In terms of tandem cold mill productivity and product quality, a multi-objective optimization model of rolling schedule based on cost fimction was proposed to determine the stand reductions, inter-stand tensions and r...In terms of tandem cold mill productivity and product quality, a multi-objective optimization model of rolling schedule based on cost fimction was proposed to determine the stand reductions, inter-stand tensions and rolling speeds for a specified product. The proposed schedule optimization model consists of several single cost fi.mctions, which take rolling force, motor power, inter-stand tension and stand reduction into consideration. The cost function, which can evaluate how far the rolling parameters are from the ideal values, was minimized using the Nelder-Mead simplex method. The proposed rolling schedule optimization method has been applied successfully to the 5-stand tandem cold mill in Tangsteel, and the results from a case study show that the proposed method is superior to those based on empirical formulae.展开更多
Two kinds of Bayesian-based cost functions (i.e., the unconstrained cost function and parameter-constrained cost function) are investigated for retrieving the sea surface salinity (SSS). In low SSS regions, we have an...Two kinds of Bayesian-based cost functions (i.e., the unconstrained cost function and parameter-constrained cost function) are investigated for retrieving the sea surface salinity (SSS). In low SSS regions, we have analyzed the sensitivity of the two cost functions to geophysical parameters. The results show that the unconstrained cost function is valid for retrieving several parameters (including SSS, wind speed and significant wave height), and the constrained cost function, which largely depends on the accuracy of reference values, may lead to large retrieval biases. Furthermore, as a retrieval parameter, the sea surface temperature (SST) can re-sult in the divergence of other geophysical parameters in an unconstrained cost function due to the strong sensitivity of brightness temperature to SST. By using the unconstrained cost function and the simulated brightness temperature TB with white noises, the retrieval biases of SSS are discussed with the following two procedures. Procedure a): the simulated TB values are first averaged, and then SSS is retrieved. Procedure b): the SSS is directly retrieved from the simulated TB , and then the retrieved SSS values are aver-aged. The results indicate that, for low SSS and SST distributions, the SSS retrieval by procedure a) has less biases compared with that by procedure b), while the two procedures give almost the same retrieval results for high SSS and SST sea regions.展开更多
In this paper,a new price is given to the online decision maker at the beginning of each day.The trader must decide how many items to purchase according to the current price.We present three variants and an online alg...In this paper,a new price is given to the online decision maker at the beginning of each day.The trader must decide how many items to purchase according to the current price.We present three variants and an online algorithm based on cost function.The competitive ratio of the online algorithm is given for each variant,which is a performance measure of an online algorithm.More importantly,we show that the online algorithm is optimal.展开更多
In order to optimize handover target selection and achieve better handover performance in cellular relay networks under the long term evolution （LTE） system, a novel handover measurement and decision scheme based on...In order to optimize handover target selection and achieve better handover performance in cellular relay networks under the long term evolution （LTE） system, a novel handover measurement and decision scheme based on cost function is proposed in the paper. The relay-enhanced network provides user equipment （UE） multiple handover choices from neighbor base stations or relays. This may result in different overhead, resource utility and traffic load which attaches importance to proper handover schemes. Compared with traditional handover measurement and decision schemes, the proposed scheme adopts reference signal receiving quality （RSRQ） in the measurement stage and uses a modified signal cost function considering signal overhead in different handover types and expected long-term throughput of UE. Besides, UE fairness and sector resource utilization are taken into account as well. Theory analysis and simulation results prove that the proposed scheme can enhance cell throughput, decrease handover delay and signal overhead, and improve UE fairness.展开更多
Many studies exist in the literature of scale and scope economies in institutions of higher education employing multi-product cost functions of quadratic, constant elasticity substitution （CES）, or hybrid translog f...Many studies exist in the literature of scale and scope economies in institutions of higher education employing multi-product cost functions of quadratic, constant elasticity substitution （CES）, or hybrid translog form. A single product cost function is normally considered inadequate and yield distorted results. Both quadratic and single product cost functions have been applied to university data from China＇s Ministry of Education （MOE）. This study compares those two methods and their statistical results and finds that ray economies of scale from these two cost functions are quite similar though the single product cost function which can not be used to calculate product-specific economies of scale or economies of scope.展开更多
SG （smart grids） is an intelligent power grid in which the diverse nodes should communicate different types of information which have different communication requirements with CS （control stations）. There exist se...SG （smart grids） is an intelligent power grid in which the diverse nodes should communicate different types of information which have different communication requirements with CS （control stations）. There exist several RATs （radio access technologies）, with diversification in quality of service character which respect to the SG nodes communication requirements. On the other side, spectrum is becoming a rare source and its demands request is increasing exponentially. Therefore, resource allocation to support different types of SG nodes should be elaborated so that the resource efficiency is maximized while the SG communication requirements are respected. Using a CF （cost function） based on the SG node requirements and RATs characteristics to find the desirability value of every RATs for a certain node type accomplish this goal in combination with prioritizing the different SG nodes types based on SG goals by creating a priority table for RATs and different SG node types. The main node communication requirements are formulized to be used in the CF in this paper. The numerical results show that the proposed method defines the desirability value of each RAT for a certain SG node type that helps to make a priority table by using the SG node prioritization table.展开更多
Routing, modulation and spectrum allocation in elastic optical networks is a problem aiming at increasing the capacity of the network. Many algorithms such as shortest path algorithm can be used as the routing section...Routing, modulation and spectrum allocation in elastic optical networks is a problem aiming at increasing the capacity of the network. Many algorithms such as shortest path algorithm can be used as the routing section of this problem. The efficiency of these algorithms is partly based on how the cost of each link is defined. In this study, we considered several basic metrics in cost of network links and compared their effects on the network capacity. In particular, the static costs and the dynamic costs were evaluated and compared. For dynamic scenarios, compared to static scenarios, at least one additional factor, the usage of the links, was added. We further considered a new factor that is based on probability of accommodating the signal at a given time in any given link. The results show that, among them, the shortest path algorithm provides the least blocking probability when the cost is a combination of link length and the abovementioned possibility/usage of the link.展开更多
This paper deals with a Unit Commitment (UC) problem of a power plant aimed to find the optimal scheduling of the generating units involving cubic cost functions. The problem has non convex generator characteristics, ...This paper deals with a Unit Commitment (UC) problem of a power plant aimed to find the optimal scheduling of the generating units involving cubic cost functions. The problem has non convex generator characteristics, which makes it very hard to handle the corresponding mathematical models. However, Teaching Learning Based Optimization (TLBO) has reached a high efficiency, in terms of solution accuracy and computing time for such non convex problems. Hence, TLBO is applied for scheduling of generators with higher order cost characteristics, and turns out to be computationally solvable. In particular, we represent a model that takes into account the accurate higher order generator cost functions along with ramp limits, and turns to be more general and efficient than those available in the literature. The behavior of the model is analyzed through proposed technique on modified IEEE-24 bus system.展开更多
Despite a multitude of theoretical discussions on China's mixed ownership reform, very few studies have addressed realistic questions concerning the implementation of the reform. The Resolutions of the Third Plenu...Despite a multitude of theoretical discussions on China's mixed ownership reform, very few studies have addressed realistic questions concerning the implementation of the reform. The Resolutions of the Third Plenum of the 18 th CPC Central Committee and other reform strategies have outlined the reform of sectors with natural monopoly, including urban public utility sectors. The question is how mixed ownership reform should be carried out in sectors of natural monopoly, or which public utilities sectors should enjoy priority of mixed ownership reform. To answer this question, this paper employs data of large public utility enterprises in China from 1998 to 2008, and estimates the natural monopoly attribute at the industry level and corporate total factor productivity(TFP) using cost function analysis method excluding the impact of product price factor. Based on the difference-indifferences-in-differences(DDD) method of natural experiment, an empirical test is carried out for the relationship among natural monopoly, mixed ownership reform and corporate productivity. Our results suggest that:(1) Statistically, mixed ownership reform cannot significantly increase corporate TFP in sectors with natural monopoly;(2) mixed ownership reform should not be carried out indiscriminately on a nationwide basis and for all public utilities sectors. Such an attempt of reform without distinguishing natural monopoly and the level of competitiveness is fraught with policy uncertainties;(3) relative to sectors with natural monopoly, corporate productivity in competitive sectors after mixed ownership reform will improve more significantly and enjoy greater "policy dividends" of institutional reform. Therefore, mixed ownership reform should be carried out first in competitive sectors.展开更多
This paper presents a new approach via composite cost function to solve the unit commitment problem. The unit com-mitment problem involves determining the start-up and shut-down schedules for generating units to meet ...This paper presents a new approach via composite cost function to solve the unit commitment problem. The unit com-mitment problem involves determining the start-up and shut-down schedules for generating units to meet the fore-casted demand at the minimum cost. The commitment schedule must satisfy the other constraints such as the generating limits, spinning reserve, minimum up and down time, ramp level and individual units. The proposed algorithm gives the committed units and economic load dispatch for each specific hour of operation. Numerical simulations were carried out using three cases: four-generator, seven-generator, and ten-generator thermal unit power systems over a 24 h period. The produced schedule was compared with several other methods, such as Dynamic programming, Branch and bound, Ant colony system, and traditional Tabu search. The result demonstrated the accuracy of the proposed method.展开更多
AIM:To evaluate long-term endocrine and exocrine pancreatic function,quality of life and health care costs after mild acute pancreatitis and severe acute pancreatitis(SAP).METHODS:Patients prospectively included in 20...AIM:To evaluate long-term endocrine and exocrine pancreatic function,quality of life and health care costs after mild acute pancreatitis and severe acute pancreatitis(SAP).METHODS:Patients prospectively included in 2001-2005 were followed-up after 42(36-53)mo.Pancreatic function was evaluated with laboratory tests,the oral glucose tolerance test(OGTT),fecal elastase-1 and a questionnaire.Short Form(SF)-36,was completed.RESULTS:Fourteen patients with a history of SAP and 26 with mild acute pancreatitis were included.Plasma glucose after OGTT was higher after SAP(9.2 mmol/L vs 7.0 mmol/L,P=0.044).Diabetes mellitus or impaired glucose tolerance in fasting plasma glucose and/or 120 min plasma glucose were more common in SAP patients(11/14 vs 11/25,P=0.037).Sick leave,time until the patients could take up recreational activities and time until they had recovered were all longer after SAP(P <0.001).No significant differences in SF-36 were seen between the groups,or when comparing with age and gender matched reference groups.Total hospital costs,including primary care,follow-up and treatment of complications,were higher after SAP(median€16572 vs €5000,P<0.001).CONCLUSION:Endocrine pancreatic function was affected,especially after severe disease.SAP requires greater resource use with long recovery,but most patients regained a good quality of life.展开更多
This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the prob...This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.展开更多
The simulation of a control system for the longitudinal axis of the rotary or fixed-wing unmanned aerial vehicles(UAVs)is demonstrated in this study.The control unit includes design considerations of two controllers t...The simulation of a control system for the longitudinal axis of the rotary or fixed-wing unmanned aerial vehicles(UAVs)is demonstrated in this study.The control unit includes design considerations of two controllers to provide robust stability,tracking of the proposed linear dynamics,an adequate set of proportional-integral-derivative(PID)controller gains,and a minimal cost function.The PID control and linear quadratic regulator(LQR)with or without full-state-observer were evaluated.An optimal control system is assumed to provide fast rise and settling time,minimize overshoot,and eliminate the steady-state error.The effectiveness of this approach was verified by a linear model of the UAV aircraft in the semi-dynamic simulation platform of Matlab/Simulink,in which the open-loop system was assessed in terms of flight robustness and reference tracking.The experimental results show that the proposed controllers effectively improve the configuration of the control system of the plant,maintain the sustainability of the dynamic flight model stability,and diminish the flight controller errors.The LQR provides robust stability,but it is not optimal in the transient phase of particular plant output.The PID control system can adjust the controller’s gains for optimal hovering(or stable slow flight)and is especially useful for the tracking system.Finally,comparing aircraft stability using PID and LQR controllers shows that the latter has less overshoot and a shorter settling time;in addition,all proposed controllers can be practically deployed as one UAV’s system,which can be handled as an exemplary model of the UAV flight management system.展开更多
The purpose of present work is to examine the financial problem of finding the universal reservation prices of a European call option written on exchange rate when there is proportional transaction costs of trading fo...The purpose of present work is to examine the financial problem of finding the universal reservation prices of a European call option written on exchange rate when there is proportional transaction costs of trading foreign currency in the market. An approach is suggested to compute the reservation bid-ask price of foreign currency call option based on maximizing the investor＇s expected utility. Option prices are determined from the investor＇s basic portfolio selection problem, without the need to solve a more complex optimization problem involving the insertion of the option payoffs into the terminal value function. Option prices are computed numerically in a Markov chain approximation for the case of exponential utility. Numerical results show that the option price bounds are almost independent of the alternative risk aversion parameter, but the bounds of NT region becomes narrower and the range of values of the initial holding for which the fair price lies within the bid-ask spread is shifted to a lower value when the risk aversion parameter increases.展开更多
We consider the solution of matching problems with a convex cost function via a network flow algorithm. We review the general mapping between matching problems and flow problems on skew symmetric networks and revisit ...We consider the solution of matching problems with a convex cost function via a network flow algorithm. We review the general mapping between matching problems and flow problems on skew symmetric networks and revisit several results on optimality of network flows. We use these results to derive a balanced capacity scaling algorithm for matching problems with a linear cost function. The latter is later generalized to a balanced capacity scaling algorithm also for a convex cost function. We prove the correctness and discuss the complexity of our solution.展开更多
Purpose: To determine the total direct costs (fixed and variable costs) of diffusion tensor imaging (DTI) and MR tractography reconstruction of the brain. Materials and Methods: The direct fixed and variable costs of ...Purpose: To determine the total direct costs (fixed and variable costs) of diffusion tensor imaging (DTI) and MR tractography reconstruction of the brain. Materials and Methods: The direct fixed and variable costs of DTI with MR tractography were determined prospectively with time and motion analysis in a 1.5-Tesla MR scanner using 15 encoding directions. Seventeen patients with seizure disorders, 9 males & 8 females, with mean age of 13 years (age range 2 - 33 years) were studied. Total direct costs were calculated from all direct fixed and variable costs. Sensitivity analyses between 1.5 versus a 3-Tesla MR system, and 15 versus 32 encoding directions were done. Results: The total direct costs of DTI and MR tractography for a 1.5-T system with 15 encoding directions were US $97. Variable cost was $76.80 and fixed cost was $20.20. Total direct costs for a 3-T system with 15 directions decreased to US $94.5 because of the shorter scan time despite the higher cost of the 3-T system. The most costly component of the direct cost was post-processing analysis at US $46.00. Conclusion: DTI with MR tractography has important total direct costs with variable costs higher than the fixed costs. The post processing variable cost is the most expensive component. Developing more accurate automated post-processing software for DTI and MR tractography is important to decrease this variable labor cost. Given the added value of DTI-MR tractography and the costs involved reimbursement codes should be considered.展开更多
Dedicated software systems hold a character of individual solutions that entail particular problems with regard to their cost estimation. Thus for many years now objective and reliable approaches to the cost estimatio...Dedicated software systems hold a character of individual solutions that entail particular problems with regard to their cost estimation. Thus for many years now objective and reliable approaches to the cost estimation of such systems have been sought out so that they could provide the possibility to make rational investment decisions concerning those systems. The purpose of this paper is to bring in the approach to cost estimation of dedicated software systems that has been recently growing in global popularity, using it as a background for presenting conclusions resulting from practical verification of author’s own model of dedicated software system cost estimation based on that approach.展开更多
基金Project(51074051)supported by the National Natural Science Foundation of ChinaProject(N110307001)supported by the Fundamental Research Funds for the Central Universities,China
文摘In terms of tandem cold mill productivity and product quality, a multi-objective optimization model of rolling schedule based on cost fimction was proposed to determine the stand reductions, inter-stand tensions and rolling speeds for a specified product. The proposed schedule optimization model consists of several single cost fi.mctions, which take rolling force, motor power, inter-stand tension and stand reduction into consideration. The cost function, which can evaluate how far the rolling parameters are from the ideal values, was minimized using the Nelder-Mead simplex method. The proposed rolling schedule optimization method has been applied successfully to the 5-stand tandem cold mill in Tangsteel, and the results from a case study show that the proposed method is superior to those based on empirical formulae.
基金supported by the National Natural Science Foundation of China (Grant No. 40876094)the National 863 Project of China (Grant Nos. 2009AA09Z102 and 2008AA09A403)
文摘Two kinds of Bayesian-based cost functions (i.e., the unconstrained cost function and parameter-constrained cost function) are investigated for retrieving the sea surface salinity (SSS). In low SSS regions, we have analyzed the sensitivity of the two cost functions to geophysical parameters. The results show that the unconstrained cost function is valid for retrieving several parameters (including SSS, wind speed and significant wave height), and the constrained cost function, which largely depends on the accuracy of reference values, may lead to large retrieval biases. Furthermore, as a retrieval parameter, the sea surface temperature (SST) can re-sult in the divergence of other geophysical parameters in an unconstrained cost function due to the strong sensitivity of brightness temperature to SST. By using the unconstrained cost function and the simulated brightness temperature TB with white noises, the retrieval biases of SSS are discussed with the following two procedures. Procedure a): the simulated TB values are first averaged, and then SSS is retrieved. Procedure b): the SSS is directly retrieved from the simulated TB , and then the retrieved SSS values are aver-aged. The results indicate that, for low SSS and SST distributions, the SSS retrieval by procedure a) has less biases compared with that by procedure b), while the two procedures give almost the same retrieval results for high SSS and SST sea regions.
基金Supported by the Natural Science Foundation of China(11201428,11471286,11701518)the Natural Science Foundation of Zhejiang Province(Y6110091)the Graduate Innovation Project of Zhejiang Sci-Tech University(YCX12001,YCX13005)
文摘In this paper,a new price is given to the online decision maker at the beginning of each day.The trader must decide how many items to purchase according to the current price.We present three variants and an online algorithm based on cost function.The competitive ratio of the online algorithm is given for each variant,which is a performance measure of an online algorithm.More importantly,we show that the online algorithm is optimal.
基金Supported by the National Natural Science Foundation of China （No. 60832009）, the Natural Science Foundation of Beijing （No. 4102044） and the National Nature Science Foundation for Young Scholars of China （No. 61001115 ）.
文摘In order to optimize handover target selection and achieve better handover performance in cellular relay networks under the long term evolution （LTE） system, a novel handover measurement and decision scheme based on cost function is proposed in the paper. The relay-enhanced network provides user equipment （UE） multiple handover choices from neighbor base stations or relays. This may result in different overhead, resource utility and traffic load which attaches importance to proper handover schemes. Compared with traditional handover measurement and decision schemes, the proposed scheme adopts reference signal receiving quality （RSRQ） in the measurement stage and uses a modified signal cost function considering signal overhead in different handover types and expected long-term throughput of UE. Besides, UE fairness and sector resource utilization are taken into account as well. Theory analysis and simulation results prove that the proposed scheme can enhance cell throughput, decrease handover delay and signal overhead, and improve UE fairness.
文摘Many studies exist in the literature of scale and scope economies in institutions of higher education employing multi-product cost functions of quadratic, constant elasticity substitution （CES）, or hybrid translog form. A single product cost function is normally considered inadequate and yield distorted results. Both quadratic and single product cost functions have been applied to university data from China＇s Ministry of Education （MOE）. This study compares those two methods and their statistical results and finds that ray economies of scale from these two cost functions are quite similar though the single product cost function which can not be used to calculate product-specific economies of scale or economies of scope.
文摘SG （smart grids） is an intelligent power grid in which the diverse nodes should communicate different types of information which have different communication requirements with CS （control stations）. There exist several RATs （radio access technologies）, with diversification in quality of service character which respect to the SG nodes communication requirements. On the other side, spectrum is becoming a rare source and its demands request is increasing exponentially. Therefore, resource allocation to support different types of SG nodes should be elaborated so that the resource efficiency is maximized while the SG communication requirements are respected. Using a CF （cost function） based on the SG node requirements and RATs characteristics to find the desirability value of every RATs for a certain node type accomplish this goal in combination with prioritizing the different SG nodes types based on SG goals by creating a priority table for RATs and different SG node types. The main node communication requirements are formulized to be used in the CF in this paper. The numerical results show that the proposed method defines the desirability value of each RAT for a certain SG node type that helps to make a priority table by using the SG node prioritization table.
文摘Routing, modulation and spectrum allocation in elastic optical networks is a problem aiming at increasing the capacity of the network. Many algorithms such as shortest path algorithm can be used as the routing section of this problem. The efficiency of these algorithms is partly based on how the cost of each link is defined. In this study, we considered several basic metrics in cost of network links and compared their effects on the network capacity. In particular, the static costs and the dynamic costs were evaluated and compared. For dynamic scenarios, compared to static scenarios, at least one additional factor, the usage of the links, was added. We further considered a new factor that is based on probability of accommodating the signal at a given time in any given link. The results show that, among them, the shortest path algorithm provides the least blocking probability when the cost is a combination of link length and the abovementioned possibility/usage of the link.
文摘This paper deals with a Unit Commitment (UC) problem of a power plant aimed to find the optimal scheduling of the generating units involving cubic cost functions. The problem has non convex generator characteristics, which makes it very hard to handle the corresponding mathematical models. However, Teaching Learning Based Optimization (TLBO) has reached a high efficiency, in terms of solution accuracy and computing time for such non convex problems. Hence, TLBO is applied for scheduling of generators with higher order cost characteristics, and turns out to be computationally solvable. In particular, we represent a model that takes into account the accurate higher order generator cost functions along with ramp limits, and turns to be more general and efficient than those available in the literature. The behavior of the model is analyzed through proposed technique on modified IEEE-24 bus system.
文摘Despite a multitude of theoretical discussions on China's mixed ownership reform, very few studies have addressed realistic questions concerning the implementation of the reform. The Resolutions of the Third Plenum of the 18 th CPC Central Committee and other reform strategies have outlined the reform of sectors with natural monopoly, including urban public utility sectors. The question is how mixed ownership reform should be carried out in sectors of natural monopoly, or which public utilities sectors should enjoy priority of mixed ownership reform. To answer this question, this paper employs data of large public utility enterprises in China from 1998 to 2008, and estimates the natural monopoly attribute at the industry level and corporate total factor productivity(TFP) using cost function analysis method excluding the impact of product price factor. Based on the difference-indifferences-in-differences(DDD) method of natural experiment, an empirical test is carried out for the relationship among natural monopoly, mixed ownership reform and corporate productivity. Our results suggest that:(1) Statistically, mixed ownership reform cannot significantly increase corporate TFP in sectors with natural monopoly;(2) mixed ownership reform should not be carried out indiscriminately on a nationwide basis and for all public utilities sectors. Such an attempt of reform without distinguishing natural monopoly and the level of competitiveness is fraught with policy uncertainties;(3) relative to sectors with natural monopoly, corporate productivity in competitive sectors after mixed ownership reform will improve more significantly and enjoy greater "policy dividends" of institutional reform. Therefore, mixed ownership reform should be carried out first in competitive sectors.
文摘This paper presents a new approach via composite cost function to solve the unit commitment problem. The unit com-mitment problem involves determining the start-up and shut-down schedules for generating units to meet the fore-casted demand at the minimum cost. The commitment schedule must satisfy the other constraints such as the generating limits, spinning reserve, minimum up and down time, ramp level and individual units. The proposed algorithm gives the committed units and economic load dispatch for each specific hour of operation. Numerical simulations were carried out using three cases: four-generator, seven-generator, and ten-generator thermal unit power systems over a 24 h period. The produced schedule was compared with several other methods, such as Dynamic programming, Branch and bound, Ant colony system, and traditional Tabu search. The result demonstrated the accuracy of the proposed method.
基金Supported by Skane county council research and development foundation
文摘AIM:To evaluate long-term endocrine and exocrine pancreatic function,quality of life and health care costs after mild acute pancreatitis and severe acute pancreatitis(SAP).METHODS:Patients prospectively included in 2001-2005 were followed-up after 42(36-53)mo.Pancreatic function was evaluated with laboratory tests,the oral glucose tolerance test(OGTT),fecal elastase-1 and a questionnaire.Short Form(SF)-36,was completed.RESULTS:Fourteen patients with a history of SAP and 26 with mild acute pancreatitis were included.Plasma glucose after OGTT was higher after SAP(9.2 mmol/L vs 7.0 mmol/L,P=0.044).Diabetes mellitus or impaired glucose tolerance in fasting plasma glucose and/or 120 min plasma glucose were more common in SAP patients(11/14 vs 11/25,P=0.037).Sick leave,time until the patients could take up recreational activities and time until they had recovered were all longer after SAP(P <0.001).No significant differences in SF-36 were seen between the groups,or when comparing with age and gender matched reference groups.Total hospital costs,including primary care,follow-up and treatment of complications,were higher after SAP(median€16572 vs €5000,P<0.001).CONCLUSION:Endocrine pancreatic function was affected,especially after severe disease.SAP requires greater resource use with long recovery,but most patients regained a good quality of life.
基金Supported by the Key Grant Project of Chinese Ministry of Education (NO.309018)National Natural Science Foundation of China (NO.70973104,NO.11171304)Zhejiang Provincial Natural Science Foundation of China (NO.Y6110023)
文摘This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.
文摘The simulation of a control system for the longitudinal axis of the rotary or fixed-wing unmanned aerial vehicles(UAVs)is demonstrated in this study.The control unit includes design considerations of two controllers to provide robust stability,tracking of the proposed linear dynamics,an adequate set of proportional-integral-derivative(PID)controller gains,and a minimal cost function.The PID control and linear quadratic regulator(LQR)with or without full-state-observer were evaluated.An optimal control system is assumed to provide fast rise and settling time,minimize overshoot,and eliminate the steady-state error.The effectiveness of this approach was verified by a linear model of the UAV aircraft in the semi-dynamic simulation platform of Matlab/Simulink,in which the open-loop system was assessed in terms of flight robustness and reference tracking.The experimental results show that the proposed controllers effectively improve the configuration of the control system of the plant,maintain the sustainability of the dynamic flight model stability,and diminish the flight controller errors.The LQR provides robust stability,but it is not optimal in the transient phase of particular plant output.The PID control system can adjust the controller’s gains for optimal hovering(or stable slow flight)and is especially useful for the tracking system.Finally,comparing aircraft stability using PID and LQR controllers shows that the latter has less overshoot and a shorter settling time;in addition,all proposed controllers can be practically deployed as one UAV’s system,which can be handled as an exemplary model of the UAV flight management system.
基金Supported by the Natural Science Foundation of Zhejiang Province (Y604137) the Altitude College Natural Science Foundation of JiangSu Province (KY205017).
文摘The purpose of present work is to examine the financial problem of finding the universal reservation prices of a European call option written on exchange rate when there is proportional transaction costs of trading foreign currency in the market. An approach is suggested to compute the reservation bid-ask price of foreign currency call option based on maximizing the investor＇s expected utility. Option prices are determined from the investor＇s basic portfolio selection problem, without the need to solve a more complex optimization problem involving the insertion of the option payoffs into the terminal value function. Option prices are computed numerically in a Markov chain approximation for the case of exponential utility. Numerical results show that the option price bounds are almost independent of the alternative risk aversion parameter, but the bounds of NT region becomes narrower and the range of values of the initial holding for which the fair price lies within the bid-ask spread is shifted to a lower value when the risk aversion parameter increases.
文摘We consider the solution of matching problems with a convex cost function via a network flow algorithm. We review the general mapping between matching problems and flow problems on skew symmetric networks and revisit several results on optimality of network flows. We use these results to derive a balanced capacity scaling algorithm for matching problems with a linear cost function. The latter is later generalized to a balanced capacity scaling algorithm also for a convex cost function. We prove the correctness and discuss the complexity of our solution.
文摘Purpose: To determine the total direct costs (fixed and variable costs) of diffusion tensor imaging (DTI) and MR tractography reconstruction of the brain. Materials and Methods: The direct fixed and variable costs of DTI with MR tractography were determined prospectively with time and motion analysis in a 1.5-Tesla MR scanner using 15 encoding directions. Seventeen patients with seizure disorders, 9 males & 8 females, with mean age of 13 years (age range 2 - 33 years) were studied. Total direct costs were calculated from all direct fixed and variable costs. Sensitivity analyses between 1.5 versus a 3-Tesla MR system, and 15 versus 32 encoding directions were done. Results: The total direct costs of DTI and MR tractography for a 1.5-T system with 15 encoding directions were US $97. Variable cost was $76.80 and fixed cost was $20.20. Total direct costs for a 3-T system with 15 directions decreased to US $94.5 because of the shorter scan time despite the higher cost of the 3-T system. The most costly component of the direct cost was post-processing analysis at US $46.00. Conclusion: DTI with MR tractography has important total direct costs with variable costs higher than the fixed costs. The post processing variable cost is the most expensive component. Developing more accurate automated post-processing software for DTI and MR tractography is important to decrease this variable labor cost. Given the added value of DTI-MR tractography and the costs involved reimbursement codes should be considered.
文摘Dedicated software systems hold a character of individual solutions that entail particular problems with regard to their cost estimation. Thus for many years now objective and reliable approaches to the cost estimation of such systems have been sought out so that they could provide the possibility to make rational investment decisions concerning those systems. The purpose of this paper is to bring in the approach to cost estimation of dedicated software systems that has been recently growing in global popularity, using it as a background for presenting conclusions resulting from practical verification of author’s own model of dedicated software system cost estimation based on that approach.
