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Design of suburban bus route for airport access

TRANSPORTMETRICA A-TRANSPORT SCIENCE 2017年第6期13卷 568-589页

作者： Chen, Jingxu Wang, Shuaian Liu, Zhiyuan Wang, Wei Southeast Univ Jiangsu Prov Collaborat Innovat Ctr Modern Urban Jiangsu Key Lab Urban ITS Nanjing 210096 Jiangsu Peoples R China Hong Kong Polytech Univ Dept Logist & Maritime Studies Kowloon Hong Kong Peoples R China

Suburban bus routes usually serve a city's peripheral areas with sparse density of travel demand. The distribution of many suburban trips is many-to-one, with all the passengers bound for a common destination like an airport. This paper proposes a methodology for the optimal design of a suburban bus route for airport access, with the objective of minimizing the total access time. Its decisions are the selection of pickup locations from candidate stops and the corresponding visiting sequence. We first consider a special model which is polynomially solvable, and then develop a dynamic programming approach to address this special case. Later, we formulate a generic model and prove it to be NP-hard. Apart from the dynamic programming approach, an artificial bee colony (ABC) approach is developed for good-quality solutions of the practical-size problem. Finally, case studies are carried out to validate the applicability of the proposed models and solution methods.

关键词： Bus operations airport access suburban bus route dynamic programming approach

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Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk

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JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 2017年第2期446卷 1666-1686页

作者： Sun, Zhongyang Zheng, Xiaoxiao Zhang, Xin Sun Yat Sen Univ Sch Math Guangzhou 510275 Guangdong Peoples R China Southeast Univ Dept Math Nanjing 210096 Jiangsu Peoples R China

This paper considers a robust optimal investment and reinsurance problem under model ambiguity and default risk for an insurer, who can trade in a saving account, a stock and a defaultable bond and aims to maximize the minimal expected CARA utility. The surplus process of the insurer is assumed to follow the Cramer-Lundberg model. In particular, both the insurance and reinsurance premium are assumed to be calculated via the variance premium principle. By using the dynamic programming approach, we study the pre-default case and post-default case respectively, then closed-form expressions for the optimal strategies and the corresponding value function are derived. Finally, numerical examples are given to illustrate our main results, and we discuss relevant economic insights obtained from these results. (C) 2016 Elsevier Inc. All rights reserved.

关键词： Robust optimal control Investment and reinsurance Defaultable bond CARA utility dynamic programming approach

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Needleman-Wunsch and Smith-Waterman Algorithms for Identifying Viral Polymorphic Malware Variants

Needleman-Wunsch and Smith-Waterman Algorithms for Identifyi...

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IEEE DASC/PICom/DataCom/CyberSciTech Conferences

作者： Naidu, Vijay Narayanan, Ajit Auckland Univ Technol Sch Comp & Math Sci Auckland New Zealand

ISBN: (纸本)9781509040650

Polymorphic malware is currently hard to detect. Such malware is able to mutate into functionally identical variants of themselves. There are no known techniques for automatically identifying such polymorphic malware. Even the most state-of-the-art malware identification system which uses heuristic-based techniques requires ongoing analysis and refinement by humans to compete with new (unknown) malware variants. Initial work investigating string-based approaches for the automatic generation of signatures for the identification of some or all new polymorphic variants was originally encouraging. Nevertheless, that initial work was restricted by a number of experimental aspects. The objective of the research addressed here is to examine the effects of using Needleman-Wunsch and Smith-Waterman algorithms (both enhanced by dynamic programming) in string-based approaches for the automatic identification of signatures for the detection of some or all new polymorphic variants. We show how our proposed syntactic-based technique using the widely known string matching Needleman-Wunsch (global alignment) and Smith-Waterman (local alignment) algorithms can successfully identify the known viral polymorphic malware variants of *** virus and W32. Kitti virus. This string-matching technique, if generalizable to other viruses, may transform our understanding of polymorphic variant generation and may facilitate a new age of syntactic-based anti-viral approaches.

关键词： string matching algorithm Smith-Waterman algorithm Needleman-Wunsch algorithm JS.Cassandra virus dynamic programming approach pairwise and multiple sequence alignment automatic signature generation

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Optimal Control of M(t)/M/K Queues with Homogeneous and Heterogeneous Servers 19th

Optimal Control of M(t)/M/K Queues with...

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19th International Conference on Distributed Computer and Communication Networks (DCCN)

作者： Efrosinin, Dmitry Feichtenschlager, Michael Inst Control Sci Profsoyuznaya Str 65 Moscow 117997 Russia RUDN Univ Miklukho Maklaya Str 6 Moscow 117198 Russia Johannes Kepler Univ Linz Altenbergerstr 69 A-4040 Linz Austria

ISBN: (纸本)9783319519173;9783319519166

The paper deals with a multi-server controllable queueing system M(t)/M/K with time-dependent and, in particular, with periodic arrival rates. The models with homogeneous and heterogeneous servers are of interest. In latter case the fastest free server allocation mechanism is assumed and the preemption is allowed. The control problem consists in evaluation of the optimal number of servers during some specified stages and is solved by finite horizon dynamic programming approach. To calculate the transient solutions we use a forth-order Runge-Kutta method for the system with a truncated queue length. The results are compared with corresponding queues operating in a stationary regime. It is shown that the optimal control policies are also time dependent and periodic as arrival rates and heterogeneous systems are superior in performance comparing to the homogeneous ones.

关键词： Time-dependent arrival rate Controllable queueing system dynamic programming approach Forth-order Runge-Kutta method

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Valuation of Game Swaptions under the Generalized Ho-Lee Model

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Journal of Mathematical Finance 2016年 6卷 1002-1016页

作者： Aki Ebina Natsumi Ochiai Masamitsu Ohnishi SMBC NIKKOSECURITIES INC Tokyo Japan Graduate School of Economics Osaka University Osaka Japan Center for Mathematical Modeling and Data Sciences Osaka University Osaka Japan

A game swaption, newly proposed in this paper, is a game version of usual interest-rate swaptions. It provides the both parties, fixed-rate payer and variable rate payer, with the right that they can choose an exercise time to enter a swap from a set of prespecified multiple exercise opportunities. We evaluate two types of game swaptions: game spot-start swaption and game forward-start swaption, under the generalized Ho-Lee model. The generalized Ho-Lee model is an arbitrage-free binomial-lattice interest-rate model. Using the generalized Ho-Lee model as a term structure model of interest rates, we propose an evaluation method of the arbitrage-free price for the game swaptions via a stochastic game formulation, and illustrate its effectiveness by some numerical results.

关键词： Generalized Ho-Lee Model Game Spot-Start Swaption Game Forward-Start Swaption Stochastic Game Formulation dynamic programming approach

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A parameter-adaptive dynamic programming approach for inferring cophylogenies

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BMC BIOINFORMATICS 2010年第s1期11卷 S60-S60页

作者： Merkle, Daniel Middendorf, Martin Wieseke, Nicolas Univ So Denmark Dept Math & Comp Sci Odense Denmark Univ Leipzig Dept Comp Sci Parallel Comp & Complex Syst Grp Leipzig Germany

Background: Coevolutionary systems like hosts and their parasites are commonly used model systems for evolutionary studies. Inferring the coevolutionary history based on given phylogenies of both groups is often done by employing a set of possible types of events that happened during coevolution. Costs are assigned to the different types of events and a reconstruction of the common history with a minimal sum of event costs is sought. Results: This paper introduces a new algorithm and a corresponding tool called CoRe-PA, that can be used to infer the common history of coevolutionary systems. The proposed method utilizes an event-based concept for reconciliation analyses where the possible events are cospeciations, sortings, duplications, and (host) switches. All known event-based approaches so far assign costs to each type of cophylogenetic events in order to find a cost-minimal reconstruction. CoRe-PA uses a new parameter-adaptive approach, i.e., no costs have to be assigned to the coevolutionary events in advance. Several biological coevolutionary systems that have already been studied intensely in literature are used to show the performance of CoRe-PA. Conclusion: From a biological point of view reasonable cost values for event-based reconciliations can often be estimated only very roughly. CoRe-PA is very useful when it is difficult or impossible to assign exact cost values to different types of coevolutionary events in advance.

关键词： Host Tree Switching Event dynamic programming approach Random Instance Cost Vector

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Is it possible for China to reduce its total CO₂ emissions?

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ENERGY 2015年 83卷 438-446页

作者： Li, Huanan Wei, Yi-Ming Beijing Inst Technol Ctr Energy & Environm Policy Res Beijing 100081 Peoples R China Beijing Inst Technol Sch Management & Econ Beijing 100081 Peoples R China

China's CO2 emissions have been the focus of attention for domestic and foreign scholars. However, very few articles have analysed whether and how a reduction of China's total CO2 emissions can be achieved. This is of great significance for meeting China's future CO2 emissions reduction targets. Based on input-output decomposition analysis model and dynamic programming approach, this paper analyses the factors affecting China's total carbon emissions and discuss whether and how it could be possible for China to reduce its total CO2 emissions. The results show that carbon intensity is a major driver for the reduction of China's CO2 emissions and that the impact of industry structure on the increment of China's CO2 emissions has changed from positive to negative in recent years. Under the premise of economic growth, carbon intensity decline and industrial structure adjustment should be coordinated. A reduction in the total amount of China's CO2 emissions is difficult to achieve in the short term, but an effective development mode can be selected with some policy implications suggested. (C) 2015 Elsevier Ltd. All rights reserved.

关键词： CO2 reduction Input-output model SDA dynamic programming approach China

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Vehicle routing problem based on a fuzzy customer clustering approach for logistics network optimization

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JOURNAL OF INTELLIGENT & FUZZY SYSTEMS 2015年第4期29卷 1427-1442页

作者： Wang, Yong Ma, Xiaolei Xu, Maozeng Wang, Yinhai Liu, Yong Chongqing Jiaotong Univ Sch Management Chongqing Peoples R China Beihang Univ Sch Transportat Sci & Engn Beijing 100191 Peoples R China Univ Washington Dept Civil & Environm Engn Seattle WA 98195 USA

Vehicle routing problem (VRP) is a combinatorial optimization and integer programming problem seeking to service a number of customers with a fleet of vehicles. Customer characteristics are neglected in traditional VRPs in the past due to the heterogeneity and ambiguousness. This study presents a vehicle route optimization model in consideration of customer characteristics with three major components: (1) A hierarchical analysis structure is developed to convert customers' characteristics into linguistic variables, and fuzzy integration method is used to map the sub-criteria into higher hierarchical criteria based on the trapezoidal fuzzy numbers;(2) A fuzzy clustering algorithm based on Axiomatic Fuzzy Set is proposed to group the customers into multiple clusters;(3) The fuzzy technique for order preference by similarity to ideal solution (TOPSIS) approach is integrated into the dynamic programming approach to optimize vehicle routes in each cluster. A numerical case study in Anshun, China demonstrates the advantages of the proposed method by comparing with the other two prevailing algorithms. In addition, a sensitivity analysis is conducted to capture the impacts of various evaluation criteria weights. The results indicate our approach performs very well to identify similar customer groups and incorporate individual customer's service priority into VRP.

关键词： Vehicle routing problem axiomatic fuzzy set fuzzy clustering algorithm dynamic programming approach technique for order preference by similarity to ideal solution (TOPSIS)

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Linear Discourse Segmentation of Multi-Party Meetings Based on Local and Global Information

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IEEE-ACM TRANSACTIONS ON AUDIO SPEECH AND LANGUAGE PROCESSING 2015年第11期23卷 1879-1891页

作者： Bokaei, Mohammad Hadi Sameti, Hossein Liu, Yang Sharif Univ Technol Dept Comp Engn Tehran Iran Univ Texas Dallas Dept Comp Sci Richardson TX 75080 USA

Linear segmentation of a meeting conversation is beneficial as a stand-alone system (to organize a meeting and make it easier to access) or as a preprocessing step for many other meeting related tasks. Such segmentation can be done according to two different criteria: topic in which a meeting is segmented according to the different items in its agenda, and function in which the segmentation is done according to the meeting's different events (like discussion, monologue). In this article we concentrate on the function segmentation task and propose new unsupervised methods to segment a meeting into functionally coherent parts. The first proposed method assigns a score to each possible boundary according to its local information and then selects the best ones. The second method uses a dynamic programming approach to find the global best segmentation according to a defined cost function. Since these two methods are complementary of each other, we propose the third method as a combination of the first two ones, which takes advantage of both to improve the final segmentation. In order to evaluate our proposed methods, a subset of a standard meeting dataset (AMI) is manually annotated and used as the test set. Results show that our proposed methods perform significantly better than the previous unsupervised approach according to different evaluation metrics.

关键词： dynamic programming approach linear discourse segmentation meeting function segmentation unsupervised algorithm

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Potential impacts of ecological adaptive cruise control systems on traffic and environment

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IET INTELLIGENT TRANSPORT SYSTEMS 2014年第2期8卷 77-86页

作者： Wang, Meng Daamen, Winnie Hoogendoorn, Serge van Arem, Bart Delft Univ Technol Dept Transport & Planning NL-2600 GA Delft Netherlands

In this contribution, we put forward a modelling framework for generic Advanced Driver Assistance Systems (ADAS) based on rolling horizon optimal control and design control algorithms for an Ecological Adaptive Cruise Control (EcoACC) system under this framework. The accelerations of EcoACC vehicles are determined by minimizing some predicted cost, and the optimal control problem is solved using a dynamic programming approach. The proposed algorithm is applied on a single lane ring road to examine the impacts of the EcoACC system employing the Eco-driving strategy comparison with a system employing an Efficient-driving strategy. Simulation results show that the Eco-driving strategy results in smoother vehicle behaviour compared to the driving strategies that only consider travel efficiency (Efficient-driving strategy). At the macroscopic level, the Eco-driving strategy results in a lower speed and lower flow at free traffic conditions, but a higher speed and higher flow at moderate congested conditions compared to the Efficient-driving strategy. From an environment perspective, the Eco-driving strategy results in a lower spatial CO2 emission rate. However, in the ring-road scenario where the demand is not fixed, the impact of the EcoACC system on total CO2 emissions is negative at moderate congested conditions, due to the high flow it supports.

关键词： adaptive control air pollution driver information systems dynamic programming ecology optimal control road vehicles velocity control carbon dioxide emission rate efficient-driving strategy eco-driving strategy single lane ring road dynamic programming approach EcoACC system design control algorithms rolling horizon optimal control ADAS generic advanced driver assistance systems ecological adaptive cruise control systems

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