The pursuit-evasion game models the strategic interaction among players, attracting attention in many realistic scenarios, such as missile guidance, unmanned aerial vehicles, and target defense. Existing studies mainl...The pursuit-evasion game models the strategic interaction among players, attracting attention in many realistic scenarios, such as missile guidance, unmanned aerial vehicles, and target defense. Existing studies mainly concentrate on the cooperative pursuit of multiple players in two-dimensional pursuit-evasion games. However, these approaches can hardly be applied to practical situations where players usually move in three-dimensional space with a three-degree-of-freedom control. In this paper,we make the first attempt to investigate the equilibrium strategy of the realistic pursuit-evasion game, in which the pursuer follows a three-degree-of-freedom control, and the evader moves freely. First, we describe the pursuer's three-degree-of-freedom control and the evader's relative coordinate. We then rigorously derive the equilibrium strategy by solving the retrogressive path equation according to the Hamilton-Jacobi-Bellman-Isaacs(HJBI) method, which divides the pursuit-evasion process into the navigation and acceleration phases. Besides, we analyze the maximum allowable speed for the pursuer to capture the evader successfully and provide the strategy with which the evader can escape when the pursuer's speed exceeds the threshold. We further conduct comparison tests with various unilateral deviations to verify that the proposed strategy forms a Nash equilibrium.展开更多
This paper investigates the dividend problem with non-exponential discounting in a dual model.We assume that the dividends can only be paid at a bounded rate and that the surplus process is killed by an exponential ra...This paper investigates the dividend problem with non-exponential discounting in a dual model.We assume that the dividends can only be paid at a bounded rate and that the surplus process is killed by an exponential random variable.Since the non-exponential discount function leads to a time inconsistent control problem,we study the equilibrium HJB-equation and give the associated verification theorem.For the case of a mixture of exponential discount functions and exponential gains,we obtain the explicit equilibrium dividend strategy and the corresponding equilibrium value function.Besides,numerical examples are shown to illustrate our results.展开更多
In this paper,we investigate robust cooperative dual equilibria with two players in which each player minimizes the opponent’s cost and can not evaluate his own strategy while may estimate an asymmetric bounded set o...In this paper,we investigate robust cooperative dual equilibria with two players in which each player minimizes the opponent’s cost and can not evaluate his own strategy while may estimate an asymmetric bounded set of the mixed strategy.Using dual theory and robust optimization technique,we obtain a result that the counterpart of the primitive uncertainty with ellipsoidal norm for each player can be formulated as a second-order cone programming(SOCP)and solving the corresponding equilibrium can be converted to solving a second-order cone complementarity problem(SOCCP).Then we present a numerical experiment to illustrate the behavior of robust cooperative dual equilibrium.展开更多
Traditional control strategies have difficulty handling nonlinear behavior of structures, time variable features and parameter uncertainties of structural control systems under seismic excitation. An off-and-towardseq...Traditional control strategies have difficulty handling nonlinear behavior of structures, time variable features and parameter uncertainties of structural control systems under seismic excitation. An off-and-towardsequilibrium (OTE) strategy combined with fuzzy control is presented in this paper to overcome these difficulties. According to the OTE strategy, the control force is designed from the viewpoint of a mechanical relationship between the motions of the structure, the exciting force and the control force. The advantage of the OTE strategy is that it can be used for a variety of control systems. In order to evaluate the performance of the proposed strategy, the seismic performance of a three-story shear building with an Active Tendon System (ATS) using a Fuzzy Logic Controller (FLC) is studied. The main advantage of the fuzzy controller is its inherent robustness and ability to handle any nonlinear behavior of structures. However, there are no design guidelines to set up the corresponding control rule table for a FLC. Based on the proposed strategy for the FLC, a control rule table associated with the building under study is developed, which then allows formation of a detailed algorithm. The results obtained in this study show that the proposed strategy performs slightly better than the linear quadratic regulator (LQR) strategy, while possessing several advantages over the LQR controller. Consequently, the feasibility and validity of the proposed strategy are verified.展开更多
The determination of optimal values for three parameters required in the original particle swarm optimization algorithm is very difficult. It is proposed that two new parameters simulating the harmony search strategy ...The determination of optimal values for three parameters required in the original particle swarm optimization algorithm is very difficult. It is proposed that two new parameters simulating the harmony search strategy can be adopted instead of the three parameters which are required in the original particle swarm optimization algorithm to update the positions of all the particles. The improved particle swarm optimization is used in the location of the critical slip surface of soil slope, and it is found that the improved particle swarm optimization algorithm is insensitive to the two parameters while the original particle swarm optimization algorithm can be sensitive to its three parameters.展开更多
In a SIPV model, when the commission proportion is not certain, but related with bargain price, generally, it is a linear function of the bargain price, this paper gives bidders' equilibrium bidding strategies in the...In a SIPV model, when the commission proportion is not certain, but related with bargain price, generally, it is a linear function of the bargain price, this paper gives bidders' equilibrium bidding strategies in the first-and secondprice auctions. We find that the equilibrium strategies in second-price auction are dominant strategies. For seller or auction house, whether the fixed proportion or the unfixed proportion is good is not only related with constant item and the linear coefficient of the linear function, the size of the fixed commission proportion, but also related with the value of the item auctioned. So, in the practical auctions, the seller and the auction house negotiated with each other to decide the commission rules for their own advantage.展开更多
A fuzzy bi-matrix game(FBG),namely a two-person non-zero-sum game with fuzzy strategies and fuzzy payoffs is proposed.We have defined and analyzed the optimal strategies of this FBG,and shown that it can be transfor...A fuzzy bi-matrix game(FBG),namely a two-person non-zero-sum game with fuzzy strategies and fuzzy payoffs is proposed.We have defined and analyzed the optimal strategies of this FBG,and shown that it can be transformed into a corresponding fuzzy mathematical programming issue,for which a ranking function approach can be applied.In addition,optimal strategies of FBG for both Player I and Player II can be gotten.展开更多
Since 2018,China has enacted a string of policy initiatives to increase imports.To quantify this import expansion strategy’s economic effects,we created a large numerical general equilibrium model and quantitatively ...Since 2018,China has enacted a string of policy initiatives to increase imports.To quantify this import expansion strategy’s economic effects,we created a large numerical general equilibrium model and quantitatively simulated the economic effects of the reductions of tariff and non-tariff barriers on China and other economies.Our simulation results show that overall,China’s import expansion strategy benefited both itself and others and contributed to employment,welfare,and trade growth in China and the rest of the world.In relative terms,however,China’s import expansion strategy benefited other countries more than it did itself and contributed more to the growth of the world economy.Additionally,the import expansion strategy may effectively promote China’s trade balance,and the trade equilibrium effect driven by the reduction of non-tariff barriers is more significant than that of tariff barriers.Furthermore,regarding the self-benefiting effects of import expansion,the effects of nontariff measures are significantly greater than those of tariff measures,and this result has policy implications for China’s import expansion strategy going forward.展开更多
This paper analyzes the aritrage free security markets and the general equilibrium existence problem for a stochastic economy with incomplete financial markets. Information structure is given by an event tree. This pa...This paper analyzes the aritrage free security markets and the general equilibrium existence problem for a stochastic economy with incomplete financial markets. Information structure is given by an event tree. This paper restricts attention to purely financial securities. It is assume that trading takes place in the sequence of spot markets and futures markets for securities payable in units of account. Unlimited short selling in securities is allowed. Financial markets may be incomplete: some consumption streams may be impossible to obtain by any trading strategy. Securities may be individually precluded from trade at arbitrary states and dates. The security price process is arbitrage free the dividend process if and only if there exists a stochstic state price (present value) process: the present value of the security prices at every vertex is the present value of their dividend and capital values over the set of immediate successors; the current value of each security at every vertex is the present value of its future dividend stream over all succeeding vertices. The existence of such an equilibrium is proved under the following condition: continuous, weakly convex, strictly monotone and complete preferences, strictly positive endowments and dividends processes.展开更多
基金supported in part by the Strategic Priority Research Program of Chinese Academy of Sciences(XDA27030100)National Natural Science Foundation of China(72293575, 11832001)。
文摘The pursuit-evasion game models the strategic interaction among players, attracting attention in many realistic scenarios, such as missile guidance, unmanned aerial vehicles, and target defense. Existing studies mainly concentrate on the cooperative pursuit of multiple players in two-dimensional pursuit-evasion games. However, these approaches can hardly be applied to practical situations where players usually move in three-dimensional space with a three-degree-of-freedom control. In this paper,we make the first attempt to investigate the equilibrium strategy of the realistic pursuit-evasion game, in which the pursuer follows a three-degree-of-freedom control, and the evader moves freely. First, we describe the pursuer's three-degree-of-freedom control and the evader's relative coordinate. We then rigorously derive the equilibrium strategy by solving the retrogressive path equation according to the Hamilton-Jacobi-Bellman-Isaacs(HJBI) method, which divides the pursuit-evasion process into the navigation and acceleration phases. Besides, we analyze the maximum allowable speed for the pursuer to capture the evader successfully and provide the strategy with which the evader can escape when the pursuer's speed exceeds the threshold. We further conduct comparison tests with various unilateral deviations to verify that the proposed strategy forms a Nash equilibrium.
基金Supported by the Shandong Provincial Natural Science Foundation of China(ZR2020MA035 and ZR2023MA093)。
文摘This paper investigates the dividend problem with non-exponential discounting in a dual model.We assume that the dividends can only be paid at a bounded rate and that the surplus process is killed by an exponential random variable.Since the non-exponential discount function leads to a time inconsistent control problem,we study the equilibrium HJB-equation and give the associated verification theorem.For the case of a mixture of exponential discount functions and exponential gains,we obtain the explicit equilibrium dividend strategy and the corresponding equilibrium value function.Besides,numerical examples are shown to illustrate our results.
基金supported by Ministry of Education Planning Fund granted 15YJA790043Guangdong Province Education Department Foundation granted 2016WTSCX079
文摘In this paper,we investigate robust cooperative dual equilibria with two players in which each player minimizes the opponent’s cost and can not evaluate his own strategy while may estimate an asymmetric bounded set of the mixed strategy.Using dual theory and robust optimization technique,we obtain a result that the counterpart of the primitive uncertainty with ellipsoidal norm for each player can be formulated as a second-order cone programming(SOCP)and solving the corresponding equilibrium can be converted to solving a second-order cone complementarity problem(SOCCP).Then we present a numerical experiment to illustrate the behavior of robust cooperative dual equilibrium.
基金National Natural Science Foundation of China Under Grants No. 50508003 and No.50478042, and A Municipal New Star Plan Program Approved by Beijing Municipal Science & Technology Commission
文摘Traditional control strategies have difficulty handling nonlinear behavior of structures, time variable features and parameter uncertainties of structural control systems under seismic excitation. An off-and-towardsequilibrium (OTE) strategy combined with fuzzy control is presented in this paper to overcome these difficulties. According to the OTE strategy, the control force is designed from the viewpoint of a mechanical relationship between the motions of the structure, the exciting force and the control force. The advantage of the OTE strategy is that it can be used for a variety of control systems. In order to evaluate the performance of the proposed strategy, the seismic performance of a three-story shear building with an Active Tendon System (ATS) using a Fuzzy Logic Controller (FLC) is studied. The main advantage of the fuzzy controller is its inherent robustness and ability to handle any nonlinear behavior of structures. However, there are no design guidelines to set up the corresponding control rule table for a FLC. Based on the proposed strategy for the FLC, a control rule table associated with the building under study is developed, which then allows formation of a detailed algorithm. The results obtained in this study show that the proposed strategy performs slightly better than the linear quadratic regulator (LQR) strategy, while possessing several advantages over the LQR controller. Consequently, the feasibility and validity of the proposed strategy are verified.
基金supported by the National Natural Science Foundation of China (Grant No. 51008167)S&T Plan Project (Grant No. J10LE07) from Shandong Provincial Education Departmentthe Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20103721120001)
文摘The determination of optimal values for three parameters required in the original particle swarm optimization algorithm is very difficult. It is proposed that two new parameters simulating the harmony search strategy can be adopted instead of the three parameters which are required in the original particle swarm optimization algorithm to update the positions of all the particles. The improved particle swarm optimization is used in the location of the critical slip surface of soil slope, and it is found that the improved particle swarm optimization algorithm is insensitive to the two parameters while the original particle swarm optimization algorithm can be sensitive to its three parameters.
基金Supported by the National Natural Science Foun-dation of China (70071012)
文摘In a SIPV model, when the commission proportion is not certain, but related with bargain price, generally, it is a linear function of the bargain price, this paper gives bidders' equilibrium bidding strategies in the first-and secondprice auctions. We find that the equilibrium strategies in second-price auction are dominant strategies. For seller or auction house, whether the fixed proportion or the unfixed proportion is good is not only related with constant item and the linear coefficient of the linear function, the size of the fixed commission proportion, but also related with the value of the item auctioned. So, in the practical auctions, the seller and the auction house negotiated with each other to decide the commission rules for their own advantage.
基金Sponsored by the National Natural Science Foundation of China(70471063,70771010)
文摘A fuzzy bi-matrix game(FBG),namely a two-person non-zero-sum game with fuzzy strategies and fuzzy payoffs is proposed.We have defined and analyzed the optimal strategies of this FBG,and shown that it can be transformed into a corresponding fuzzy mathematical programming issue,for which a ranking function approach can be applied.In addition,optimal strategies of FBG for both Player I and Player II can be gotten.
基金the National Social Science Foundation Major Project(Grant NO.20&ZD119).
文摘Since 2018,China has enacted a string of policy initiatives to increase imports.To quantify this import expansion strategy’s economic effects,we created a large numerical general equilibrium model and quantitatively simulated the economic effects of the reductions of tariff and non-tariff barriers on China and other economies.Our simulation results show that overall,China’s import expansion strategy benefited both itself and others and contributed to employment,welfare,and trade growth in China and the rest of the world.In relative terms,however,China’s import expansion strategy benefited other countries more than it did itself and contributed more to the growth of the world economy.Additionally,the import expansion strategy may effectively promote China’s trade balance,and the trade equilibrium effect driven by the reduction of non-tariff barriers is more significant than that of tariff barriers.Furthermore,regarding the self-benefiting effects of import expansion,the effects of nontariff measures are significantly greater than those of tariff measures,and this result has policy implications for China’s import expansion strategy going forward.
文摘This paper analyzes the aritrage free security markets and the general equilibrium existence problem for a stochastic economy with incomplete financial markets. Information structure is given by an event tree. This paper restricts attention to purely financial securities. It is assume that trading takes place in the sequence of spot markets and futures markets for securities payable in units of account. Unlimited short selling in securities is allowed. Financial markets may be incomplete: some consumption streams may be impossible to obtain by any trading strategy. Securities may be individually precluded from trade at arbitrary states and dates. The security price process is arbitrage free the dividend process if and only if there exists a stochstic state price (present value) process: the present value of the security prices at every vertex is the present value of their dividend and capital values over the set of immediate successors; the current value of each security at every vertex is the present value of its future dividend stream over all succeeding vertices. The existence of such an equilibrium is proved under the following condition: continuous, weakly convex, strictly monotone and complete preferences, strictly positive endowments and dividends processes.