Using jump-diffusion modeling for valuing real options in infrastructure projects

In infrastructure financed projects, in order to attract private investors, host governments often provide some guarantees. This paper develops a value model of minimum revenue guarantee with multiple-exercise real options under the impact of the emergency incident. The model is applied to infrastructure financed projects using the minimum revenue guarantee under simulation. The simulation results indicate that, before quantifying the value of the minimum revenue guarantee, it is necessary to forecast the jump degree and intensity of the emergency incident, as well as prevent and control risks arising from such emergencies. Otherwise, underestimation of the guarantee value will occur and the government will have to bear huge debt in this condition. We also analyze the dependence of the guaranteed value on the minimum guaranteed revenue level, initial revenue and number of exercise rights. For various conditions, the diagrams of the guaranteed value are also presented.     

A belief-rule-based inventory control method under nonstationary and uncertain demand

This paper is devoted to investigating inventory control problems under nonstationary and uncertain demand. A belief-rule-based inventory control (BRB-IC) method is developed, which can be applied in situations where demand and demand-forecast-error (DFE) do not follow certain stochastic distribution and forecasting demand is given in single-point or interval styles. The method can assist decision-making through a belief-rule structure that can be constructed, initialized and adjusted using both manager’s knowledge and operational data. An extended optimal base stock (EOBS) policy is proved for initializing the belief-rule-base (BRB), and a BRB-IC inference approach with interval inputs is proposed. A numerical example and a case study are examined to demonstrate potential applications of the BRB-IC method. These studies show that the belief-rule-based expert system is flexible and valid for inventory control. The case study also shows that the BRB-IC method can compensate DFE by training BRB using historical demand data for generating reliable ordering policy.     

污水处理厂工程自动控制系统

根据唐山市玉田县当地污水水质情况,针对奥贝尔氧化沟污水处理工艺的特点及其处理过程对控制的要求,采用PLC以及其它控制元件,完成对污水处理装置中的粗处理装置、排污泵的启停,氧化沟及沉淀池的控制,以及回流污泥处理系统、除磷加药系统等过程的顺序控制.并对安全系统的紧急停车进行PLC控制处理,从而实现了安全、稳定、高效、低耗的目的.     

选择重传ARQ结合自适应调制系统的跨层分析和设计

提出一种针对选择自动重传(SR-ARQ)技术结合自适应调制系统(AMS)的跨层分析和设计方法.该方法采用有限状态马尔可夫链(FSMC),同时对物理层和链路层进行建模,然后用更新报酬(renewal-reward)理论对系统的有效吞吐量进行精确分析,并根据分析结果设计系统中所使用的参数.计算机仿真结果验证了该跨层分析方法的精确性,并可以从中看出本方法对系统参数选取的指导意义.     

Efficient identity-based online/offline encryption and signcryption with short ciphertext

The technique of online/offline is regarded as a promising approach to speed up the computation of encryption, because the most part of computation, such as pairing over points on elliptic curve and exponentiation in groups, can be pre-computed in the offline phase without knowing the message to be encrypted and/or recipient’s identity. The online phase only requires light computation, such as modular multiplication. In this paper, we propose two novel identity-based online/offline schemes: a full secure identity-based online/offline encryption scheme and an identity-based online/offline signcryption scheme. Compared to the other schemes in the literature, our schemes achieve the shortest ciphertext size in both offline and online phases and demonstrate the best performance in offline computation. Our schemes are applicable to devices with limited computation power. They are proven secure in the random oracle model.     

基于工作过程的计算机应用基础教材的开发

分析了计算机应用基础课程传统教材的局限性,提出了基于工作过程来开发新的计算机应用基础教材的基本思想.从实践出发,对计算机应用基础教材项目分析确定、任务过程设计、教材设计等环节进行了论述,以体现该教材的鲜明特色.新开发的教材应用后,学生的学习水平与技能得到了极大的提升,从而为基于工作过程的教材开发提供了一种基本思路.     

On the spectrum-determined growth condition of a vibration cablewith a tip mass

We show that the spectrum-determined growth condition holds for the closed-loop system of a vibration cable with a tip mass and linear boundary feedback control. The optimal decay rate of the energy for a case left unsolved previously is determined, and the asymptotic expansion of the associated semigroup is obtained. As a consequence of the approach, we show, in a different point of view, the lack of uniform exponential stability of the system with only boundary velocity feedback control     

蒙特卡罗法及其在射弹散布仿真中的应用

作战仿真的真实性需要对抗双方火力射击效果的真实体现。文中提出了一种利用蒙特卡罗法进行射弹散布仿真的方法 ,并将结果与实际情况进行了比较。该方法已用于装甲兵数字化作战仿真实验室的作战仿真中     

Blind Source Extraction for Noisy Mixtures by Combining Gaussian Moments and Generalized Autocorrelations

In the blind source extraction problem, the concept of generalized autocorrelations has been successfully used when the desired signal has special temporal structures. However, their applications are only limited to noise-free mixtures, which is not realistic. Therefore, this paper addresses the extraction of the noisy model based on these temporal characteristics of sources. An objective function, which combines Gaussian moments and generalized autocorrelations, is proposed. Maximizing this objective function, we present a blind source extraction algorithm for noisy mixtures. Simulations on synthesized signals, images, artificial electrocardiogram (ECG) data and the real-world ECG data show the better performance of the proposed algorithm. Moreover, comparisons with the existing algorithms further indicate its validity and also show its robustness to the estimated error of time delay.