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
To improve the accuracy of strapdown inertial navigation system(SINS) for long term applications,the rotation technique is employed to modulate the errors of the inertial sensors into periodically varied signals,and,a...To improve the accuracy of strapdown inertial navigation system(SINS) for long term applications,the rotation technique is employed to modulate the errors of the inertial sensors into periodically varied signals,and,as a result,to suppress the divergence of SINS errors.However,the errors of rotation platform will be introduced into SINS and might affect the final navigation accuracy.Considering the disadvantages of the conventional navigation computation scheme,an improved computation scheme of the SINS using rotation technique is proposed which can reduce the effects of the rotation platform errors.And,the error characteristics of the SINS with this navigation computation scheme are analyzed.Theoretical analysis,simulations and real test results show that the proposed navigation computation scheme outperforms the conventional navigation computation scheme,meanwhile reduces the requirement to the measurement accuracy of rotation angles.展开更多
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(60604011) supported by the National Natural Science Foundation of China
文摘To improve the accuracy of strapdown inertial navigation system(SINS) for long term applications,the rotation technique is employed to modulate the errors of the inertial sensors into periodically varied signals,and,as a result,to suppress the divergence of SINS errors.However,the errors of rotation platform will be introduced into SINS and might affect the final navigation accuracy.Considering the disadvantages of the conventional navigation computation scheme,an improved computation scheme of the SINS using rotation technique is proposed which can reduce the effects of the rotation platform errors.And,the error characteristics of the SINS with this navigation computation scheme are analyzed.Theoretical analysis,simulations and real test results show that the proposed navigation computation scheme outperforms the conventional navigation computation scheme,meanwhile reduces the requirement to the measurement accuracy of rotation angles.
