Journal articles on the topic 'Expected-rate constraints'
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1
Guan, Jinying, Jiawei He, Sisi Peng, and Tiantian Xue. "Comparisons to Investment Portfolios under Markowitz Model and Index Model based on US’s Stock Market." BCP Business & Management 26 (September 19, 2022): 905–15. http://dx.doi.org/10.54691/bcpbm.v26i.2053.
Abstract:
In order to construct an investment portfolio, it is crucial to select risky assets and arrange the weights to each asset. This article selects 6 stocks to compose the portfolio and compare their performances under 5 constraints that are always considered in real life by using Markowitz Model and Index Model. These two models would produce different investment portfolios as they take different factors of stock into account. By calculating the maximal return rate determined by Sharpe ratio, and the minimal risk rate determined by standard deviation, comparing the two models and conclude which model is more suitable under each constraint. According to the results, Markowitz model proves that under certain constraints, investors' portfolio selection can be simplified to balance two factors, namely, the expected return and variance of the portfolio. In the case of Index Model, the conclusion is more general and regular. The results would play a significant role in determining the stocks’ future performance and help investors constructing their portfolios under different constraints.
2
Kundu, Soumita, Tripti Chakrabarti, and Dipak Kumar Jana. "Optimal Manufacturing-Remanufacturing Production Policy for a Closed-Loop Supply Chain under Fill Rate and Budget Constraint in Bifuzzy Environments." International Journal of Mathematics and Mathematical Sciences 2014 (2014): 1–14. http://dx.doi.org/10.1155/2014/690435.
Abstract:
We study a closed-loop supply chain involving a manufacturing facility and a remanufacturing facility. The manufacturer satisfies stochastic market demand by remanufacturing the used product into “as-new” one and producing new products from raw material in the remanufacturing facility and the manufacturing facility, respectively. The remanufacturing cost depends on the quality of used product. The problem is maximizing the manufacturer’s expected profit by jointly determining the collected quantity of used product and the ordered quantity of raw material. Following that we analyze the model with a fill rate constraint and a budget constraint separately and then with both the constraints. Next, to handle the imprecise nature of some parameters of the model, we develop the model with both constraints in bifuzzy environment. Finally numerical examples are presented to illustrate the models. The sensitivity analysis is also conducted to generate managerial insight.
3
Kiendrebeogo, R. Weizmann, Amanda M. Farah, Emily M. Foley, Abigail Gray, Nina Kunert, Anna Puecher, Andrew Toivonen, et al. "Updated Observing Scenarios and Multimessenger Implications for the International Gravitational-wave Networks O4 and O5." Astrophysical Journal 958, no. 2 (November 21, 2023): 158. http://dx.doi.org/10.3847/1538-4357/acfcb1.
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Abstract An advanced LIGO and Virgo’s third observing run brought another binary neutron star merger (BNS) and the first neutron-star black hole mergers. While no confirmed kilonovae were identified in conjunction with any of these events, continued improvements of analyses surrounding GW170817 allow us to project constraints on the Hubble Constant (H 0), the Galactic enrichment from r-process nucleosynthesis, and ultra-dense matter possible from forthcoming events. Here, we describe the expected constraints based on the latest expected event rates from the international gravitational-wave network and analyses of GW170817. We show the expected detection rate of gravitational waves and their counterparts, as well as how sensitive potential constraints are to the observed numbers of counterparts. We intend this analysis as support for the community when creating scientifically driven electromagnetic follow-up proposals. During the next observing run O4, we predict an annual detection rate of electromagnetic counterparts from BNS of 0.43 − 0.26 + 0.58 ( 1.97 − 1.2 + 2.68 ) for the Zwicky Transient Facility (Rubin Observatory).
4
Wen, Yuzhen, and Chuancun Yin. "Optimal Expected Utility of Dividend Payments with Proportional Reinsurance under VaR Constraints and Stochastic Interest Rate." Journal of Function Spaces 2020 (August 11, 2020): 1–13. http://dx.doi.org/10.1155/2020/4051969.
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In this paper, we consider the problem of maximizing the expected discounted utility of dividend payments for an insurance company taking into account the time value of ruin. We assume the preference of the insurer is of the CRRA form. The discounting factor is modeled as a geometric Brownian motion. We introduce the VaR control levels for the insurer to control its loss in reinsurance strategies. By solving the corresponding Hamilton-Jacobi-Bellman equation, we obtain the value function and the corresponding optimal strategy. Finally, we provide some numerical examples to illustrate the results and analyze the VaR control levels on the optimal strategy.
5
Cameron, Richard. "Ambiguous agreement, functional compensation, and nonspecific tú in the Spanish of San Juan, Puerto Rico, and Madrid, Spain." Language Variation and Change 5, no. 3 (October 1993): 305–34. http://dx.doi.org/10.1017/s0954394500001526.
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ABSTRACTRichness of subject-verb agreement is implicit in the functional compensation interpretation of variable second person /-s/ in Puerto Rican Spanish (PRS). Because /-s/ is not variable in Madrid Spanish (MS), richer agreement is assumed, and a lower rate of pronominal expression is expected. Central to this interpretation are effects associated with ambiguous marking of person on finite singular verbs. Although an increase of pronominal expression correlates to ambiguous marking for PRS speakers, a similar result has not been reported for MS speakers. Nonetheless, a varbrul analysis yields similar weights for this constraint in both dialects. Moreover, ambiguity effects are best understood as constraints on null subject variation that interact with switch reference. Identity of varbrul weights for constraints on pronominal and null subject variation in PRS and MS also supports the Constant Rate Hypothesis. However, the two dialects do show a diametrically opposed effect associated with nonspecific tú.
6
Yamani, Ehab, and David Rakowski. "Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach." Quarterly Journal of Finance 08, no. 03 (August 7, 2018): 1850002. http://dx.doi.org/10.1142/s2010139218500027.
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We examine whether sensitivities to cash flow and discount rate risk in down markets explain the investment effect, in which low-investment stocks earn higher expected returns than high-investment stocks. We show how productivity and financing constraints asymmetrically impact the systematic risk of low-investment and high-investment firms, conditional on market state. Our evidence is consistent with both productivity constraints and financing constraints as explanations for the investment effect, but, contrary to expectations, more when prices are rising than falling.
7
Chava, Sudheer, and Alex Hsu. "Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns." Review of Financial Studies 33, no. 9 (November 20, 2019): 4367–402. http://dx.doi.org/10.1093/rfs/hhz140.
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Abstract We analyze the impact ofa unanticipated monetary policy changes on the cross-section of U.S. equity returns. Financially constrained firms earn a significantly lower (higher) return following surprise interest rate increases (decreases) as compared to unconstrained firms. This differential return response between constrained and unconstrained firms appears after a delay of 3 to 4 days. Further, unanticipated Federal funds rate increases are associated with a larger decrease in expected cash flow news, but not discount rate news, for constrained firms relative to unconstrained firms. Authors have furnished an Internet Appendix, which is available on the Oxford University Press Web site next to the link to the final published paper online.
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Marafico, Sullivan, Jonathan Biteau, Antonio Condorelli, Olivier Deligny, and Quentin Luce. "Observational constraints on accelerators of ultra-high energy cosmic rays." Journal of Physics: Conference Series 2429, no. 1 (February 1, 2023): 012012. http://dx.doi.org/10.1088/1742-6596/2429/1/012012.
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Abstract We explore two generic hypotheses for tracing the sources of ultra-high energy cosmic rays (UHECRs) in the Universe: star formation rate density or stellar mass density. For each scenario, we infer a set of constraints for the emission mechanisms in the accelerators, for their energetics and for the abundances of elements at escape from their environments. From these constraints, we generate sky maps above 40 EeV expected from a catalog that comprises 410,761 galaxies out to 350 Mpc and provides a near-infrared flux-limited sample to map both stellar mass and star formation rate over the full sky. Considering a scenario of intermittent sources hosted in every galaxy, we show that the main features observed in arrival directions of UHECRs can in turn constrain the burst rate of the sources provided that magnetic-horizon effects are at play in clusters of galaxies.
9
Yang, Liu, Yao Xiong, and Xiao-jiao Tong. "A Smoothing Algorithm for a New Two-Stage Stochastic Model of Supply Chain Based on Sample Average Approximation." Mathematical Problems in Engineering 2017 (2017): 1–7. http://dx.doi.org/10.1155/2017/5681502.
Abstract:
We construct a new two-stage stochastic model of supply chain with multiple factories and distributors for perishable product. By introducing a second-order stochastic dominance (SSD) constraint, we can describe the preference consistency of the risk taker while minimizing the expected cost of company. To solve this problem, we convert it into a one-stage stochastic model equivalently; then we use sample average approximation (SAA) method to approximate the expected values of the underlying random functions. A smoothing approach is proposed with which we can get the global solution and avoid introducing new variables and constraints. Meanwhile, we investigate the convergence of an optimal value from solving the transformed model and show that, with probability approaching one at exponential rate, the optimal value converges to its counterpart as the sample size increases. Numerical results show the effectiveness of the proposed algorithm and analysis.
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Sekine, Jun. "A note on long-term optimal portfolios under drawdown constraints." Advances in Applied Probability 38, no. 3 (September 2006): 673–92. http://dx.doi.org/10.1239/aap/1158684997.
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The maximization of the long-term growth rate of expected utility is considered under drawdown constraints. In a general situation, the value and the optimal strategy of the problem are related to those of another ‘standard’ risk-sensitive-type portfolio optimization problem. Furthermore, an upside-chance maximization problem of a large deviation probability is stated as a ‘dual’ optimization problem. As an example, a ‘linear-quadratic’ model is studied in detail: the conditions to ensure the solvabilities of the problems are discussed and explicit expressions for the solutions are presented.
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Sekine, Jun. "A note on long-term optimal portfolios under drawdown constraints." Advances in Applied Probability 38, no. 03 (September 2006): 673–92. http://dx.doi.org/10.1017/s0001867800001221.
Abstract:
The maximization of the long-term growth rate of expected utility is considered under drawdown constraints. In a general situation, the value and the optimal strategy of the problem are related to those of another ‘standard’ risk-sensitive-type portfolio optimization problem. Furthermore, an upside-chance maximization problem of a large deviation probability is stated as a ‘dual’ optimization problem. As an example, a ‘linear-quadratic’ model is studied in detail: the conditions to ensure the solvabilities of the problems are discussed and explicit expressions for the solutions are presented.
12
Simmons, P. "Consumption Constraints, Uncertain Income Streams and the Life Cycle Model." Recherches économiques de Louvain 51, no. 2 (June 1985): 175–80. http://dx.doi.org/10.1017/s0770451800082518.
Abstract:
There has been a strong resurgence of interest in the life cycle model of consumption with a stochastic income stream. In particular, with various degrees of restrictiveness, it is argued that this theory implies that consumption should follow a Markov process. At one extreme with additive quadratic preferences, perfect capital markets and a known constant interest rate, this holds exactly. More generally with additive preferences, expected discounted marginal utilities obey the martingale condition. The purpose of the present note is to point out that such results depend on the existence of interior solutions and that such an assumption is much more restrictive in this framework than it is generally in economics.With income risk and expected utility maximisation, the utility of each state is weighted by its probability. Suppose that there are some high and low income possibilities and income has a positive mean. The utility function may possess one of two properties: either the marginal utility of consumption in a state remains finite or becomes unbounded as consumption becomes low.
13
Lee, Juhyun, Byunghoon Kim, and Suneung Ahn. "Maintenance Optimization for Repairable Deteriorating Systems under Imperfect Preventive Maintenance." Mathematics 7, no. 8 (August 7, 2019): 716. http://dx.doi.org/10.3390/math7080716.
Abstract:
This study deals with the preventive maintenance optimization problem based on a reliability threshold. The conditional reliability threshold is used instead of the system reliability threshold. Then, the difference between the two thresholds is discussed. The hybrid failure rate model is employed to represent the effect of imperfect preventive maintenance activities. Two maintenance strategies are proposed under two types of reliability constraints. These constraints are set to consider the cost-effective maintenance strategy and to evaluate the balancing point between the expected total maintenance cost rate and the system reliability. The objective of the proposed maintenance strategies is to determine the optimal conditional reliability threshold together with the optimal number of preventive maintenance activities that minimize the expected total maintenance cost per unit time. The optimality conditions of the proposed maintenance strategies are also investigated and shown via four propositions. A numerical example is provided to illustrate the proposed preventive maintenance strategies. Some sensitivity analyses are also conducted to investigate how the parameters of the proposed model affect the optimality of preventive maintenance strategies.
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Callado, Antônio André Cunha, and Fábia Michelle Rodrigues de Araújo Callado. "Operational performance and budget constraints: case study in a Public Hospital specialized in Hematology." Management Control Review 7, no. 1 (June 2, 2023): 28–37. http://dx.doi.org/10.51720/mcr.v7i1.5469.
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The objective of this paper is to analyze the impact of budget constraints of the Brazilian public sector on operational performance indicators in a hematology specialized Hospital. In order to carry out this research a case study approach was designed considering average length of stay, occupancy rate, hospital mortality rate. Data regarding results of these indicators were obtained considering two periods of time. The first period was from January 2013 to December 2014 and the second period was from January 2015 to September 2016. Expected performance reference values from these indicators were also obtained. Data were obtained from official performance reports. The starting point for budget constraints considered was January 2015. Descriptive statistics was used to present the operational performance obtained. Mann-Whitney U test was used to analyze the presence of significant differences (p=0.05) in operational performance for the performance indicators considered. The results point out that, despite budget constraints, the operational performance regarding occupancy rates and hospital mortality rate did not presented statistically significant differences. Average length of stay was higher in the second period.
15
D’Orazio, Daniel J., Abraham Loeb, and James Guillochon. "Constraining the stellar mass function from the deficiency of tidal disruption flares in the nuclei of massive galaxies." Monthly Notices of the Royal Astronomical Society 485, no. 3 (March 7, 2019): 4413–22. http://dx.doi.org/10.1093/mnras/stz652.
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ABSTRACT The rate of tidal disruption flares (TDFs) per mass of the disrupting black hole encodes information on the present-day mass function (PDMF) of stars in the clusters surrounding super massive black holes. We explore how the shape of the TDF rate with black hole mass can constrain the PDMF, with only weak dependence on black hole spin. We show that existing data can marginally constrain the minimum and maximum masses of stars in the cluster, and the high-mass end of the PDMF slope, as well as the overall TDF rate. With $\mathcal {O}(100)$ TDFs expected to be identified with the Zwicky Transient Facility, the overall rate can be highly constrained, but still with only marginal constraints on the PDMF. However, if ${\lesssim } 10 {{\ \rm per\ cent}}$ of the TDFs expected to be found by LSST over a decade ($\mathcal {O}(10^3)$ TDFs) are identified, then precise and accurate estimates can be made for the minimum stellar mass (within a factor of 2) and the average slope of the high-mass PDMF (to within $\mathcal {O}(10{{\ \rm per\ cent}})$) in nuclear star clusters. This technique could be adapted in the future to probe, in addition to the PDMF, the local black hole mass function and possibly the massive black hole binary population.
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Simmonds, P., and D. B. Smith. "Structural Constraints on RNA Virus Evolution." Journal of Virology 73, no. 7 (July 1, 1999): 5787–94. http://dx.doi.org/10.1128/jvi.73.7.5787-5794.1999.
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ABSTRACT The recently discovered hepatitis G virus (HGV) or GB virus C (GBV-C) is widely distributed in human populations, and homologues such as HGV/GBV-CCPZ and GBV-A are found in a variety of different primate species. Both epidemiological and phylogenetic analyses support the hypothesis that GB viruses coevolved with their primate hosts, although their degree of sequence similarity appears incompatible with the high rate of sequence change of HGV/GBV-C over short observation periods. Comparison of complete coding sequences (8,500 bases) of different genotypes of HGV/GBV-C showed an excess of invariant synonymous sites (at 23% of all codons) compared with the frequency expected by chance (10%). To investigate the hypothesis that RNA secondary-structure formation through internal base pairing limited sequence variability at these sites, an algorithm was developed to detect covariant sites among HGV/GBV-C sequences of different genotypes. At least 35 covariant sites that were spatially associated with potential stem-loop structures were detected, whose positions correlated with positions in the genome that showed reductions in synonymous variability. Although the functional roles of the predicted secondary structures remain unclear, the restriction of sequence change imposed by secondary-structure formation provides a mechanism for differences in net rate of accumulation of nucleotide substitutions at different sites. However, the resulting disparity between short- and long-term rates of sequence change of HGV/GBV-C violates the assumptions of the “molecular clock.” This places a major restriction on the use of nucleotide or amino acid sequence comparisons to calculate times of divergence of other viruses evolving under the same structural constraints as GB viruses.
17
Ginane, C., and M. Petit. "Feeding behaviour and diet choices and diet choices of cattle with physical and temporal constraints on forage accessibility: an indoor experiment." Animal Science 81, no. 1 (August 2005): 3–10. http://dx.doi.org/10.1079/asc41230003.
Abstract:
AbstractAn indoor choice experiment was conducted to assess the extent to which heifers offered two forages of different quality will attempt to consume the better quality forage when the weight/number of constraints applied on its harvesting increase. The experiment involved six Salers heifers, a leafy (L) and a coarse (C) hay, and two combined or single accessibility constraints. A physical constraint consisted of reducing the prehensibility of L by covering the trough with a steel grid of either 4 cm or 6 cm mesh size (L4 or L6 v. L ∞ for no grid). A temporal constraint limited the daily access time to both hays to 4 v. 24 h. The hays were either offered alone or together over 2-week periods. Dry-matter intake and feeding time were recorded daily.As expected, the physical constraint (only L4 was efficient) made the heifers decrease their choice (proportion of feeding time or intake) for L regardless of access time, whereas the temporal constraint had no significant effect on choice. The heifers greatly modulated their intake rate of L even under strong physical constraint (L4), and then unexpectedly managed to ingest L faster than C. This emphasizes their motivation to keep ingesting the better quality forage, and underlines the difficulties in comparing diet choices with the optimal foraging theory predictions based on the relative values of a behavioural component subject to large variation, i.e. intake rate. In a very constraining situation (L4 and 4-h access), heifers made a choice that allowed them to increase their total daily digestible organic matter (DOM) intake compared with L4 or C offered alone because of an inverse relationship between feeding time and intake rate on L4. They did not however maximize their total daily DOM intake in a less constraining situation (L ∞ or L6 and C, with 4-h access), since they did not consume L exclusively and showed a marked preference for a mixed diet.
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Evans, Karl, Laila Sadler, Amanda Vincent, and A. Dale Marsden. "Temporal and spatial opportunities for polygamy in a monogamous seahorse, Hippocampus whitei." Behaviour 141, no. 2 (2004): 141–56. http://dx.doi.org/10.1163/156853904322890780.
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AbstractThe sex with the higher potential reproductive rate is expected to mate polygamously unless there are temporal or spatial constraints on mate availability. We investigated whether such constraints were evident in a population of the monogamous seahorse Hippocampus whitei (family Syngnathidae). Across the whole study site, breeding was more asynchronous than expected by chance. Our findings are thus compatible with the hypothesis that asynchronous breeding may promote and/or maintain monogamy. Asynchrony per se was unlikely to explain monogamy entirely, however, as temporal opportunities for polygamy remained and the males that were nearest one another had the lowest level of asynchrony. Moreover, each animal's home range overlapped with home ranges of potential mates other than their partner, implying a lack of spatial constraints on polygamy. We suggest that H. whitei mated monogamously because the benefits of polygamy were reduced by (1) only small differences in the potential reproductive rates of males and females and/or (2) a mate familiarity effect that increased reproductive success in successive matings. Further research could investigate relationships between mating pattern and varying intersexual differences in potential reproductive rates across syngnathid species.
19
Dhanda, Poonam, and Alok Kumar Mishra. "CONSTRAINTS FACED BY PERSONS WITH DISABILITIES IN EMPLOYMENT." International Journal of Research -GRANTHAALAYAH 4, no. 3 (March 31, 2016): 182–87. http://dx.doi.org/10.29121/granthaalayah.v4.i3.2016.2801.
Abstract:
The study is absolutely an observational study used to measure empowerment of persons with disabilities through the improvement of entrepreneurial quality, development and imagination. Further research is expected to create, assess, evaluate, the significance of present study in other developing nations. India is frequently depicted as a developing yet a youthful nation. As the nation enters its 65th year of autonomous presence the depiction of youth does not appear to be excessively suitable. It can now be termed youthful by reason of the way that half of its billion or more populace comprises of persons underneath 25 years old and 65% of the populace is beneath 35 years. Every single differently abled individual has a leftover potential force than their non-disabled companions. Six to seven rate of populace in India is individuals with inability almost 8 to 9 crore individuals the number is expanding with mishaps and maturing. About 33% of aggregate number of individuals in India is influenced with some kind of incapacity.
20
Villanueva, B., J. A. Woolliams, and B. Gjerde. "Optimum designs for breeding programmes under mass selection with an application in fish breeding." Animal Science 63, no. 3 (December 1996): 563–76. http://dx.doi.org/10.1017/s1357729800015459.
Abstract:
AbstractA procedure for maximizing genetic gain (after a number of generations of selection) for a given rate of inbreeding or for a given coefficient of variation of response is presented. An infinitesimal genetic model is assumed. Mass selection is practised for a number of discrete generations. With constraints on inbreeding, expected rates of genetic progress (ΔG) are combined with expeced rates of inbreeding (ΔF) in a linear objective function (Ω = ΔG - μΔF). In addition, an expression to approximate the rate of gain at any generation accounting for changes in genetic parameters due to linkage disequilibrium and due to inbreeding is derived. Predicted gain is in general within 5% of that obtained from simulation. Thus, both ΔG and ΔF are obtained from simple analytical formulae. An equivalent function is used when the coefficient of variation of response (CV) is the parameter restricted (Ω = ΔG -μCV). Maximization of the objective function Ω for appropriate values of μ gives the optimum number of sires and dams selected when specific constraints on the level of inbreeding or the coefficient of variation of response are imposed. The method is applied to a practical situation in fish breeding. Optimum mating ratios and optimum numbers of sires selected are obtained for different scored population sizes and heritabilities. Results obtained with this procedure agree very well with results from simulation studies. The optimum number of sires increases with the size of the scheme and with more severe restrictions on risk. In the schemes considered, the optimum mating ratio is equal to 2 unless the constraint on the rate of inbreeding is severe, the size of the scheme is small and the heritability is low. In these situations the optimum mating ratio is equal to 1. The procedure is general in terms of generations of selection considered and in terms of parameters to be constrained. A large amount of computer processor unit time is saved with this method in comparison with simulation procedures.
21
Zegarelli, Angela, Michela Fasano, Silvia Celli, Dafne Guetta, Antonio Capone, and Irene Di Palma. "Neutrino predictions from choked Gamma-Ray Bursts and comparison with the observed cosmic diffuse neutrino flux." EPJ Web of Conferences 280 (2023): 09005. http://dx.doi.org/10.1051/epjconf/202328009005.
Abstract:
The strong constraints from the Fermi-LAT data on the isotropic gamma-ray background suggest that the neutrinos observed by IceCube might possibly come from sources that are hidden to gamma-ray observations. A possibility emerged in recent years is that neutrinos may come from jets of collapsing massive stars which fail to break out of the stellar envelope, and for this reason they are known as choked jets, or choked Gamma-Ray Bursts (GRBs). We here show our predictions of neutrino flux and spectrum expected from these sources, focusing on Type II SNe, through detailed calculations of pγ interactions and accounting for all the neutrino production channels and scattering angles. We provide predictions of expected event rates for ANTARES, IceCube, and the next generation neutrino telescope KM3NeT.We also compute the contribution of the choked GRB population to the diffuse astrophysical neutrino flux, thus providing constraints on the local rate of this source population as to reproduce the observed neutrino flux.
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GRUNDY, B., B. VILLANUEVA, and J. A. WOOLLIAMS. "Dynamic selection procedures for constrained inbreeding and their consequences for pedigree development." Genetical Research 72, no. 2 (October 1998): 159–68. http://dx.doi.org/10.1017/s0016672398003474.
Abstract:
A novel selection algorithm for maximizing genetic response while constraining the rate of inbreeding is presented. It is shown that the proposed method controls the rate of inbreeding by maintaining the sum of squared genetic contributions at a constant value and represents an improvement on previous procedures. To maintain a constant rate of inbreeding the contributions from all generations are weighted equally and this is facilitated by modifying the numerator relationship matrix. By considering the optimization of the contributions of many generations the initial mating proportions (the genetic contributions to the next generation) are not equal to their long-term values, but are set equal to the expected long-term contributions given the current information. This is confirmed by the regression of the long-term contributions on the assigned mating proportions being close to one. The gain obtained from the selection algorithm is compared with the maximum theoretical genetic gain under constrained inbreeding. It is concluded that this theoretical upper bound is in general unattainable, but from this a concept of genetic efficiency in terms of resources and constraints is derived.
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JAIN, MADHU, and KRITI PRIYA. "SOFTWARE RELIABILITY ISSUES UNDER OPERATIONAL AND TESTING CONSTRAINTS." Asia-Pacific Journal of Operational Research 22, no. 01 (March 2005): 33–49. http://dx.doi.org/10.1142/s021759590500042x.
Abstract:
Software reliability plays an important role in assuring the quality of a software. To ensure software reliability, the software is tested thoroughly during the testing phase. The time invested in the testing phase or the optimal software release time depends on the level of reliability to be achieved. There are two different concepts related to software reliability, viz., testing reliability and operational reliability. In this paper, we compare both types of software reliabilities to determine the optimal testing time of the software so as to minimize the total expected software maintenance cost. We consider a software has a number of clusters of modules, each having a different number of errors and a different failure rate. A hyperexponential model is employed for analyzing software reliability growth. Parameter estimation using the maximum likelihood estimation technique is also discussed. Numerical illustrations are taken to explore the effect of various parameters on reliability and maintenance cost. It is noticed that the operational reliability concept should be adopted for the software testing time problem.
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Wen, Shaojie, and Chuanhe Huang. "Delay-Constrained Routing Based on Stochastic Model for Flying Ad Hoc Networks." Mobile Information Systems 2018 (August 13, 2018): 1–12. http://dx.doi.org/10.1155/2018/6056419.
Abstract:
This paper aims at solving the end-to-end delay-constrained routing problem in a local way for flying ad hoc networks (FANETs). Due to the high mobility, it is difficult for each node in FANETs to obtain the global information. To solve this issue, we propose an adaptive delay-constrained routing with the aid of a stochastic model, which allows the senders to deliver the packets with only local information. We represent the problem in a mathematical form, where the effective transmission rate is viewed as the optimization objective and the link quality and end-to-end delay as the constraints. And, some mathematical tools are used to obtain the approximate solutions for the optimization problem. Before designing the routing scheme, the senders calculate the transition probability for its relay node by jointly considering local delay estimation and expected one-hop delay. Then, the sender transmits the packets to their relay node with transition probability. Finally, we prove the convergence of the proposed routing algorithm and analyse its performances. The simulation results show that the proposed routing policy can improve the network performance effectively in terms of throughput, loss rate, and end-to-end delay.
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AlJubayrin, Saad, Muhammad Arslan Khan, Rehan Ali Khan, Javed Khan, Kalim Ullah, and Md Yeakub Ali. "On Computational Offloading in Massive MIMO-Enabled Next-Generation Mobile Edge Computing." Wireless Communications and Mobile Computing 2022 (August 9, 2022): 1–10. http://dx.doi.org/10.1155/2022/3712859.
Abstract:
Next-generation wireless communication networks are expected to support massive connectivity with high data rate, low power consumption, and computational latency. However, it can significantly enhance the existing network complexity, which results in high latency. To ease this situation, mobile edge cloud and massive multiple input and multiple output (MIMO) have recently emerged as the effective solutions. Mobile edge cloud has the ability to overcome the constraints of low power and finite computational resources in next-generation communication systems by allowing devices to offload their extensive computation to maximize the computation rate. On the other hand, MIMO can enhance network spectral efficiency by using large number of antenna elements. The integration of mobile edge cloud with massive MIMO also helps to increase the energy efficiency of the devices; as a result, more bits are computed with minimal energy consumption. In this work, a mathematical model is formulated by considering the devices’ energy constraint, which is nonconvex in nature. Following that, to overcome this, we transformed the original optimization problem using the first approximation method and solved the partial offloading schemes. Results reveal that the proposed scheme outperforms the others by considering computational rate as a performance matrix.
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Desmettre, Sascha, Christian Laudagé, and Jörn Sass. "Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints." Risks 8, no. 4 (October 30, 2020): 114. http://dx.doi.org/10.3390/risks8040114.
Abstract:
In this paper, we deal with the pricing of European options in an incomplete market. We use the common risk measures Value-at-Risk and Expected Shortfall to define good-deals on a financial market with log-normally distributed rate of returns. We show that the pricing bounds obtained from the Value-at-Risk admit a non-smooth behavior under parameter changes. Additionally, we find situations in which the seller’s bound for a call option is smaller than the buyer’s bound. We identify the missing convexity of the Value-at-Risk as main reason for this behavior. Due to the strong connection between good-deal bounds and the theory of risk measures, we further obtain new insights in the finiteness and the continuity of risk measures based on multiple eligible assets in our setting.
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Meng, Lingyan, and Dishi Zhu. "Application of Algorithms of Constrained Fuzzy Models in Economic Management." Complexity 2021 (April 15, 2021): 1–12. http://dx.doi.org/10.1155/2021/9912534.
Abstract:
Stochasticity and ambiguity are two aspects of uncertainty in economic problems. In the case of investments in risky assets, this uncertainty is manifested in the uncertainty of future returns. On the contrary, the complexity of the economic phenomenon itself and the ambiguity inherent in human thinking and judgment are characterized by indistinct boundaries. For the same problem, research from different perspectives can often provide us with more comprehensive and systematic information. Currently, the expected value of return or the variance representing risk is still used as a rational investment criterion for both single-stage portfolios and multistage portfolios. However, in general, the greater the expected return of an investor, the greater the risk he should take. Different investors have different requirements for profitability, but regardless of their expected return, they always hope to find a set of portfolios that maximize the probability of achieving the expected rate of return. In this paper, after analyzing the development of portfolio investment theory research, we take fuzzy information processing as the entry point and systematically discuss the theory and methods of fuzzy modeling of portfolio investment decision-making from the perspective of fuzziness around the portfolio investment decision-making process. The results of the empirical analysis show that the existence of basis constraints affects investors’ investment strategies as well as their final returns, but there is a limit to the influence of basis constraints on portfolio performance, and investors can obtain optimal investment returns by selecting a reasonable number of securities to form a portfolio based on the characteristics of different securities.
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Nguyen, Thi Quyen. "CONSTRAINTS ON THE VARIABILITY IN ENGLISH VOICE ONSET TIME PRODUCTION: EVIDENCE FROM SPONTANEOUS SPEECH." VNU Journal of Foreign Studies 39, no. 4 (August 31, 2023): 88–101. http://dx.doi.org/10.63023/2525-2445/jfs.ulis.5087.
Abstract:
Voice onset time (VOT) - an aspect of stop production, is known to be constrained by a number of word-level and speaker-level factors. While there has been extensive experimental research on VOT production, few studies have situated this aspect in naturally-occurring spontaneous speech. The goal of this study is twofold. First, we determine if the factors that affect VOT production in experimental studies conducted in speech laboratories are also relevant for VOT production in spontaneous speech. Second, we explore the possible interactions among those factors. In this study, a spoken corpus consisting of clips from a reality TV show was analyzed using a semi-automatic VOT measurement method that allows for the quick and reliable processing of large numbers of VOT measures. The findings confirm the effects of word-level constraints in the expected directions; however, we find negligible effects of speakers' individual differences, namely speech rate and speaker’s gender, on VOTs. The current study sheds new light on a range of factors that were previously identified as significantly affecting the patterning of VOTs found in experimentally-elicited data.
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Sui, Yunyun, Jiangshan Hu, and Fang Ma. "A Mean-Variance Portfolio Selection Model with Interval-Valued Possibility Measures." Mathematical Problems in Engineering 2020 (August 29, 2020): 1–12. http://dx.doi.org/10.1155/2020/4135740.
Abstract:
In recent years, fuzzy set theory and possibility theory have been widely used to deal with an uncertain decision environment characterized by vagueness and ambiguity in the financial market. Considering that the expected return rate of investors may not be a fixed real number but can be an interval number, this paper establishes an interval-valued possibilistic mean-variance portfolio selection model. In this model, the return rate of assets is regarded as a fuzzy number, and the expected return rate of assets is measured by the interval-valued possibilistic mean of fuzzy numbers. Therefore, the possibilistic portfolio selection model is transformed into an interval-valued optimization model. The optimal solution of the model is obtained by using the order relations of interval numbers. Finally, a numerical example is given. Through the numerical example, it is shown that, when compared with the traditional possibilistic model, the proposed model has more constraints and can better reflect investor psychology. It is an extension of the traditional possibilistic model and offers greater flexibility in reflecting investor expectations.
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Charles, P. A., A. D. Barnes, J. Casares, J. S. Clark, W. I. Clarkson, E. T. Harlaftis, R. I. Hynes, T. R. Marsh, and D. Steeghs. "SS433: The Microquasar Link with ULXS?" International Astronomical Union Colloquium 194 (July 2004): 50–52. http://dx.doi.org/10.1017/s0252921100151875.
Abstract:
AbstractSS433 is the prototype microquasar in the Galaxy and may even be analogous to the ULX sources if the jets kinetic energy is taken into account. However, in spite of 20 years of study, our constraints on the natur of the binary system are extremely limited as a result of the difficulty of locating spectral features that can reveal the nature and motion of the mass donor. Newly acquired, high resolution blue spectra taken when the (precessing) disc is edge-on suggest that the binary is close to a common-envelope phase, and hence providing kinematic constraints is extremely difficult. Nevertheless, we do find evidence for a massive donor, as expected for the inferred very high mass transfer rate, and we compare SS433's properties with those of Cyg X-3.
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Chen, Ta-Cheng, Sheng-Chuan Wang, and Wen-Cheng Tseng. "Using a Hybrid Evolutionary Algorithm for Solving Signal Transmission Station Location and Allocation Problem with Different Regional Communication Quality Restriction." International Journal of Engineering and Technology Innovation 10, no. 3 (July 1, 2020): 165–78. http://dx.doi.org/10.46604/ijeti.2020.5054.
Abstract:
This study aims to investigate the signal transmission station location-allocation problems with the various restricted regional constraints. In each constraint, the types of signal transmission stations and the corresponding numbers and locations are to be decided at the same time. Inappropriate set up of stations is not only causing the unnecessary cost but also making the poor service quality. In this study, we proposed a hybrid evolutionary approach integrating the immune algorithm with particle swarm optimization (IAPSO) to solve this problem where each of the regions is with different maximum failure rate restrictions. We compared the performance of the proposed method with commercial optimization software LINGO®. According to the experimental results, solutions obtained by our IAPSO are better than or as well as the best solutions obtained by LINGO®. It is expected that our research can provide the telecommunication enterprise the optimal/near-optimal strategies for the setup of signal transmission stations.
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Karki, Tika Bahadur, Reshama Neupane, Rajendra Kumar Bhattarai, Bhimsen Chaulagain, Sangita Kaduwal, Pankaj Gyawaly, Ramesh Acharya, Soni Kumari Das, and Jiban Shrestha. "Direct Seeded Rice Might Be One of the Potential Climate Smart Agricultural Technologies in Nepal." Agronomy Journal of Nepal 7 (July 10, 2023): 28–35. http://dx.doi.org/10.3126/ajn.v7i1.62062.
Abstract:
The conventional system of puddled transplanting of rice (PTR) with intensive tillage is common practice of rice growing in Nepal. It has many negative impacts on soil, water, labor, climate change and gender equality. Therefore, an alternative production system has been explored. Direct seeded rice (DSR) has been one of the potential systems of rice production in Nepal. The results of various studies on DSR revealed that it saves labor, requires less water, less drudgery, less energy, early crop maturity, low cost of production, better soil physical conditions and less greenhouse gas emission. The grain yields in DSR are comparable with PTR. However, special attentions must be given in selection of suitable cultivars, appropriate time of sowing, optimum seed rate, proper weed and water management practices. Despite its promise, the rate of its adoption is not as expected. It might be due to some of the constraints associated it. In this paper an attempt has been made to highlight the works done in DSR within and outside of the country, its constraints and the possible solutions to scale-out it.
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Evans, F. A., T. Marchetti, and E. M. Rossi. "Constraints on the Galactic Centre environment from Gaia hyper-velocity stars." Monthly Notices of the Royal Astronomical Society 512, no. 2 (February 25, 2022): 2350–64. http://dx.doi.org/10.1093/mnras/stac495.
Abstract:
ABSTRACT Following a dynamical encounter with Sgr A*, binaries in the Galactic Centre (GC) can be tidally separated and one member star ejected as a hyper-velocity star (HVS) with a velocity beyond the escape speed of the Milky Way. As GC-born objects located in more observationally accessible regions of the sky, HVSs offer insight into the stellar population in the inner parsecs of the Milky Way. We perform a suite of simulations ejecting stars from the GC, exploring how detectable HVS populations depend on assumptions concerning the GC stellar population, focusing on HVSs that would appear in current and/or future data releases from the Gaia space mission with precise astrometry and measured radial velocities. We show that predictions are sensitive to two parameters in particular: the shape of the stellar initial mass function (IMF) in the GC and the ejection rate of HVSs. The absence of confident HVS candidates in Gaia Data Release 2 excludes scenarios in which the HVS ejection rate is $\gtrsim 3\times 10^{-2} \, \mathrm{yr^{-1}}$. Stricter constraints will be placed on these parameters when more HVS candidates are unearthed in future Gaia data releases – assuming recent determinations of the GC IMF shape, one confident HVS at minimum is expected in Gaia DR3 and DR4 as long as the HVS ejection rate is greater than $\sim 10^{-3}$ and $\sim 10^{-5} \, \mathrm{yr^{-1}}$, respectively.
34
Huang, Yin-Yin, I.-Fei Chen, Chien-Liang Chiu, and Ruey-Chyn Tsaur. "Adjustable Security Proportions in the Fuzzy Portfolio Selection under Guaranteed Return Rates." Mathematics 9, no. 23 (November 25, 2021): 3026. http://dx.doi.org/10.3390/math9233026.
Abstract:
Based on the concept of high returns as the preference to low returns, this study discusses the adjustable security proportion for excess investment and shortage investment based on the selected guaranteed return rates in a fuzzy environment, in which the return rates for selected securities are characterized by fuzzy variables. We suppose some securities are for excess investment because their return rates are higher than the guaranteed return rates, and the other securities whose return rates are lower than the guaranteed return rates are considered for shortage investment. Then, we solve the proposed expected fuzzy returns by the concept of possibility theory, where fuzzy returns are quantified by possibilistic mean and risks are measured by possibilistic variance, and then we use linear programming model to maximize the expected value of a portfolio’s return under investment risk constraints. Finally, we illustrate two numerical examples to show that the expected return rate under a lower guaranteed return rate is better than a higher guaranteed return rates in different levels of investment risks. In shortage investments, the investment proportion for the selected securities are almost zero under higher investment risks, whereas the portfolio is constructed from those securities in excess investments.
35
Hong, Sothea, Pierre-Olivier Malaterre, Gilles Belaud, and Cyril Dejean. "Optimization of water distribution for open-channel irrigation networks." Journal of Hydroinformatics 16, no. 2 (August 5, 2013): 341–53. http://dx.doi.org/10.2166/hydro.2013.194.
Abstract:
Water distribution for open-channel irrigation networks is more and more complex due to increasing constraints on water resources and changing demand patterns, whereas the performance of such systems is expected to increase. In this regard, an optimization approach is developed in order to schedule a fair scenario of water distribution among different users, where water demand is formulated in term of start time, duration and flow rate. This study investigates how to optimize the water distribution over a finite scheduling horizon while respecting the constraints linked to the system. The optimization approach forces the scheduled start time and the volume to be closer to the demanded ones, to minimize water losses and to reduce manpower. The constraints take into account the flow routing processes, the physical infrastructure, the available water resource, and the gate keeper timetable. The numerical resolution is done by using an optimization software IBM-Ilog Cplex. The method is then illustrated with the scheduling of off-take withdrawals for a typical traditional open-channel network: a lateral canal of the Gignac canal, in southern France.
36
Ellis, J. A. "Constraining Supermassive Black Hole Binary Dynamics Using Pulsar Timing Data." Proceedings of the International Astronomical Union 11, A29B (August 2015): 336–43. http://dx.doi.org/10.1017/s1743921316005482.
Abstract:
AbstractThe most likely sources of nanohertz gravitational waves (GWs) are supermassive black holes (SMBHs) at the center of merging galaxies. A stochastic superposition of GWs from these sources is expected to produce a stochastic GW background that will leave a unique signature in the correlations of arrival times of pulses from a collection of radio pulsars. Using the 9-year data release from the North American Nanohertz Observatory for Gravitational Waves (NANOGrav) collaboration, we perform the first analysis that places constraints on the amplitude and shape of the stochastic GW background. We find that the data favor a turn over in the GW strain spectrum for current models of SMBH merger rates. This result indicates that environmental factors, other than GWs from circular binaries, are influencing the GW spectrum. Furthermore, we map constraints on the spectral shape to constraints on various environmental factors that drive the binary to the GW-driven regime including the stellar mass density for stellar-scattering, mass accretion rate for circumbinary disk interaction, and orbital eccentricity for eccentric binaries.
37
Xie, Fu-Guo, Ramesh Narayan, and Feng Yuan. "Observational Constraints on Direct Electron Heating in the Hot Accretion Flows in Sgr A* and M87*." Astrophysical Journal 942, no. 1 (December 30, 2022): 20. http://dx.doi.org/10.3847/1538-4357/aca534.
Abstract:
Abstract An important parameter in the theory of hot accretion flows around black holes is δ, which describes the fraction of “viscously” dissipated energy in the accretion flow that goes directly into heating electrons. For a given mass accretion rate, the radiative efficiency of a hot accretion flow is determined by δ. Unfortunately, the value of δ is hard to determine from first principles. The recent Event Horizon Telescope Collaboration (EHTC) results on M87* and Sgr A* provide us with a different way of constraining δ. By combining the mass accretion rates in M87* and Sgr A* estimated by the EHTC with the measured bolometric luminosities of the two sources, we derive good constraints on the radiative efficiencies of the respective accretion flows. In parallel, we use a theoretical model of hot magnetically arrested disks (MADs) to calculate the expected radiative efficiency as a function of δ (and accretion rate). By comparing the EHTC-derived radiative efficiencies with the theoretical results from MAD models, we find that Sgr A* requires δ ≳ 0.3. A similar comparison in the case of M87* gives inconclusive results as there is still a large uncertainty in the accretion rate in this source.
38
Antinozzi, Giovanni, Matteo Martinelli, and Roberto Maoli. "Forecast cosmological constraints from the number counts of Gravitational Waves events." Journal of Cosmology and Astroparticle Physics 2024, no. 05 (May 1, 2024): 017. http://dx.doi.org/10.1088/1475-7516/2024/05/017.
Abstract:
Abstract We present a forecast for the upcoming Einstein Telescope (ET) interferometer with two new methods to infer cosmological parameters. We consider the emission of Gravitational Waves (GWs) from compact binary coalescences, whose electromagnetic counterpart is missing, namely Dark Sirens events. Most of the methods used to infer cosmological information from GW observations rely on the availability of a redshift measurement, usually obtained with the help of external data, such as galaxy catalogues used to identify the most likely galaxy to host the emission of the observed GWs. Instead, our approach is based only on the GW survey itself and exploits the information on the distance of the GW rather than on its redshift. Since a large dataset spanning the whole distance interval is expected to fully represent the distribution, we applied our methods to the expected ET's far-reaching measuring capabilities. We simulate a dataset of observations with ET using the package darksirens, assuming an underlying ΛCDM cosmology, and including the possibility to choose between three possible Star Formation Rate density (SFR) models, also accounting for possible population III stars (PopIII). We test two independent statistical methods: one based on a likelihood approach on the theoretical expectation of observed events, and another applying the cut-and-count method, a simpler method to compare the observed number of events with the predicted counts. Both methods are consistent in their final results, and also show the potential to distinguish an incorrect SFR model from the data, but not the presence of a possible PopIII. Concerning the cosmological parameters, we find instead that ET observations by themselves would suffer from strong degeneracies, but have the potential to significantly contribute to parameter estimation if used in synergy with other surveys.
39
Kovalam, Manoj, Md Anwarul Kaium Patwary, Anala K. Sreekumar, Linqing Wen, Fiona H. Panther, and Qi Chu. "Early Warnings of Binary Neutron Star Coalescence Using the SPIIR Search." Astrophysical Journal Letters 927, no. 1 (March 1, 2022): L9. http://dx.doi.org/10.3847/2041-8213/ac5687.
Abstract:
Abstract Gravitational waves from binary neutron star mergers can be used as alerts to enable prompt follow-up observations. In particular, capturing prompt electromagnetic and astroparticle emissions from the moment of a binary merger presents unique constraints on the timescale and sky localization for online gravitational-wave detection. Here we present the expected performance of the SPIIR online detection pipeline that is designed for this purpose in the upcoming international LIGO–Virgo’s 4th Science Run (O4). Using simulated Gaussian data for the two LIGO observatories with expected O4 sensitivity, we demonstrate that there is a nonnegligible opportunity to deliver premerger warnings at least 10 s before the final plunge. These alerts are expected to be issued at a nominal rate of one binary neutron star coalescence per year and localized within a median searched area of 300 deg2. We envision such detection to be extremely useful for follow-up observatories with a large field of view such as the Murchison Widefield Array radio facility in Western Australia.
40
Xu, Senyu, Huajun Tang, and Zhijun Lin. "Inventory and Ordering Decisions in Dual-Channel Supply Chains Involving Free Riding and Consumer Switching Behavior with Supply Chain Financing." Complexity 2021 (April 11, 2021): 1–23. http://dx.doi.org/10.1155/2021/5530124.
Abstract:
This study introduces a dual-channel supply chain including a supplier and a retailer with capital constraints, in which the retailer can apply for the trade credit financing from the supplier. This work investigates the effects of two typical behaviors, free riding behavior and consumer switching behavior, on inventory, ordering, and sales effort decisions in decentralized and centralized decision situations with stochastic demand. In order to achieve the optimal performance in the centralized system, this research designs a partial buyback contract to coordinate the supply chain. Furthermore, numerical analysis is provided to test the feasibility of the model. The results indicate that in the dual-channel supply chain with the above two behaviors, (1) the optimal sales effort level, optimal order quantity, the optimal offline, and online profits under the centralized decision-making are more than those under decentralized scenario, except for the optimal inventory level; (2) the increase of the offline consumer switching rate will lead to the reduction of the offline order quantity and the offline expected profit and raise the online inventory level and the online expected profit; (3) the increase of the online consumer switching rate will raise the offline order quantity and the offline expected profit but has no significant impact on the online inventory level and the online expected profit; (4) the increase of the free riding coefficient of the supplier, no matter whether in decentralized or centralized systems, will reduce the offline sales effort level, the offline expected profit, and the online expected profit and raise the inventory level. Finally, this work provides some managerial implication.
41
Aerts, P., and F. De Vree. "FEEDING PERFORMANCE AND MUSCULAR CONSTRAINTS IN FISH." Journal of Experimental Biology 177, no. 1 (April 1, 1993): 129–48. http://dx.doi.org/10.1242/jeb.177.1.129.
Abstract:
Analysis of the feeding kinematics of Astatotilapia (a small cichlid fish) suggests the presence of peripheral feedback modulation of the motor pattern, allowing the act of suction to be abbreviated. In this way, the effort spent in suction is minimized. The biological significance of the development of such a modulating feedback system is not immediately obvious from a ‘classical ecological’ point of view. It is postulated that the muscular metabolism itself might constrain the short, transient and strenuous motor output typical of suction feeding. Thus, reducing the suction effort makes sense when successive strenuous head-part movements are immediately required for additional suction, buccal transport or spitting. This hypothesis was tested by in vivo electrical stimulation of muscles important in feeding: the epaxials, which lift the skull and expand the buccal cavity. Reliable stimulation variables for the epaxial muscles were determined from preliminary stimulation experiments and from electromyographic recordings of these muscles in a specimen feeding on crickets. Stimulation trains of variable duration (<150 ms) were applied in series of five trains. The intervals between trains were variable as well (<1 s). The mechanical output was measured by means of an accelerometer, a force transducer or a magnetoresistive displacement transducer. In the latter case, the time course of the mechanical output could be recorded and analysed. The hypothesis predicts a decrease in the muscular output with increasing effort (long trains) and fast repetition (short intervals). The experimental results show the expected decline in mechanical output from one stimulation train to the next when longer stimulation bursts are imposed in quick succession. Statistical analyses (multiple regression) showed that train length, train rate and train number contribute significantly to the observed variation in mechanical output, supporting the hypothesis. Explanations for the phenomena are discussed.
42
Yu, Xiaojun, Shibin Luo, and Haiqiao Liu. "Integrated Design of Multi-Constrained Snake Maneuver Surge Guidance Control for Hypersonic Vehicles in the Dive Segment." Aerospace 10, no. 9 (August 29, 2023): 765. http://dx.doi.org/10.3390/aerospace10090765.
Abstract:
Focusing on the large maneuver penetration of the hypersonic glide vehicle with multiple constraints and uncertain disturbance, a robust integrated guidance and control law, which can achieve the snake-shape maneuver, is designed. A snake-shape maneuver acceleration command, in the framework of sine function, determined by the altitude, target declination of the line of sight and the missile-target distance, is discussed. The integrated guidance and control law includes the terminal guidance law with multiple constraints, attitude control law and angular velocity control law. In the terminal guidance law design, the sliding mode control is adopted while the adaptive technique is applied to estimate the disturbance. The selected sliding mode surface has variable gain determined by the estimated time-to-go. With the designed terminal guidance law, using the snake-shape maneuver acceleration command as the bias item, the angular rate of the line of sight will converge to zero and the line of sight angle will converge to the expected value, simultaneously. The attitude control law and angular velocity control law are designed to track the expected attack and bank angles. The stability of the whole system is proved with the application of the Lyapunov theorem. The effectiveness and robustness of the proposed integrated guidance and control law is verified by simulation.
43
SUN, HAILIN, HUIFU XU, and YONG WANG. "A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS." Asia-Pacific Journal of Operational Research 30, no. 03 (June 2013): 1340002. http://dx.doi.org/10.1142/s0217595913400022.
Abstract:
In this paper, we propose a smoothing penalized sample average approximation (SAA) method for solving a stochastic minimization problem with second-order dominance constraints. The basic idea is to use sample average to approximate the expected values of the underlying random functions and then reformulate the discretized problem as an ordinary nonlinear programming problem with finite number of constraints. An exact penalty function method is proposed to deal with the latter and an elementary smoothing technique is used to tackle the nonsmoothness of the plus function and the exact penalty function. We investigate the convergence of the optimal value obtained from solving the smoothed penalized sample average approximation problem as sample size increases and show that with probability approaching to one at exponential rate with the increase of sample size the optimal value converges to its true counterpart. Some preliminary numerical results are reported.
44
Iqbal, Javed, Moeed Ahmad Sandhu, Shaheera Amin, and Aliya Manzoor. "Portfolio Selection and Optimization through Neural Networks and Markowitz Model: A Case of Pakistan Stock Exchange Listed Companies." Review of Economics and Development Studies 5, no. 1 (March 30, 2019): 183–96. http://dx.doi.org/10.26710/reads.v5i1.354.
Abstract:
This paper used artificial neural networks (ANNs) time series predictor for approximating returns of Pakistan Stock Exchange (PSX) listed 100 companies. These projected returns are then substituted into expected returns in the Markowitz’s Mean Variance (MV) portfolio Model. For comparison empirical data used is closing prices of PSX listed stocks, Karachi Inter Bank Offer Rates (KIBOR) as risk free rate and KSE-all share index as benchmark. The Portfolio returns are compared for two datasets by employing various constraints like budget, transaction costs, and turnover constraints. The value of portfolios is measured through Sharpe ratio and Information ratio. Both Sharpe and Information ratios support use of ANNs as return predictor and optimisation tool over simple MV model implemented for empirical data as well as predicted data. ANNs framework performed better in both Long and Short positions and its portfolio returns are significantly higher as compared with MV.
45
Zeng, Ming-Hua, Ke-Jun Long, Zi-Wen Ling, and Xi-Yan Huang. "A Multistage Multiobjective Model for Emergency Evacuation Considering ATIS." Mathematical Problems in Engineering 2016 (2016): 1–8. http://dx.doi.org/10.1155/2016/8291950.
Abstract:
The impacts of advanced traveler information system’s (ATIS’s) penetration and compliance rates on network performances during hybrid traffic emergency evacuation are investigated in a degraded road network. Before traffic incident a Path-Size Logit (PSL) route choice model is integrated with constraints on the level of service (LOS) of traffic to formulate a bilevel programming model. It aims at minimizing traffic demand in road network which may locally deteriorate the LOS. The lower level is a PSL-stochastic user equilibrium model for multiple classes of users. During the ongoing incident, a multiobjective multiuser-class stochastic optimization model is established with the objectives of maximizing evacuation reliability and minimizing expected network travel time. Furthermore, computations and analyses are completed for five designated scenarios including a method proposed in previous literature. The results show that the evacuation reliability and different kinds of total expected travel time costs regularly increase with emergency traffic’s ATIS compliance rate and decrease with general traffic’s ATIS penetration rate. The research will help improve transport network performance when considering ATIS’s effect on hybrid traffic.
46
Lorenz, David J., and Eric T. DeWeaver. "The Response of the Extratropical Hydrological Cycle to Global Warming." Journal of Climate 20, no. 14 (July 15, 2007): 3470–84. http://dx.doi.org/10.1175/jcli4192.1.
Abstract:
Abstract The change in the hydrological cycle in the extratropics under global warming is studied using the climate models participating in the Intergovernmental Panel on Climate Change (IPCC) Fourth Assessment Report. The changes in hydrological quantities are analyzed with respect to the increases expected from the Clausius–Clapeyron (C–C) equation, which describes the rate of increase of a hydrological quantity per temperature increase. The column-integrated water vapor increases at a rate close to the C–C rate, which is expected if relative humidity remains nearly constant. The poleward moisture transport and the precipitation increase with temperature at a rate less than the C–C rate, with the precipitation increasing the least. In addition, the intermodel variance of poleward moisture transport and precipitation is explained significantly better when the zonal-mean zonal wind change as well as the temperature change is taken into account. The percent increase in precipitation per temperature increase is smallest during the warm season when energy constraints on the hydrological cycle are more important. In contrast to other hydrological quantities, the changes in evaporation in the extratropics are not explained well by the temperature or zonal wind change. Instead, a significant portion of the intermodel spread of evaporation change is linked to the spread in the poleward ocean heat transport change.
47
Lemoine-Busserolle, M., T. Contini, O. Le Fèvre, and M. Kissler-Patig. "Mass and kinematics of late-type galaxies (1.3 < z < 3.3) from the VVDS." Proceedings of the International Astronomical Union 3, S245 (July 2007): 467–68. http://dx.doi.org/10.1017/s1743921308018395.
Abstract:
AbstractGalaxy kinematics at early epochs give a key insight into the assembly of mass. Redshifts z ~ 1 − 3 appear to be the peak of the star formation rate of the Universe, possibly corresponding to the maximal merger activity. 2D velocity fields of late-type galaxies can be used to put important constraints on its total mass and hence on its dark matter halo. As dark halos are thought to govern the rate of galaxy evolution, securing reliable mass measurements for early systems at high redshift is a fundamental observational goal. In addition, accurate inner shape rotation curves, only drawed by 3D spectroscopic studies, should allow to disentangle cosmological scenarii. In the purpose of probing the evolution in masses and mass-to-light ratios of the galaxies during an epoch of expected strong evolution, and setting constrains on their formation and evolution, we present preliminary results obtained from Integral Field NIR Spectroscopy with SINFONI/VLT of a first sample of ten high-z (1.3 < z < 3.3) late-type galaxies selected in the VIMOS/VLT Deep Survey (VVDS). The SINFONI NIR-IFU mode allow to spatially resolve galaxy dynamics using bright rest-frame optical emission lines, in order to perform statistical studies of dynamical masses at this early epochs.
48
Rozelot, J. P., and S. Lefebvre. "Gravitational Distortions of the Shape of the Sun: Constraints on the Models." Symposium - International Astronomical Union 215 (2004): 332–33. http://dx.doi.org/10.1017/s0074180900195828.
Abstract:
Due to its own rotation, it is expected that the visual figure of the Sun is a spheroid; this is not truly the case because the solar rotation is not constant both over all heliographic latitudes and in depth. The photospheric shape is thus sensitive to the interior structure: accurate measurements of both limb shape distortions and solar rotation rates determination provide useful constraints on the internal layers (density, shear zones, …). We show why and how the implication of the successive gravitational moments are important to probe the solar interior, and we compare measurements obtained either from space (SOHO/MDI) or from ground-based experiments (scanning heliometer at the Pic du Midi). The found faint departures to the sphericity, not exceeding 22 mas, could explain fluctuations that are not yet taken into account in the classical modelling of the solar irradiance. A crude model could explain the asphericities which is based on a core rotating at a nearly uniform rate combined with a prolate tachocline and an oblate outer convective zone.
49
Ning, Yufu, Na Pang, and Xiao Wang. "An Uncertain Aggregate Production Planning Model Considering Investment in Vegetable Preservation Technology." Mathematical Problems in Engineering 2019 (June 26, 2019): 1–10. http://dx.doi.org/10.1155/2019/8505868.
Abstract:
In this paper, we study the aggregate production planning problem for vegetables within the framework of uncertainty theory. In detail, preservation technology investment is taken into consideration to reduce the deterioration rate and improve the freshness of the vegetables. Meanwhile, an expected profit model considering preservation technology investment under the capacity constraints is built, whose objective is to find the optimal yield, workforce, and preservation investment strategies. Moreover, the proposed model can be transformed into its crisp equivalent form. Finally, a numerical example is carried out to illustrate the effectiveness of the proposed uncertain aggregate production planning model.
50
Berentsen, Aleksander, and Christopher Waller. "OPTIMAL STABILIZATION POLICY WITH SEARCH EXTERNALITIES." Macroeconomic Dynamics 19, no. 3 (November 11, 2013): 669–700. http://dx.doi.org/10.1017/s1365100513000564.
Abstract:
We study optimal monetary stabilization policy in a DSGE model with microfounded money demand. A search externality creates “congestion,” which causes aggregate output to be inefficient. Because of the informational frictions that give rise to money, households are unable to insure themselves perfectly against aggregate shocks. This gives rise to a welfare-improving role for monetary policy that works by adjusting the nominal interest rate in response to these shocks. Optimal policy is determined by choosing a set of state-contingent nominal interest rates to maximize the expected lifetime utility of the agents subject to the constraints of being an equilibrium.