According to the distribution characteristics of traffic congestion in time and space, a measure index system of urban traffic congestion is set up based on the spatial and temporal distribution. Based on the analysis...According to the distribution characteristics of traffic congestion in time and space, a measure index system of urban traffic congestion is set up based on the spatial and temporal distribution. Based on the analysis of the main characteristics of traffic congestion and the generation process of traffic congestion, the measure model for urban traffic congestion is constructed by the value function. Moreover, based on the measure values of traffic congestion in urban road networks with defined different levels, a method to prevent and control traffic congestion is designed. The application results confirm that the proposed method is feasible in comprehensive measures for urban traffic congestion and they are consistent with the results of other methods. The measuring results can therefore reflect the actual situation. The comprehensive measure model is scientific and the process is simple, and it has wide application prospects and practical value.展开更多
In this work,we study a right time for an investor to stop the investment among multi-assets over a given investment horizon so as to obtainmaximum profit.We formulate it to a two-stage problem.The main problem is not...In this work,we study a right time for an investor to stop the investment among multi-assets over a given investment horizon so as to obtainmaximum profit.We formulate it to a two-stage problem.The main problem is not a standard optimal stopping problem due to the non-adapted term in the objective function,and we turn it to a standard one by stochastic analysis.The subproblem with control variable in the drift and volatility terms is solved first via stochastic control method.A numerical example is presented to illustrate the efficiency of the theoretical results.展开更多
基金The National Natural Science Foundation of China(No.51178157)
文摘According to the distribution characteristics of traffic congestion in time and space, a measure index system of urban traffic congestion is set up based on the spatial and temporal distribution. Based on the analysis of the main characteristics of traffic congestion and the generation process of traffic congestion, the measure model for urban traffic congestion is constructed by the value function. Moreover, based on the measure values of traffic congestion in urban road networks with defined different levels, a method to prevent and control traffic congestion is designed. The application results confirm that the proposed method is feasible in comprehensive measures for urban traffic congestion and they are consistent with the results of other methods. The measuring results can therefore reflect the actual situation. The comprehensive measure model is scientific and the process is simple, and it has wide application prospects and practical value.
基金This work is supported by the National Natural Science Foundation of China(Nos.11571124 and 11671158)the doctoral start-up Grant of Natural Science Foundation of Guangdong Province,China(No.2017A030310167)the Opening Project of Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University(No.201808)and Unversity of Macao(No.MYGR2018-00047-FST).
文摘In this work,we study a right time for an investor to stop the investment among multi-assets over a given investment horizon so as to obtainmaximum profit.We formulate it to a two-stage problem.The main problem is not a standard optimal stopping problem due to the non-adapted term in the objective function,and we turn it to a standard one by stochastic analysis.The subproblem with control variable in the drift and volatility terms is solved first via stochastic control method.A numerical example is presented to illustrate the efficiency of the theoretical results.
