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Optimal Portfolio Selection with Delay under the Framework of Uncertainty Theory
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作者 Jun Long Sanyun Zeng 《Journal of Applied Mathematics and Physics》 2023年第10期2848-2870,共23页
This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset and a risk asset with an u... This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset and a risk asset with an uncertain price process described by an uncertain differential equation. An optimization problem is assumed that its objective is a nonlinear function of decision variable. By deriving the equation of optimality, an analytical solution is obtained for the optimal delay investment strategy, and the optimal delay value function. Finally, an economic analysis and numerical sensitivity analysis are conducted to evaluate the research results. 展开更多
关键词 DELAY uncertainty theory Equation of Optimality Optimal Value Function Optimal Investment Strategy
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A case study of blasting vibration attenuation based on wave component characteristics
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作者 Chong Yu Haibo Li +2 位作者 Haozhen Yue Xiaohu Wang Xiang Xia 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2023年第5期1298-1311,共14页
A typical blasting vibration wave is a composite wave,and its attenuation law is affected by the type of dominant wave component.The purpose of the present study is to establish an attenuation equation of the peak par... A typical blasting vibration wave is a composite wave,and its attenuation law is affected by the type of dominant wave component.The purpose of the present study is to establish an attenuation equation of the peak particle velocity(PPV),taking into account the attenuation characteristics of P-,S-and R-waves in the blasting vibration wave.Field blasting tests were carried out as a case to specifically apply the proposed equation.In view of the fact that the discrete properties of rock mass will inevitably cause the uncertainty of blasting vibration,we also carried out a probability analysis of PPV uncertainty,and introduced the concept of reliability to evaluate blasting vibration.The results showed that the established attenuation equation had a higher prediction accuracy,and can be considered as a promising equation implemented on more complex sites.The adopted uncertainty analysis method can comprehensively take account of the attenuation law of blasting vibration measured on site and discrete properties of rock masses.The obtained distribution of the PPV uncertainty factor can quantitatively evaluate the reliability of blasting vibration,which is a powerful and necessary supplement to the PPV attenuation equation. 展开更多
关键词 Blasting vibration Wave component Field blasting tests Attenuation equation uncertainty analysis Bayesian theory
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Research on the Recovery of Irregular Flights under Uncertain Conditions
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作者 Xiangfei Meng Xiaoyu Lin +1 位作者 Hualei Zhao Jing Yang 《World Journal of Engineering and Technology》 2021年第4期755-764,共10页
<div style="text-align:justify;"> This paper mainly studies the problem of irregular flights recovery under uncertain conditions. Based on the analysis of the uncertain factors affecting the flight, ta... <div style="text-align:justify;"> This paper mainly studies the problem of irregular flights recovery under uncertain conditions. Based on the analysis of the uncertain factors affecting the flight, taking the total delay time and the total cost of flight delay as the objective function, and considering the constraints of flight plan and passenger journey, an uncertain objective programming model is constructed. Finally, taking OVS airport temporarily closed due to bad weather as an example, the results show that better quality optimization scheme can be obtained by integrating passenger recovery with narrow sense flight recovery stage and implementing integrated recovery. </div> 展开更多
关键词 Recovery of Irregular Flights uncertainty theory Multi-Objective Programming
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