and analysis of their advantages and disadvantages.The quantitative risk evaluation and window period algorithm can provide a reference for the research of polar navigation window period prediction.展开更多
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
The electricity-hydrogen integrated energy system(EH-IES)enables synergistic operation of electricity,heat,and hydrogen subsystems,supporting renewable energy integration and efficient multi-energy utilization in futu...The electricity-hydrogen integrated energy system(EH-IES)enables synergistic operation of electricity,heat,and hydrogen subsystems,supporting renewable energy integration and efficient multi-energy utilization in future low carbon societies.However,uncertainties from renewable energy and load variability threaten system safety and economy.Conventional chance-constrained programming(CCP)ensures reliable operation by limiting risk.However,increasing source-load uncertainties that can render CCP models infeasible and exacerbate operational risks.To address this,this paper proposes a risk-adjustable chance-constrained goal programming(RACCGP)model,integrating CCP and goal programming to balance risk and cost based on system risk assessment.An intelligent nonlinear goal programming method based on the state transition algorithm(STA)is developed,along with an improved discretized step transformation,to handle model nonlinearity and enhance computational efficiency.Experimental results show that the proposed model reduces costs while controlling risk compared to traditional CCP,and the solution method outperforms average sample sampling in efficiency and solution quality.展开更多
In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space...In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space.By using the measure change technique,we derive the price expressions of catastrophe put options.Moreover,we conduct some numerical analysis to demonstrate how the parameters of the model affect the price of the catastrophe put option.展开更多
Unlike the traditional decentralized channel,the drop-shipping channel entails a retailer relaying consumers’orders to the manufacturer,which proceeds to stock the orders and directly ship them to the consumers.This ...Unlike the traditional decentralized channel,the drop-shipping channel entails a retailer relaying consumers’orders to the manufacturer,which proceeds to stock the orders and directly ship them to the consumers.This study explores supply chain coordination and product quality in drop-shipping and traditional channels.Specifically,we analyze the performance of both channels under wholesale price and revenue-sharing contracts.Our study yields several key findings.First,the revenue-sharing contract can coordinate both traditional and drop-shipping channels,effectively increasing supply chain performance.Second,given the channel structure,the retailer prefers the wholesale price contract,whereas the manufacturer prefers the revenue-sharing contract.Third,product quality is higher in the drop-shipping channel when demand uncertainty is high.Finally,the implementation of the revenue-sharing contract increases product quality in the traditional channel,whereas it keeps product quality unchanged in the drop-shipping channel.展开更多
Trade credit,as an effective tool for integrating and coordinating material,information,and financial flows in supply chain management,is becoming increasingly widespread.We explore how a manufacturer can design optim...Trade credit,as an effective tool for integrating and coordinating material,information,and financial flows in supply chain management,is becoming increasingly widespread.We explore how a manufacturer can design optimal trade credit contracts when a risk-averse retailer hides its sales cost information(adverse selection)and selling effort level(moral hazard).We develop incentive models for a risk-averse supply chain when adverse selection and moral hazard coexist,which are then compared with the results under single information asymmetry(moral hazard).Moreover,we analyze the effects of private information and risk-aversion coefficient on contract parameters,selling effort level and the profit or utility of the supply chain.The study shows that when the degree of retailer’s risk aversion is within a certain range,reasonable trade credit contracts designed by the manufacturer can effectively induce the retailer to report its real sales cost and encourage it to exert appropriate effort.Furthermore,we find that the optimal trade credit period,optimal transfer payment,and retailer’s optimal sales effort level under dual information asymmetry are less than those under single information asymmetry.Numerical analysis are conducted to demonstrate the effects of the parameters on decisions and profits.展开更多
In land warfare,trenches serve as vital defensive fortifications,offering protection to soldiers while engaging in combat.However,despite their protective function,soldiers often sustain injuries within these trenches...In land warfare,trenches serve as vital defensive fortifications,offering protection to soldiers while engaging in combat.However,despite their protective function,soldiers often sustain injuries within these trenches.The lack of corresponding blast data alongside empirical injury reports presents a significant knowledge gap,particularly concerning the blast pressures propagating within trench spaces following nearby explosions.This absence hinders the correlation between blast parameters,trench geometry,and reported injury cases,limiting our understanding of blast-related risks within trenches.This paper addresses the critical aspect of blast propagation within trench systems,essential for evaluating potential blast injury risks to individuals within these structures.Through advanced computational fluid dynamics(CFD)simulations,the study comprehensively investigates blast injury risks resulting from explosions near military trenches.Employing a sophisticated computational model,the research analyzes the dynamic blast effects within trenches,considering both geometrical parameters and blast characteristics influenced by explosive weight and scaled distance.The numerical simulations yield valuable insights into the impact of these parameters on blast injury risks,particularly focusing on eardrum rupture,lung injury,and traumatic brain injury levels within the trench.The findings elucidate distinct patterns of high-risk zones,highlighting unique characteristics of internal explosions due to confinement and venting dynamics along the trench.This study underscores the significance of detailed numerical modeling in assessing blast injury risks and provides a novel knowledge base for understanding risks associated with explosives detonating near military trenches.The insights gained contribute to enhancing safety measures in both military and civilian contexts exposed to blast events near trench structures.展开更多
Forest fire accidents caused by distribution line faults occur frequently,resulting in heavy impacts on people’s safety and social and economic development.Currently,there are few risk assessments for forest fires in...Forest fire accidents caused by distribution line faults occur frequently,resulting in heavy impacts on people’s safety and social and economic development.Currently,there are few risk assessments for forest fires induced by over-head distribution lines,and existing assessment methods may have difficulties in data acquisition.On this basis,a novel as-sessment framework based on an analytic hierarchy process,a Bayesian network and a Fussel-Vesely importance metric is proposed in this paper.The framework combines field research and historical operation and maintenance data to assess the regional-scale risk of forest fires induced by overhead distribution lines to derive the probability of forest fires and to identify high-risk lines and key hazard events in the assessment region.Finally,taking the southern Anhui region as an ex-ample,the annual fire probability of forest fires induced by overhead distribution lines in the southern Anhui region is 5.88%,and rectification measures are proposed.This study provides management with a complete assessment framework that optimizes the difficulty of data collection and allows for additional targeted corrective measures to be proposed for the entire region and route on the basis of the assessment results.展开更多
Objective:Augmented renal clearance(ARC),in contrast to renal dysfunction,refers to enhanced renal elimination of circulating solutes compared to the expected baseline.Although patients may present with normal serum c...Objective:Augmented renal clearance(ARC),in contrast to renal dysfunction,refers to enhanced renal elimination of circulating solutes compared to the expected baseline.Although patients may present with normal serum creatinine(Scr)levels,the incidence of ARC is high in intensive care unit(ICU)settings.ARC is associated with subtherapeutic exposure and treatment failure of renally cleared antibiotics.However,limited research exists on the incidence and risk factors of ARC in the ICU,and even fewer data are available specifically for neurological ICU(NICU).This study aims to determine the incidence and risk factors of ARC in neurocritically ill patients.Methods:We retrospectively analyzed all available Scr data of neurocritical care patients admitted to the NICU of the Second Xiangya Hospital of Central South University between December 2020 and January 2023.Creatinine clearance(CrCl)was calculated using the Cockcroft-Gault equation.ARC was defined as a CrCl≥130 mL/(min·1.73 m^(2))sustained for more than 50%of the duration of the NICU stay.A total of 208 neurocritically ill patients were assigned into an ARC group(n=52)and a non-ARC(N-ARC)group(n=156).Clinical characteristics were compared between the 2 groups.Variables with P<0.05 in univariate analysis were included in binary Logistic regression to identify independent risk factors for ARC.Results:The incidence of ARC among neurocritically ill patients was 25.00%.Of the 74 patients with normal CrCl,20(27.03%)gradually developed ARC during hospitalization.Compared with the N-ARC group,the patients of the ARC group were younger(P<0.001),with a higher proportion of females(P=0.048)and a lower admission mean arterial pressure(MAP)(P=0.034).Moreover,patients of the ARC group were commonly complicated with severe bacterial infections compared with the patients of the N-ARC group(P<0.001).In binary Logistic regression analysis,younger age(OR=0.903,95%CI 0.872 to 0.935)and severe bacterial infections(OR=6.270,95%CI 2.568 to 15.310)were significant predictors of ARC.Conclusion:ARC is relatively common in the NICU.A considerable number of patients with initially normal renal function developed ARC during hospitalization.Younger age and concurrent severe bacterial infection are important risk factors of ARC in neurocritically ill patients.展开更多
文摘With the increase of international trade activities and the gradual melting of the polar ice cap,the importance of the Arctic route for marine transportation has been emphasized.Prediction of the polar navigation window period is crucial for navigating in the Arctic route,which is of great significance to the selection of the route and the optimization of navigation.This paper introduces the establishment of a risk index system,determination of risk index weight,establishment of a risk evaluation model,and prediction algorithm for the window period.In addition,data sources of both environmental factors and ship factors are introducted,and their shortcomings are analyzed,followed by introduction of various methods involved in window prediction and analysis of their advantages and disadvantages.The quantitative risk evaluation and window period algorithm can provide a reference for the research of polar navigation window period prediction.
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
基金Project(2022YFC2904502)supported by the National Key Research and Development Program of ChinaProject(62273357)supported by the National Natural Science Foundation of China。
文摘The electricity-hydrogen integrated energy system(EH-IES)enables synergistic operation of electricity,heat,and hydrogen subsystems,supporting renewable energy integration and efficient multi-energy utilization in future low carbon societies.However,uncertainties from renewable energy and load variability threaten system safety and economy.Conventional chance-constrained programming(CCP)ensures reliable operation by limiting risk.However,increasing source-load uncertainties that can render CCP models infeasible and exacerbate operational risks.To address this,this paper proposes a risk-adjustable chance-constrained goal programming(RACCGP)model,integrating CCP and goal programming to balance risk and cost based on system risk assessment.An intelligent nonlinear goal programming method based on the state transition algorithm(STA)is developed,along with an improved discretized step transformation,to handle model nonlinearity and enhance computational efficiency.Experimental results show that the proposed model reduces costs while controlling risk compared to traditional CCP,and the solution method outperforms average sample sampling in efficiency and solution quality.
基金supported by the Jiangsu University Philosophy and Social Science Research Project(Grant No.2019SJA1326).
文摘In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space.By using the measure change technique,we derive the price expressions of catastrophe put options.Moreover,we conduct some numerical analysis to demonstrate how the parameters of the model affect the price of the catastrophe put option.
基金supported by the Key Fund Project for Youth Innovation of USTC(WK2040000042).
文摘Unlike the traditional decentralized channel,the drop-shipping channel entails a retailer relaying consumers’orders to the manufacturer,which proceeds to stock the orders and directly ship them to the consumers.This study explores supply chain coordination and product quality in drop-shipping and traditional channels.Specifically,we analyze the performance of both channels under wholesale price and revenue-sharing contracts.Our study yields several key findings.First,the revenue-sharing contract can coordinate both traditional and drop-shipping channels,effectively increasing supply chain performance.Second,given the channel structure,the retailer prefers the wholesale price contract,whereas the manufacturer prefers the revenue-sharing contract.Third,product quality is higher in the drop-shipping channel when demand uncertainty is high.Finally,the implementation of the revenue-sharing contract increases product quality in the traditional channel,whereas it keeps product quality unchanged in the drop-shipping channel.
基金supported by the Plan Project of Shanghai Philosophy and Social Science(2017BGL014)the National Natural Science Foundation of China(71832001)the Fundamental Research Funds for the Central Universities(2232020B-04,2232018H-07).
文摘Trade credit,as an effective tool for integrating and coordinating material,information,and financial flows in supply chain management,is becoming increasingly widespread.We explore how a manufacturer can design optimal trade credit contracts when a risk-averse retailer hides its sales cost information(adverse selection)and selling effort level(moral hazard).We develop incentive models for a risk-averse supply chain when adverse selection and moral hazard coexist,which are then compared with the results under single information asymmetry(moral hazard).Moreover,we analyze the effects of private information and risk-aversion coefficient on contract parameters,selling effort level and the profit or utility of the supply chain.The study shows that when the degree of retailer’s risk aversion is within a certain range,reasonable trade credit contracts designed by the manufacturer can effectively induce the retailer to report its real sales cost and encourage it to exert appropriate effort.Furthermore,we find that the optimal trade credit period,optimal transfer payment,and retailer’s optimal sales effort level under dual information asymmetry are less than those under single information asymmetry.Numerical analysis are conducted to demonstrate the effects of the parameters on decisions and profits.
文摘In land warfare,trenches serve as vital defensive fortifications,offering protection to soldiers while engaging in combat.However,despite their protective function,soldiers often sustain injuries within these trenches.The lack of corresponding blast data alongside empirical injury reports presents a significant knowledge gap,particularly concerning the blast pressures propagating within trench spaces following nearby explosions.This absence hinders the correlation between blast parameters,trench geometry,and reported injury cases,limiting our understanding of blast-related risks within trenches.This paper addresses the critical aspect of blast propagation within trench systems,essential for evaluating potential blast injury risks to individuals within these structures.Through advanced computational fluid dynamics(CFD)simulations,the study comprehensively investigates blast injury risks resulting from explosions near military trenches.Employing a sophisticated computational model,the research analyzes the dynamic blast effects within trenches,considering both geometrical parameters and blast characteristics influenced by explosive weight and scaled distance.The numerical simulations yield valuable insights into the impact of these parameters on blast injury risks,particularly focusing on eardrum rupture,lung injury,and traumatic brain injury levels within the trench.The findings elucidate distinct patterns of high-risk zones,highlighting unique characteristics of internal explosions due to confinement and venting dynamics along the trench.This study underscores the significance of detailed numerical modeling in assessing blast injury risks and provides a novel knowledge base for understanding risks associated with explosives detonating near military trenches.The insights gained contribute to enhancing safety measures in both military and civilian contexts exposed to blast events near trench structures.
基金This work was supported by the National Key Research and Development Program of China(2022YFC3003101)the Fundamental Research Funds for the Central Universities(WK2320000050)the Science and Technology Program of State Grid Anhui Electric Power Co.,Ltd.(521205220001).
文摘Forest fire accidents caused by distribution line faults occur frequently,resulting in heavy impacts on people’s safety and social and economic development.Currently,there are few risk assessments for forest fires induced by over-head distribution lines,and existing assessment methods may have difficulties in data acquisition.On this basis,a novel as-sessment framework based on an analytic hierarchy process,a Bayesian network and a Fussel-Vesely importance metric is proposed in this paper.The framework combines field research and historical operation and maintenance data to assess the regional-scale risk of forest fires induced by overhead distribution lines to derive the probability of forest fires and to identify high-risk lines and key hazard events in the assessment region.Finally,taking the southern Anhui region as an ex-ample,the annual fire probability of forest fires induced by overhead distribution lines in the southern Anhui region is 5.88%,and rectification measures are proposed.This study provides management with a complete assessment framework that optimizes the difficulty of data collection and allows for additional targeted corrective measures to be proposed for the entire region and route on the basis of the assessment results.
基金supported by the Natural Science Foundation of Hunan Province(2023JJ60087)the Clinical Medical Technology Innovation Guidance Project of Hunan Province(2021SK53501),China。
文摘Objective:Augmented renal clearance(ARC),in contrast to renal dysfunction,refers to enhanced renal elimination of circulating solutes compared to the expected baseline.Although patients may present with normal serum creatinine(Scr)levels,the incidence of ARC is high in intensive care unit(ICU)settings.ARC is associated with subtherapeutic exposure and treatment failure of renally cleared antibiotics.However,limited research exists on the incidence and risk factors of ARC in the ICU,and even fewer data are available specifically for neurological ICU(NICU).This study aims to determine the incidence and risk factors of ARC in neurocritically ill patients.Methods:We retrospectively analyzed all available Scr data of neurocritical care patients admitted to the NICU of the Second Xiangya Hospital of Central South University between December 2020 and January 2023.Creatinine clearance(CrCl)was calculated using the Cockcroft-Gault equation.ARC was defined as a CrCl≥130 mL/(min·1.73 m^(2))sustained for more than 50%of the duration of the NICU stay.A total of 208 neurocritically ill patients were assigned into an ARC group(n=52)and a non-ARC(N-ARC)group(n=156).Clinical characteristics were compared between the 2 groups.Variables with P<0.05 in univariate analysis were included in binary Logistic regression to identify independent risk factors for ARC.Results:The incidence of ARC among neurocritically ill patients was 25.00%.Of the 74 patients with normal CrCl,20(27.03%)gradually developed ARC during hospitalization.Compared with the N-ARC group,the patients of the ARC group were younger(P<0.001),with a higher proportion of females(P=0.048)and a lower admission mean arterial pressure(MAP)(P=0.034).Moreover,patients of the ARC group were commonly complicated with severe bacterial infections compared with the patients of the N-ARC group(P<0.001).In binary Logistic regression analysis,younger age(OR=0.903,95%CI 0.872 to 0.935)and severe bacterial infections(OR=6.270,95%CI 2.568 to 15.310)were significant predictors of ARC.Conclusion:ARC is relatively common in the NICU.A considerable number of patients with initially normal renal function developed ARC during hospitalization.Younger age and concurrent severe bacterial infection are important risk factors of ARC in neurocritically ill patients.
