Equilibrium dividend strategies in the dual model with a random time horizon

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.

Stabilization strategy of a car-following model with multiple time delays of the drivers

An extended car-following model with multiple delays is constructed to describe driver's driving behavior.Through stability analysis,the stability condition of this uncontrolled model is given.To dampen the negative impact of the driver's multiple delays(i.e.,stability condition is not satisfied),a novel control strategy is proposed to assist the driver in adjusting vehicle operation.The control strategy consists of two parts:the design of control term as well as the design of the parameters in the term.Bifurcation analysis is performed to illustrate the necessity of the design of parameters in control terms.In the course of the design of parameters in the control term,we improve the definite integral stability method to reduce the iterations by incorporating the characteristics of bifurcation,which can determine the appropriate parameters in the control terms more quickly.Finally,in the case study,we validate the control strategy by utilizing measured data and configuring scenario,which is closer to the actual traffic.The results of validation show that the control strategy can effectively stabilize the unstable traffic flow caused by driver's delays.

Feedback control strategy of longitudinal temperature and finished carbonization time for coke oven and its application

Based on the detailed analysis of the third coke oven in BaoSteel, a feedbackcontrol strategy of longitudinal temperature and finished carbonization time of coke ovens wasproposed and it was applied to the third coke oven in BaoSteel. As a result, the ratio of theinstance that the absolute deviation of the longitudinal temperature is within +- 7 deg C and thefinished carbonization time within +- 10 min is more than 80 percent, having acquired the patentsaving effect of an energy consumption lowered by 2.92 percent. At the same time, it can provide anexample for the same coke ovens inside and outside the nation.

特高压换流站抗震韧性及震后修复策略快速评估方法

地震作用下特高压换流站中设备极易损坏,然而由于资源条件限制使得震后抢修效率较低,从而导致了大量经济损失。为寻求高效的震后修复策略,该文搭建一套基于功能状态模型的抗震韧性快速评估框架。从结构和电气两方面建立换流站系统的二维功能网络模型,并利用贝叶斯网络进行功能状态快速评估。为提高系统震后修复效率,提出一种生物启发式多目标优化算法,利用震后迭代模拟得到系统阶梯型功能时变函数。通过对一典型±800 kV特高压换流站进行抗震韧性分析,得到换流站系统的关键抢修设备及最优修复策略,证明了最优修复策略的有效性和必要性。该框架量化了特高压换流站的震后修复过程及抗震韧性水平,可为换流站系统的震后应急抢修提供参考。

DRG支付方式下医院运营现状分析——以山东省青岛市某民营专科医院为例

目的:本研究从民营专科医院角度出发,分析DRG付费模式下民营专科医院的运营现况,总结医院运营发展面临的挑战与问题,并提出针对性的运营发展策略。方法:选取青岛市某三级民营专科医院2022年1月1日至8月31日以及2023年1月1日至8月31日住院病例共6006份。运用描述性分析法,从医疗服务能力、财务类、医疗质量及运营效率四个维度指标出发,对入组DRG病例情况进行基本分析,采用间断时间序列模型评估DRG付费对该院运营的影响程度。结果:在DRG付费改革下,该院面临病组权重赋分值低,诊疗价值难体现;运营收益下降,学科建设发展受影响;医疗服务质量下降,诱发不合理诊疗行为;科室缺乏DRG付费政策认知,存在执行不足等问题。结论:民营专科医院需明确DRG政策要求,通过精准病组权重赋分,规范病案管理体系;构建精细化管理体系,助推医院运营发展;以医疗质量为核心,优化绩效考核方案;提升DRG培训质量,促进学科建设等对策,并结合医院发展实际作出动态调整,提升医院的可持续发展能力。

基于铁路需求侧温度响应的供热系统节能运行策略研究

目的为了解决铁路站区供热系统供热量与各功能建筑需求热量不平衡而导致的能源严重浪费问题,方法提出铁路站区供热系统热源侧与建筑物联动调节的时空差异化运行策略,以响应站区内各建筑室内温度变化需求。首先,分析常规热源侧和建筑物侧运行调节策略,在此基础上研究时空差异化运行策略;其次,以大同某铁路站区供热系统为例,利用Simulink建立供热系统仿真模型;最后,在验证模型有较高准确性的基础上,对比分析3种不同运行策略下系统室内温度动态响应和能耗。结果与热源气候补偿质调节和建筑量调节运行策略相比,热源侧与建筑物联动调节的时空差异化运行策略不仅实现了不同建筑分时分温供热的需求,还有效减小了正常供热时间段和低温供热时间段室内温度波动幅度,提高了室内热舒适性。同时与系统无运行调节相比,热源质调节运行策略节能率为20.7%,建筑物量调节运行策略节能率仅为17.5%,时空差异化运行策略节能率达38.5%。结论本文提出的热源侧与建筑物联动调节的时空差异化运行策略能够满足铁路站区内不同功能建筑的室内变温需求,减小室内温度波动幅度,具有良好的节能效果。

2023年探矿工程十大新闻

1我国第一口万米深地科探井开钻2023年5月30日,我国第一口万米科探井——深地塔科1井在新疆塔里木盆地开钻。这标志着我国向地球深部探测技术系列取得新的重大突破,钻探能力开启“万米时代”,将为我国未来的科学研究和油气资源开发提供重要的基础和支持。

自动化在化工工艺控制中的应用与优化

文章聚焦于化工工艺控制中自动化技术的应用与优化,提出了模型预测控制、实时数据处理与辨识算法、多元化安全策略等自动化优化策略。通过在乙烯裂解生产中的实践,模型预测控制实现了8%的反应收率提升,实时数据处理技术提高了产量5%,多层次安全防护体系有效防范了爆炸危险。研究结果显示,这些策略为化工工艺控制的智能化与最优化提供了切实可行的路径。

Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility

In this paper, we establish properties for the switch-when-safe mean-variance strategies in the context of a Black-Scholes market model with stochastic volatility processes driven by a continuous-time Markov chain with a finite number of states. More precisely, expressions for the goal-achieving probabilities of the terminal wealth are obtained and numerical comparisons of lower bounds for these probabilities are shown for various market parameters. We conclude with asymptotic results when the Markovian changes in the volatility parameters appear with either higher or lower frequencies.

基于实时交通信息的PHEV模型预测控制策略研究

为提升插电式混合动力汽车(PHEV)的燃油经济性,提出了一种基于实时交通信息的车速预测方法,并以燃油经济性最优为目标,借助动态规划(DP)算法在预测时域内进行实时最优转矩分配,建立基于模型预测控制(MPC)的整车能量管理策略。MATLAB/Simulink仿真平台验证结果表明:与传统车速预测方法相比,基于实时交通信息的车速预测方法的车速预测精确度提高了13.5%;与基于历史车速的模型预测控制策略相比,基于实时交通信息的模型预测控制策略使整车燃油经济性提高了9.5%。

信息基础设施建设对城际技术转移的影响研究——基于“宽带中国”战略试点的准自然实验

基于IncoPat全球专利数据库,以2008—2019年间发生在中国273个地级及以上城市的185752件城际发明专利转让事件为研究样本,借助“宽带中国”战略试点政策和多期DID模型,评估信息基础设施建设对城际技术转移的影响。研究发现:(1)信息基础设施建设显著促进了城际技术转移,且可通过市场化效应、知识产权保护效应、城市联通效应进行正向调节。(2)在市场规模效应、政府创新驱动效应和技术差距效应的影响下,信息基础设施建设对东部地区城市、南方地区城市和中心城市城际技术转移的促进作用更强。(3)信息基础设施建设的技术转移效应存在空间地理距离衰减特征,有效空间半径为900千米,最优空间半径为400千米。因此,中国应完善全国信息技术交易平台,解决科技成果定价的难题,健全人工智能技术下的知识产权保护机制,培育区域发展新动能。

考虑实时载客量的公交信号优先策略改进控制模型

传统的公交信号优先策略往往依据公交车到达交叉口时刻或公交车固定载客量,无法有效地反映公交车实际载客量影响。针对该问题,考虑公交车实时载客量,以通过交叉口所有乘客的人均延误最小为优化目标,建立了交叉口公交信号优先控制模型;将公交IC卡和GPS数据进行匹配,比对公交站点乘客上车数,推算公交站点乘客下车数,分析了公交车通过交叉口时的实时载客量;提出了公交信号优先改进策略,分析该策略下各相位延误,引入公交优先强度系数;构建了交叉口人均延误模型和公交信号优先控制模型,采用启发式搜索算法求解该模型。研究结果表明:与传统的公交信号优先策略相比,考虑实时载客量的改进绿灯延长、改进绿灯早启公交信号优先策略的周期人均延误分别降低了20.98%、18.11%。

Modeling the effect of time delay in implementation of mitigation policies on the control of atmospheric greenhouse gases

Mitigation of the enhanced greenhouse gas(GHG)concentrations in the Earth's atmosphere is imperative to meet the climate change mitigation objective.Governments of many countries are developing and implementing various mitigation strategies to reduce their GHG emissions.However,a time delay between the formulation and implementation of these mitigation policies can affect their effectiveness in controlling greenhouse gas levels in the atmosphere.This work presents a nonlinear mathematical model to investigate the effect of application of mitigation strategies and the delay involved in their implementation over the reduction of atmospheric greenhouse gases.In model formulation,it is assumed that the mitigation strategies work two-fold;first they reduce the GHG emission rate from the anthropogenic source and second they increase the removal rate of greenhouse gas from the atmosphere.A comprehensive stability analysis of the proposed model system is made to examine its long-term behavior.The model analysis shows that an increase in the implementation rate of mitigation strategies and their efficiencies to cut down the GHG emission rate from point sources and increase the GHG uptake rate lead to reduction in equilibrium GHG concentration.It is found that a long delay in the execution of mitigation policies can destabilize the system dynamics and leads to the generation of periodic oscillations.The expression for the threshold value of the delay parameter at which periodic oscillations arise via Hopf-bifurcation is determined.The stability and direction of bifurcating periodic solutions are discussed.A sensitivity analysis is performed to investigate the effect of changes in key parameters over system dynamics.

基于机理分析的草原放牧策略研究

草原是世界上最重要的陆地植被类型,在地球上分布广泛,具有涵养水源、保持水土、防风固沙、固碳释氧、调节气候、净化空气、维护生物多样性等重要功能。在放牧过程中,选择合适的放牧策略对保护草原生态环境具有重要意义。本文从机理分析的角度出发,建立不同放牧策略对草原土壤化学性质影响的数学模型,并且结合相关数据采用ARIMA时间序列模型对2022年土壤中化学成分进行预测,同时可视化预测结果。

基于改进双向峰-谷搜索算法的煤矸模型电磁波正演模拟

实现放顶煤过程煤矸含量自动识别是综采自动化的重要目标,现有煤矸含量自动识别方法存在准确性、实时性较低等问题。放顶煤过程产生的煤矸混合物是由煤、矸石和空气形成的三相介质,各相介质的电性参数不同,在不同组分的混合三相介质中,电磁波的传播特性也不同。煤和矸石相对介电常数差异明显,通过研究不同含矸率煤矸混合物的电性参数,可为放顶煤工作面含矸率自动识别提供新的思路和方法。为了探究不同含矸率煤矸混合物的电性差异,提出了一种基于分治策略的双向峰-谷搜索算法,基于该算法建立了煤矸多相离散随机介质模型,基于麦克斯韦方程组及其本构关系方程,利用时域有限差分法对所建立的模型进行电磁波正演模拟。分析表明,基于分治策略改进双向峰-谷搜索算法后,煤矸多相离散随机介质模型中的煤、矸石、空气三相之间不仅存在明显的相界面,且各相离散程度更大,不存在聚集现象,因此局部介质也能体现整体的电性参数,能够满足电磁波正演的介质模型需求。正演模拟结果表明:(1)激励信号的频率会影响透射波的幅值,在12 GHz范围内,激励信号频率越高,透射波幅值越大;频率过低会降低信号的鲁棒性,激励频率应高于2 GHz。(2)煤矸混合物的含矸率与介质整体的等效介电常数呈正相关。含矸率越高,电磁波信号的传播损耗越多,接收平面接收到的信号幅值越小,电磁波信号穿透介质所用的时间越长。不同含矸率之间呈现明显的差异性,可以用作综采放顶煤含矸率识别的依据。

Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models

The present paper studies time-consistent solutions to an investment-reinsurance problem under a mean-variance framework.The paper is distinguished from other literature by taking into account the interests of both an insurer and a reinsurer jointly.The claim process of the insurer is governed by a Brownian motion with a drift.A proportional reinsurance treaty is considered and the premium is calculated according to the expected value principle.Both the insurer and the reinsurer are assumed to invest in a risky asset,which is distinct for each other and driven by a constant elasticity of variance model.The optimal decision is formulated on a weighted sum of the insurer’s and the reinsurer’s surplus processes.Upon a verification theorem,which is established with a formal proof for a more general problem,explicit solutions are obtained for the proposed investment-reinsurance model.Moreover,numerous mathematical analysis and numerical examples are provided to demonstrate those derived results as well as the economic implications behind.

Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model

This paper aims to derive the time-consistent investment strategy for the defined contribution(DC) pension plan under the mean-variance criterion.The financial market consists of a risk-free asset and a risky asset of which price process satisfies the constant elasticity of variance(CEV) model.Compared with the geometric Brownian motion model,the CEV model has the ability of capturing the implied volatility skew and explaining the volatility smile.The authors assume that the contribution to the pension fund is a constant proportion of the pension member's salary.Meanwhile,the salary is stochastic and its volatility arises from the price process of the risky asset,which makes the proposed model different from most of existing researches and more realistic.In the proposed model,the optimization problem can be decomposed into two sub-problems:Before and after retirement cases.By applying a game theoretic framework and solving extended Hamilton-Jacobi-Bellman(HJB) systems,the authors derive the time-consistent strategies and the corresponding value functions explicitly.Finally,numerical simulations are presented to illustrate the effects of model parameters on the time-consistent strategies.

电网实时电价混合博弈策略与优化方法

为保证电力资源的合理分配,基于区块链技术建立电网实时电价的电力交易系统,区块链网络实现点对点和多点向传输,并加入共识机制POSS。建立多主多从博弈模型,售电公司与用户进行主从博弈,用户根据电价选择最佳的用电负荷,各售电公司在最优控制策略时达到博弈均衡,采用分布式算法计算均衡状态。对恶意电力主体进行识别并修正其错误的用电需求数据和供电数据,实时电价修正优化模型得出最优实时电价。实验结果显示,电力交易系统的实时电价下的用户负荷峰谷负荷差值最小,用户的最大负荷为2558 MW,用户效益在3000万元以上。