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带分红约束和交易费用的扩散模型中最优阶段分红和资本注入策略
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作者 李曼曼 张应应 《应用概率统计》 CSCD 北大核心 2022年第5期659-673,共15页
我们考虑了带交易费用的最优联合分红注资策略问题.在扩散模型中我们假设分红仅发生在外生的不受控制的泊松过程的到达时刻,且分红比率是受到有界区间的限制.目标是找到一个能够将期望折扣分红与期望折扣注资两者之差最大化的控制策略.... 我们考虑了带交易费用的最优联合分红注资策略问题.在扩散模型中我们假设分红仅发生在外生的不受控制的泊松过程的到达时刻,且分红比率是受到有界区间的限制.目标是找到一个能够将期望折扣分红与期望折扣注资两者之差最大化的控制策略.最后,最优策略相关的数值结果表明最优分红阈值是某些外生参数的增函数. 展开更多
关键词 最优分红 约束的分红比率 资本注入 离散观测时间
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A hybrid algorithm based on tabu search and large neighbourhood search for car sequencing problem 被引量:7
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作者 ZHANG Xiang-yang GAO Liang +1 位作者 WEN Long HUANG Zhao-dong 《Journal of Central South University》 SCIE EI CAS CSCD 2018年第2期315-330,共16页
The car sequencing problem(CSP)concerns a production sequence of different types of cars in the mixed-model assembly line.A hybrid algorithm is proposed to find an assembly sequence of CSP with minimum violations.Firs... The car sequencing problem(CSP)concerns a production sequence of different types of cars in the mixed-model assembly line.A hybrid algorithm is proposed to find an assembly sequence of CSP with minimum violations.Firstly,the hybrid algorithm is based on the tabu search and large neighborhood search(TLNS),servicing as the framework.Moreover,two components are incorporated into the hybrid algorithm.One is the parallel constructive heuristic(PCH)that is used to construct a set of initial solutions and find some high quality solutions,and the other is the small neighborhood search(SNS)which is designed to improve the new constructed solutions.The computational results show that the proposed hybrid algorithm(PCH+TLNS+SNS)obtains100best known values out of109public instances,among these89instances get their best known values with100%success rate.By comparing with the well-known related algorithms,computational results demonstrate the effectiveness,efficiency and robustness of the proposed algorithm. 展开更多
关键词 car sequencing problem large neighborhood search tabu search ratio constraint
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