为了简化使用完美马尔科夫均衡方法可能引起的复杂计算过程,本文依据博弈论方法,提出一种平均场均衡的无线自组织网络路由协议(mean field equilibrium AODV,MFEA)。该方法要求每个节点利用所有其他节点的信息来分析自己的最优策略,而...为了简化使用完美马尔科夫均衡方法可能引起的复杂计算过程,本文依据博弈论方法,提出一种平均场均衡的无线自组织网络路由协议(mean field equilibrium AODV,MFEA)。该方法要求每个节点利用所有其他节点的信息来分析自己的最优策略,而不需要知道每一个局中人的信息,并且在足够大的局中人数目情况下性能更加近似马尔科夫均衡。仿真实验显示:提出的MFEA路由协议在包投递率、时延和归一化开销方面均优于AODV(Ad hoc on-demand distance vector routing)协议,在节点密集的无线自组织网络中仍可获得比较好效果。展开更多
A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establ...A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.展开更多
In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of ...In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.展开更多
文摘为了简化使用完美马尔科夫均衡方法可能引起的复杂计算过程,本文依据博弈论方法,提出一种平均场均衡的无线自组织网络路由协议(mean field equilibrium AODV,MFEA)。该方法要求每个节点利用所有其他节点的信息来分析自己的最优策略,而不需要知道每一个局中人的信息,并且在足够大的局中人数目情况下性能更加近似马尔科夫均衡。仿真实验显示:提出的MFEA路由协议在包投递率、时延和归一化开销方面均优于AODV(Ad hoc on-demand distance vector routing)协议,在节点密集的无线自组织网络中仍可获得比较好效果。
文摘A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.
基金supported by Nanjing University of Aeronautics and Astronautics Graduate Innovation Base(Laboratory)Open Fund(No.kfjj20200717).
文摘In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.
