In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and the...In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and therefore,the foreign exchange rate model is incorporated.Under the allowing of selling and borrowing,the problem of maximizing the expected exponential utility of terminal wealth is studied.By solving the corresponding Hamilton-Jacobi-Bellman equations,the optimal investment strategies and value functions are obtained.Finally,numerical analysis is presented.展开更多
Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by s...Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by selecting the culture volume as the control variable, then the general optimal feed profile was numerically determined.展开更多
To solve the problem of the low interference success rate of air defense missile radio fuzes due to the unified interference form of the traditional fuze interference system,an interference decision method based Q-lea...To solve the problem of the low interference success rate of air defense missile radio fuzes due to the unified interference form of the traditional fuze interference system,an interference decision method based Q-learning algorithm is proposed.First,dividing the distance between the missile and the target into multiple states to increase the quantity of state spaces.Second,a multidimensional motion space is utilized,and the search range of which changes with the distance of the projectile,to select parameters and minimize the amount of ineffective interference parameters.The interference effect is determined by detecting whether the fuze signal disappears.Finally,a weighted reward function is used to determine the reward value based on the range state,output power,and parameter quantity information of the interference form.The effectiveness of the proposed method in selecting the range of motion space parameters and designing the discrimination degree of the reward function has been verified through offline experiments involving full-range missile rendezvous.The optimal interference form for each distance state has been obtained.Compared with the single-interference decision method,the proposed decision method can effectively improve the success rate of interference.展开更多
Sensors deployment optimization has become one of the most attractive fields in recent years. However, most of the previous work focused on the deployment problem in 2D space.Compared to the traditional form, sensors ...Sensors deployment optimization has become one of the most attractive fields in recent years. However, most of the previous work focused on the deployment problem in 2D space.Compared to the traditional form, sensors deployment in multidimensional space has greater research significance and practical potential to satisfy the detecting needs in complex environment.Aiming at solving this issue, a multi-dimensional space sensor network model is established, and the radar system is selected as an example. Considering the possible working mode of the radar system(e.g., searching and tracking), two distinctive deployment models are proposed based on maximum coverage area and maximum target detection probability in the attack direction respectively. The latter one is usually ignored in the previous literature.For uncovering the optimal deployment of the sensor network, the particle swarm optimization(PSO) algorithm is improved using the proposed weights determination scheme, in which the linear decreasing, the pooling strategy and the cloud theory are combined for weights updating. Experimental results illustrate the effectiveness of the proposed method.展开更多
A novel algorithm for constructing support vector machine regression ensemble is proposed. As to regression prediction, support vector machine regression （SVMR） ensemble is proposed by resampling from given training...A novel algorithm for constructing support vector machine regression ensemble is proposed. As to regression prediction, support vector machine regression （SVMR） ensemble is proposed by resampling from given training data sets repeatedly and aggregating several independent SVMRs, each of which is trained to use a replicated training set. After training, several independently trained SVMRs need to be aggregated in an appropriate combination manner. Generally, the linear weighting is usually used like expert weighting score in Boosting Regression and it is without optimization capacity. Three combination techniques are proposed, including simple arithmetic mean, linear least square error weighting and nonlinear hierarchical combining that uses another upper-layer SVMR to combine several lower-layer SVMRs. Finally, simulation experiments demonstrate the accuracy and validity of the presented algorithm.展开更多
An ant colony optimization （ACO）-simulated annealing （SA）-based algorithm is developed for the target assignment problem （TAP） in the air defense （AD） command and control （C2） system of surface to air missi...An ant colony optimization （ACO）-simulated annealing （SA）-based algorithm is developed for the target assignment problem （TAP） in the air defense （AD） command and control （C2） system of surface to air missile （SAM） tactical unit. The accomplishment process of target assignment （TA） task is analyzed. A firing advantage degree （FAD） concept of fire unit （FU） intercepting targets is put forward and its evaluation model is established by using a linear weighted synthetic method. A TA optimization model is presented and its solving algorithms are designed respectively based on ACO and SA. A hybrid optimization strategy is presented and developed synthesizing the merits of ACO and SA. The simulation examples show that the model and algorithms can meet the solving requirement of TAP in AD combat.展开更多
The artificial bee colony （ABC） algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is...The artificial bee colony （ABC） algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is still insufficient in balancing ex- ploration and exploitation. To solve this problem, we put forward an improved algorithm with a comprehensive search mechanism. The search mechanism contains three main strategies. Firstly, the heuristic Gaussian search strategy composed of three different search equations is proposed for the employed bees, which fully utilizes and balances the exploration and exploitation of the three different search equations by introducing the selectivity probability P,. Secondly, in order to improve the search accuracy, we propose the Gbest-guided neighborhood search strategy for onlooker bees to improve the exploitation performance of ABC. Thirdly, the self- adaptive population perturbation strategy for the current colony is used by random perturbation or Gaussian perturbation to en- hance the diversity of the population. In addition, to improve the quality of the initial population, we introduce the chaotic opposition- based learning method for initialization. The experimental results and Wilcoxon signed ranks test based on 27 benchmark func- tions show that the proposed algorithm, especially for solving high dimensional and complex function optimization problems, has a higher convergence speed and search precision than ABC and three other current ABC-based algorithms.展开更多
The hybrid flow shop scheduling problem with unrelated parallel machine is a typical NP-hard combinatorial optimization problem, and it exists widely in chemical, manufacturing and pharmaceutical industry. In this wor...The hybrid flow shop scheduling problem with unrelated parallel machine is a typical NP-hard combinatorial optimization problem, and it exists widely in chemical, manufacturing and pharmaceutical industry. In this work, a novel mathematic model for the hybrid flow shop scheduling problem with unrelated parallel machine(HFSPUPM) was proposed. Additionally, an effective hybrid estimation of distribution algorithm was proposed to solve the HFSPUPM, taking advantage of the features in the mathematic model. In the optimization algorithm, a new individual representation method was adopted. The(EDA) structure was used for global search while the teaching learning based optimization(TLBO) strategy was used for local search. Based on the structure of the HFSPUPM, this work presents a series of discrete operations. Simulation results show the effectiveness of the proposed hybrid algorithm compared with other algorithms.展开更多
In order to promote the tolerance and controllability of the multi-degree-of-freedom(M-DOF) ultrasonic motor, a novel two-degree-of-freedom(2-DOF) spherical ultrasonic motor using three traveling-wave type annular sta...In order to promote the tolerance and controllability of the multi-degree-of-freedom(M-DOF) ultrasonic motor, a novel two-degree-of-freedom(2-DOF) spherical ultrasonic motor using three traveling-wave type annular stators was put forward. Firstly,the structure and working principle of this motor were introduced, especially a spiral spring as the preload applied component was designed for adaptive adjustment. Then, the friction drive model of 2-DOF spherical motor was built up from spatial geometric relation between three annular stators and the spherical rotor which was used to analyze the mechanical characteristics of the motor.The optimal control strategy for minimum norm solution of three stators' angular velocity was proposed, using Moore-Penrose generalized inverse matrix. Finally, a 2-DOF prototype was fabricated and tested, which ran stably and controllably. The maximum no-load velocity and stall torque are 92 r/min and 90 m N·m, respectively. The 2-DOF spherical ultrasonic motor has compact structure, easy assembly, good performance and stable operation.展开更多
The traditional manner to design public transportation system is to sequentially design the transit network and public bicycle network. A new public transportation system design problem that simultaneously considers b...The traditional manner to design public transportation system is to sequentially design the transit network and public bicycle network. A new public transportation system design problem that simultaneously considers both bus network design and public bicycle network design is proposed. The chemical reaction optimization(CRO) is designed to solve the problem. A shortcoming of CRO is that, when the two-molecule collisions take place, the molecules are randomly picked from the container.Hence, we improve CRO by employing different mating strategies. The computational results confirm the benefits of the mating strategies. Numerical experiments are conducted on the Sioux-Falls network. A comparison with the traditional sequential modeling framework indicates that the proposed approach has a better performance and is more robust. The practical applicability of the approach is proved by employing a real size network.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.12301603).
文摘In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and therefore,the foreign exchange rate model is incorporated.Under the allowing of selling and borrowing,the problem of maximizing the expected exponential utility of terminal wealth is studied.By solving the corresponding Hamilton-Jacobi-Bellman equations,the optimal investment strategies and value functions are obtained.Finally,numerical analysis is presented.
基金From National Ninth Five Years Project (NO. 96-03-03-03A).
文摘Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by selecting the culture volume as the control variable, then the general optimal feed profile was numerically determined.
基金National Natural Science Foundation of China(61973037)National 173 Program Project(2019-JCJQ-ZD-324).
文摘To solve the problem of the low interference success rate of air defense missile radio fuzes due to the unified interference form of the traditional fuze interference system,an interference decision method based Q-learning algorithm is proposed.First,dividing the distance between the missile and the target into multiple states to increase the quantity of state spaces.Second,a multidimensional motion space is utilized,and the search range of which changes with the distance of the projectile,to select parameters and minimize the amount of ineffective interference parameters.The interference effect is determined by detecting whether the fuze signal disappears.Finally,a weighted reward function is used to determine the reward value based on the range state,output power,and parameter quantity information of the interference form.The effectiveness of the proposed method in selecting the range of motion space parameters and designing the discrimination degree of the reward function has been verified through offline experiments involving full-range missile rendezvous.The optimal interference form for each distance state has been obtained.Compared with the single-interference decision method,the proposed decision method can effectively improve the success rate of interference.
文摘Sensors deployment optimization has become one of the most attractive fields in recent years. However, most of the previous work focused on the deployment problem in 2D space.Compared to the traditional form, sensors deployment in multidimensional space has greater research significance and practical potential to satisfy the detecting needs in complex environment.Aiming at solving this issue, a multi-dimensional space sensor network model is established, and the radar system is selected as an example. Considering the possible working mode of the radar system(e.g., searching and tracking), two distinctive deployment models are proposed based on maximum coverage area and maximum target detection probability in the attack direction respectively. The latter one is usually ignored in the previous literature.For uncovering the optimal deployment of the sensor network, the particle swarm optimization(PSO) algorithm is improved using the proposed weights determination scheme, in which the linear decreasing, the pooling strategy and the cloud theory are combined for weights updating. Experimental results illustrate the effectiveness of the proposed method.
基金The project was supported by the National Science Foundation of China (70572045)
文摘A novel algorithm for constructing support vector machine regression ensemble is proposed. As to regression prediction, support vector machine regression （SVMR） ensemble is proposed by resampling from given training data sets repeatedly and aggregating several independent SVMRs, each of which is trained to use a replicated training set. After training, several independently trained SVMRs need to be aggregated in an appropriate combination manner. Generally, the linear weighting is usually used like expert weighting score in Boosting Regression and it is without optimization capacity. Three combination techniques are proposed, including simple arithmetic mean, linear least square error weighting and nonlinear hierarchical combining that uses another upper-layer SVMR to combine several lower-layer SVMRs. Finally, simulation experiments demonstrate the accuracy and validity of the presented algorithm.
基金supported by the National Aviation Science Foundation of China(20090196002)
文摘An ant colony optimization （ACO）-simulated annealing （SA）-based algorithm is developed for the target assignment problem （TAP） in the air defense （AD） command and control （C2） system of surface to air missile （SAM） tactical unit. The accomplishment process of target assignment （TA） task is analyzed. A firing advantage degree （FAD） concept of fire unit （FU） intercepting targets is put forward and its evaluation model is established by using a linear weighted synthetic method. A TA optimization model is presented and its solving algorithms are designed respectively based on ACO and SA. A hybrid optimization strategy is presented and developed synthesizing the merits of ACO and SA. The simulation examples show that the model and algorithms can meet the solving requirement of TAP in AD combat.
基金supported by the Aviation Science Foundation of China(20105196016)the Postdoctoral Science Foundation of China(2012M521807)
文摘The artificial bee colony （ABC） algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is still insufficient in balancing ex- ploration and exploitation. To solve this problem, we put forward an improved algorithm with a comprehensive search mechanism. The search mechanism contains three main strategies. Firstly, the heuristic Gaussian search strategy composed of three different search equations is proposed for the employed bees, which fully utilizes and balances the exploration and exploitation of the three different search equations by introducing the selectivity probability P,. Secondly, in order to improve the search accuracy, we propose the Gbest-guided neighborhood search strategy for onlooker bees to improve the exploitation performance of ABC. Thirdly, the self- adaptive population perturbation strategy for the current colony is used by random perturbation or Gaussian perturbation to en- hance the diversity of the population. In addition, to improve the quality of the initial population, we introduce the chaotic opposition- based learning method for initialization. The experimental results and Wilcoxon signed ranks test based on 27 benchmark func- tions show that the proposed algorithm, especially for solving high dimensional and complex function optimization problems, has a higher convergence speed and search precision than ABC and three other current ABC-based algorithms.
基金Projects(61573144,61773165,61673175,61174040)supported by the National Natural Science Foundation of ChinaProject(222201717006)supported by the Fundamental Research Funds for the Central Universities,China
文摘The hybrid flow shop scheduling problem with unrelated parallel machine is a typical NP-hard combinatorial optimization problem, and it exists widely in chemical, manufacturing and pharmaceutical industry. In this work, a novel mathematic model for the hybrid flow shop scheduling problem with unrelated parallel machine(HFSPUPM) was proposed. Additionally, an effective hybrid estimation of distribution algorithm was proposed to solve the HFSPUPM, taking advantage of the features in the mathematic model. In the optimization algorithm, a new individual representation method was adopted. The(EDA) structure was used for global search while the teaching learning based optimization(TLBO) strategy was used for local search. Based on the structure of the HFSPUPM, this work presents a series of discrete operations. Simulation results show the effectiveness of the proposed hybrid algorithm compared with other algorithms.
基金Project(51107111)supported by the National Natural Science Foundation of China
文摘In order to promote the tolerance and controllability of the multi-degree-of-freedom(M-DOF) ultrasonic motor, a novel two-degree-of-freedom(2-DOF) spherical ultrasonic motor using three traveling-wave type annular stators was put forward. Firstly,the structure and working principle of this motor were introduced, especially a spiral spring as the preload applied component was designed for adaptive adjustment. Then, the friction drive model of 2-DOF spherical motor was built up from spatial geometric relation between three annular stators and the spherical rotor which was used to analyze the mechanical characteristics of the motor.The optimal control strategy for minimum norm solution of three stators' angular velocity was proposed, using Moore-Penrose generalized inverse matrix. Finally, a 2-DOF prototype was fabricated and tested, which ran stably and controllably. The maximum no-load velocity and stall torque are 92 r/min and 90 m N·m, respectively. The 2-DOF spherical ultrasonic motor has compact structure, easy assembly, good performance and stable operation.
基金Projects(71301115,71271150,71101102)supported by the National Natural Science Foundation of ChinaProject(20130032120009)supported by Specialized Research Fund for the Doctoral Program of Higher Education of China
文摘The traditional manner to design public transportation system is to sequentially design the transit network and public bicycle network. A new public transportation system design problem that simultaneously considers both bus network design and public bicycle network design is proposed. The chemical reaction optimization(CRO) is designed to solve the problem. A shortcoming of CRO is that, when the two-molecule collisions take place, the molecules are randomly picked from the container.Hence, we improve CRO by employing different mating strategies. The computational results confirm the benefits of the mating strategies. Numerical experiments are conducted on the Sioux-Falls network. A comparison with the traditional sequential modeling framework indicates that the proposed approach has a better performance and is more robust. The practical applicability of the approach is proved by employing a real size network.
