The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertain...The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertainty, the cumulative prospect theory(CPT) is adopted. Travelers are assumed to choose the paths with the minimum perceived generalized path costs, consisting of time prospect value(PV) and monetary cost. At equilibrium with a given TCS, the endogenous reference points and credit price remain constant, and are consistent with the equilibrium flow pattern and the corresponding travel time distributions of road sub-network. To describe such an equilibrium state, the CPT-based stochastic user equilibrium(SUE) conditions can be formulated under TCS. An equivalent variational inequality(VI) model embedding a parameterized fixed point(FP) model is then established, with its properties analyzed theoretically. A heuristic solution algorithm is developed to solve the model, which contains two-layer iterations. The outer iteration is a bisection-based contraction method to find the equilibrium credit price, and the inner iteration is essentially the method of successive averages(MSA) to determine the corresponding CPT-based SUE network flow pattern. Numerical experiments are provided to validate the model and algorithm.展开更多
In this paper, it is shown that Hardy-Hilbert＇s integral inequality with parameter is improved by means of a sharpening of Hoeder＇s inequality. A new inequality is established as follows：∫^∞α∫^∞α f（x）g（y）...In this paper, it is shown that Hardy-Hilbert＇s integral inequality with parameter is improved by means of a sharpening of Hoeder＇s inequality. A new inequality is established as follows：∫^∞α∫^∞α f（x）g（y）/（x＋y＋2β）dxdy〈π/sin（π/p）{∫^∞α f^p（x）dx}1/p·{∫^∞αgq（x）dx}1/q·（1-R）^m,where R=（Sp （F, h） - Sq （G, h））^2, m= min （1/p, 1/q）. As application; an extension of Hardy-Littlewood＇s inequality is given.展开更多
This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variati...This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem(i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality' solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.展开更多
基金Project(BX20180268)supported by National Postdoctoral Program for Innovative Talent,ChinaProject(300102228101)supported by Fundamental Research Funds for the Central Universities of China+1 种基金Project(51578150)supported by the National Natural Science Foundation of ChinaProject(18YJCZH130)supported by the Humanities and Social Science Project of Chinese Ministry of Education
文摘The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertainty, the cumulative prospect theory(CPT) is adopted. Travelers are assumed to choose the paths with the minimum perceived generalized path costs, consisting of time prospect value(PV) and monetary cost. At equilibrium with a given TCS, the endogenous reference points and credit price remain constant, and are consistent with the equilibrium flow pattern and the corresponding travel time distributions of road sub-network. To describe such an equilibrium state, the CPT-based stochastic user equilibrium(SUE) conditions can be formulated under TCS. An equivalent variational inequality(VI) model embedding a parameterized fixed point(FP) model is then established, with its properties analyzed theoretically. A heuristic solution algorithm is developed to solve the model, which contains two-layer iterations. The outer iteration is a bisection-based contraction method to find the equilibrium credit price, and the inner iteration is essentially the method of successive averages(MSA) to determine the corresponding CPT-based SUE network flow pattern. Numerical experiments are provided to validate the model and algorithm.
文摘In this paper, it is shown that Hardy-Hilbert＇s integral inequality with parameter is improved by means of a sharpening of Hoeder＇s inequality. A new inequality is established as follows：∫^∞α∫^∞α f（x）g（y）/（x＋y＋2β）dxdy〈π/sin（π/p）{∫^∞α f^p（x）dx}1/p·{∫^∞αgq（x）dx}1/q·（1-R）^m,where R=（Sp （F, h） - Sq （G, h））^2, m= min （1/p, 1/q）. As application; an extension of Hardy-Littlewood＇s inequality is given.
基金supported by the National Science Foundation of China under Grant Nos.71171164 and 70471057the Doctorate Foundation of Northwestern Polytechnical University under Grant No.CX201235
文摘This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem(i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality' solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.
