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Complex genesis of multiperiod fractures in the Middle Triassic Leikoupo Formation in the Pengzhou gas field, western Sichuan Basin, China 被引量:3
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作者 Xiao-Fei Hu Hu-Cheng Deng +2 位作者 Jian-Hua He Zhong-Min Shen Xian-Feng Peng 《Petroleum Science》 SCIE EI CAS CSCD 2023年第1期161-176,共16页
The cumulative expression of multistage deformation is complex multiperiod fractures,which are commonly seen in tectonic zones.The Middle Triassic Leikoupo Formation in the western Sichuan Basin Depression,China,is a ... The cumulative expression of multistage deformation is complex multiperiod fractures,which are commonly seen in tectonic zones.The Middle Triassic Leikoupo Formation in the western Sichuan Basin Depression,China,is a typical marine carbonate reservoir with natural fractures caused mainly by tectonic movements.According to outcrops,drill cores,image logging,and fluid inclusions,the fracture characteristics,types of natural fractures,and interactions of fractures are determined.In total,419 natural fractures in 493.2 m of cores from 7 wells are investigated,which are mainly shear and tensile fractures with a small number of weathering generated fractures.Meanwhile,the results of the stable isotope analysis of δ13C and δ18O,as well as the flow fluid inclusion data,reveal four tectonic periods of fractures with different occurrences.Based on the history of regional tectonic evolution,indicating one period of weathering fractures ascribable to stratal uplift and three periods of structural fractures related to the sequential tectonic movements of the Longmenshan fault belt.By analyzing the interaction relationships of fractures,three types of fracture interaction relationships are observed:cutting,restraining,and overlapping.The four stages fractures are chronologically assigned to(1)the early Indosinian N-S trending compression,(2)the late Indosinian NW-SE compression,(3)the middle Yanshanian NE-SE compression,and(4)the early Himalayan E-W compression.The influence of natural fractures on gas migration and well production in marine carbonates is discussed,and indicates that tectonic fractures could provide seepage channels for gas migration and accumulation from near or distant hydrocarbon source rocks into the Middle Triassic Leikoupo Formation.This study utilizes a pragmatic approach for understanding the fracture genesis mechanism in oil and gas field with multiperiod fractures. 展开更多
关键词 multiperiod fractures Interaction relationships Genesis mechanism Gas migration Leikoupo formation Sichuan basin
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Optimal Multiperiodic Control for Inventory Coupled Systems: A Multifrequency Second-Order Test
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作者 Marek Skowron Krystyn Styczeń 《Open Journal of Optimization》 2016年第3期91-101,共12页
A complex autonomous inventory coupled system is considered. It can take, for example, the form of a network of chemical or biochemical reactors, where the inventory interactions perform the recycling of by-products b... A complex autonomous inventory coupled system is considered. It can take, for example, the form of a network of chemical or biochemical reactors, where the inventory interactions perform the recycling of by-products between the subsystems. Because of the flexible subsystems interactions, each of them can be operated with their own periods utilizing advantageously their dynamic properties. A multifrequency second-order test generalizing the p-test for single systems is described. It can be used to decide which kind of the operation (the static one, the periodic one or the multiperiodic one) will intensify the productivity of a complex system. An illustrative example of the multiperiodic optimization of a complex chemical production system is presented. 展开更多
关键词 Optimal multiperiodic Control Complex Systems Inventory Interactions Nested Optimization Multifrequency Second-Order Test
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Multiperiod optimization of cooling water system with flexible topology network 被引量:1
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作者 Bo Liu Ruimei Zhang +3 位作者 Ye Liu Yufei Wang Ali Almansoori Xiao Feng 《Green Chemical Engineering》 EI CSCD 2024年第4期461-472,共12页
Cooling water systems(CWSs)are extensively utilized in various industries to eliminate the excess heat and converse energy.Studies on CWSs mainly concentrated on finding the optimal cooler network structure.In additio... Cooling water systems(CWSs)are extensively utilized in various industries to eliminate the excess heat and converse energy.Studies on CWSs mainly concentrated on finding the optimal cooler network structure.In addition,some works also considered the optimal design under varied operation conditions.However,in these works,once the optimal design of the cooler's network is determined,its arrangement remains fixed and cannot be adapted to accommodate diverse operating conditions.In this work,a flexible topology network concept is proposed to make the adjustment of network structure possible under different operation conditions.The CWS with integrated air cooler and flexible topology network has better overall performance,represented by a mixed integer nonlinear programming(MINLP)model that require advanced tools such as GAMS software.Case studies revealed that the proposed methodology can realize better energy-saving performance,and improve the economic performance under varied operation conditions.The impact of critical flexible nodes on system configuration and economy is achieved by sensitivity analysis. 展开更多
关键词 Cooling water systems Flexible network multiperiod optimization Air cooler
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生猪良种补贴政策缓解了生猪种业“卡脖子”问题吗?——基于良种化水平视角 被引量:1
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作者 王刚毅 贾亦蕾 申玉琢 《农业现代化研究》 北大核心 2025年第2期248-259,共12页
在当前生猪种业面临“卡脖子”问题的背景下,探讨生猪良种补贴政策的效果及其影响生猪良种化的机制黑箱,对缓解生猪种业困境具有积极意义。本研究在理论分析的基础上,基于2007—2016年全国30个省(区、市)的平衡面板数据,采用多期双重差... 在当前生猪种业面临“卡脖子”问题的背景下,探讨生猪良种补贴政策的效果及其影响生猪良种化的机制黑箱,对缓解生猪种业困境具有积极意义。本研究在理论分析的基础上,基于2007—2016年全国30个省(区、市)的平衡面板数据,采用多期双重差分模型实证探究生猪良种补贴对生猪种业的影响,并运用中介效应模型和调节效应模型验证作用机理。研究结果表明:生猪良种补贴政策能够有效缓解生猪种业“卡脖子”问题,且影响效果呈现出先上升后下降的动态趋势。机制分析显示,生猪良种补贴政策通过提高良种技术服务水平和降低良种技术交易成本提升生猪良种化水平,此外,生猪良种补贴政策能够降低疫病风险对良种化水平的负向影响。异质性分析发现,在良种化程度更低、生猪出栏规模更高、中集约规模的地区,生猪良种补贴政策的政策效果更为明显。因此,应持续推进生猪良种补贴政策、多措并举优化生猪种业发展环境、并因地制宜推广良种技术。 展开更多
关键词 生猪 生猪良种补贴 中介效应 调节效应 多期双重差分模型
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Pollution and carbon reduction effects of the pilot policy on clean winter heating in Northern China:Evidence from the county level
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作者 Yan Chen Jiaqi Li +1 位作者 Yue Zhang Fan Yang 《Chinese Journal of Population,Resources and Environment》 2025年第1期85-95,共11页
Coal dependence and inefficient decentralized heating have significantly increased China’s energy consumption for winter heating,increasing air pollution and exacerbating the greenhouse effect.In 2017,China implement... Coal dependence and inefficient decentralized heating have significantly increased China’s energy consumption for winter heating,increasing air pollution and exacerbating the greenhouse effect.In 2017,China implemented the Pilot Policy on Clean Winter Heating in Northern China,aiming to achieve high central heating coverage and cleaner energy consumption.Studying the effects of this policy can help promote its implementation and serve as a reference for effective adjustment of the contents in the future.However,few studies have investigated this policy and its carbon reduction effects,and most focus on the provincial or city levels.Therefore,this paper considers the policy’s influence on air pollution and carbon emissions at the county level to provide a precise and comprehensive assessment of the policy effects.We use panel data from 1290 counties in 15 provinces in Northern China from 2014 to 2021,applying a multiperiod difference-in-differences model to quantify the impact of the policy on carbon emissions and air quality in the pilot area.We then conduct a series of tests to demonstrate the robustness of the results and analyze the mechanisms of the policy effects from two perspectives,namely,central heating and natural gas use,through a mediating effect model.Finally,we examine the heterogeneity of policy effects between counties based on geographic location and per capita income levels of rural residents through a moderating effect model.The results reveal that the policy significantly reduces air pollution and carbon emissions in the pilot area by increasing the central heating area and natural gas use.Compared with the central and western regions in the north and areas with low-income rural residents,the policy effects in the eastern regions in the north and areas with high-income rural residents are more pronounced. 展开更多
关键词 Pilot policy on clean winter heating Pollution and carbon reduction multiperiod difference-in-differences model County-level analysis Northern China
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UWB测距误差建模及其长期改正精度研究 被引量:1
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作者 崔晓航 李得海 +5 位作者 赵春梅 秘金钟 吴文坛 陈永立 王洪杰 王维帅 《导航定位学报》 北大核心 2025年第1期30-38,60,共10页
针对超宽带(UWB)技术室内高精度定位测距易受信号往返时延测量误差影响的问题,研究UWB测距误差建模及其长期改正精度:构建UWB测距误差模型,并利用建模系数研究跨天、周、季UWB测距误差改正效果;然后提供不同模型的建模精度和不同跨天间... 针对超宽带(UWB)技术室内高精度定位测距易受信号往返时延测量误差影响的问题,研究UWB测距误差建模及其长期改正精度:构建UWB测距误差模型,并利用建模系数研究跨天、周、季UWB测距误差改正效果;然后提供不同模型的建模精度和不同跨天间隔下的改正精度。实验结果表明:原始UWB测距值经过系统误差建模后精度可提升约3倍,二次多项式建模精度略优于一次多项式;利用模型系数跨天、周、季改正UWB测距误差,模型改正后测距精度可提升2~3倍,且一次多项式和二次多项式改正精度无显著差异;随着跨天间隔增加,利用模型系数跨天改正UWB测距的残差中误差未出现一致增大趋势;利用模型系数对长期定位实验测距误差进行补偿改正,改正前后定位精度变化与测距误差改正前后一致,验证了误差改正模型对定位精度提升的有效性。 展开更多
关键词 超宽带(UWB)技术测距 误差分析 误差建模 二次多项式 多期改正
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营商环境评价对城市经济高质量发展的影响——基于“中国营商环境试评价”的准自然实验 被引量:3
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作者 张陆 张泽野 《华东经济管理》 北大核心 2025年第3期1-10,共10页
文章以“中国营商环境试评价”为准自然实验,基于2007—2022年中国245个城市面板数据,借助多期双重差分模型分析营商环境评价对城市经济高质量发展的影响及作用机制。研究发现:营商环境评价显著促进城市经济高质量发展,该结论在进行一... 文章以“中国营商环境试评价”为准自然实验,基于2007—2022年中国245个城市面板数据,借助多期双重差分模型分析营商环境评价对城市经济高质量发展的影响及作用机制。研究发现:营商环境评价显著促进城市经济高质量发展,该结论在进行一系列稳健性检验后仍然成立;作用机制检验发现,提高政府重视程度、促进绿色创新、激发创业活力和提高人力资本是营商环境评价影响城市经济高质量发展的主要作用机制;拓展性分析发现,在小规模和官员晋升激励弱的城市,营商环境评价对城市经济高质量发展的促进作用更显著,数字基础设施建设具有显著的正向调节作用。研究结论为进一步优化营商环境和推进经济高质量发展提供了经验证据和决策参考。 展开更多
关键词 营商环境评价 经济高质量发展 准自然实验 多期双重差分法
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Multiperiod Optimal Allocation of Emergency Resources in Support of Cross-Regional Disaster Sustainable Rescue 被引量:1
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作者 Yanyan Wang 《International Journal of Disaster Risk Science》 SCIE CSCD 2021年第3期394-409,共16页
Cross-regional allocation is necessary for the rational utilization and optimal allocation of resources.It is also the key to effective and sustainable disaster relief.Existing research,however,generally centers on em... Cross-regional allocation is necessary for the rational utilization and optimal allocation of resources.It is also the key to effective and sustainable disaster relief.Existing research,however,generally centers on emergency resource allocation only within territories or regions.This article proposes a multiperiod allocation optimization model for emergency resources based on regional selfrescue and cross-regional collaborative rescue efforts.The model targets the shortest delivery time and lowest allocation costs as its efficiency goals and the maximum coverage rate of resource allocation in the disaster-affected locations as its equity goal.An objective weighting fuzzy algorithm based on two-dimensional Euclidean distance is designed to solve the proposed model.A case study based on the Wenchuan Earthquake of 12 May 2008 was conducted to validate the proposed model.The results indicate that our proposed model allows for optimal,multiperiod cross-regional resource allocation by combining interterritorial and nearby allocation principles.Cross-regional relief makes resource allocation more equitable,minimizes dissatisfaction,and prevents losses.Different decision preferences appear to significantly affect the choice of resource allocation scheme employed,which provides flexibility for decision making in different emergencies. 展开更多
关键词 Cross-regional collaborative rescue Efficiency and equity Emergency resource allocation multiperiod allocation Wenchuan Earthquake
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运输价格不确定环境下的多式联运路径优化
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作者 张俊涛 朱永明 郭放 《科学技术与工程》 北大核心 2025年第21期9109-9117,共9页
为帮助企业更好地适应现实业务中的动态环境,研究了运输价格不确定性的多时段多式联运路径与存储协同优化模型。首先,在运输价格确定的环境下建立整数规划数学模型。其次,在运输价格不确定的环境下建立鲁棒优化模型,并将鲁棒优化模型转... 为帮助企业更好地适应现实业务中的动态环境,研究了运输价格不确定性的多时段多式联运路径与存储协同优化模型。首先,在运输价格确定的环境下建立整数规划数学模型。其次,在运输价格不确定的环境下建立鲁棒优化模型,并将鲁棒优化模型转化为等价的线性鲁棒对等问题。随后,在传统k-短路算法、迭代贪婪(iterative greedy,IG)算法和自适应大邻域搜索算法(adaptive large neighbourhood search,ALNS)的基础上,提出了混合启发式算法MKIGALNS求解。最后,通过不同规模的算例实验,验证了所提出模型的正确性以及算法的有效性。实验结果表示,在10组算例中,不允许存储时的平均总运营成本为439191元,允许存储时的平均总运营成本为391378元,因此应当进行存储决策,有利于运营成本的降低。鲁棒实验结果表明,随着不确定预算取值的变化,总运营成本以及多时段多式联运运营策略发生变化,揭示了其内在联系。 展开更多
关键词 多时段 多式联运 不确定性 鲁棒优化 混合启发式算法
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科技金融政策、创新要素集聚与产业链韧性——来自准自然实验的经验证据
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作者 李晓龙 张子怡 郑强 《商业研究》 北大核心 2025年第3期1-9,共9页
科技金融作为推动产业链韧性提升的重要引擎,其政策实践对实体经济转型升级具有重要意义。本文基于2005—2021年中国277个地级城市的面板数据,运用多期双重差分模型,系统考察了科技金融政策对产业链韧性的影响效应及其作用机制。研究发... 科技金融作为推动产业链韧性提升的重要引擎,其政策实践对实体经济转型升级具有重要意义。本文基于2005—2021年中国277个地级城市的面板数据,运用多期双重差分模型,系统考察了科技金融政策对产业链韧性的影响效应及其作用机制。研究发现,科技金融政策显著提升了产业链韧性。机制分析表明,科技金融政策通过促进创新资本要素和创新人才要素向试点地区集聚,有效提升了产业链韧性。异质性分析发现,在东部城市、规模较大城市和市场化程度较高的城市中,科技金融政策对产业链韧性的提升作用更为明显。进一步分析发现,科技金融政策不仅提升了试点地区的产业链韧性,还对地理邻近和经济邻近地区产生了积极的溢出效应。 展开更多
关键词 科技金融政策 产业链韧性 创新要素集聚 多期双重差分模型 准自然实验
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Existence of Equilibrium of Multiperiod Plan-Market Economy with the Stock Market
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作者 SHOU Ji\|lin,\ YUAN Ying Dept. of Applied Mathematics, Xi′an Jiaotong University, Xi′an 710049, China 《Systems Science and Systems Engineering》 CSCD 1999年第4期29-39,共11页
Consider a sequence of markets for goods and securities at successive dates, each market is a hybrid of plan and market, no one of which is complete in Arrow\|Debreu sense. Pseudo\|equilibrium and equilibrium of s... Consider a sequence of markets for goods and securities at successive dates, each market is a hybrid of plan and market, no one of which is complete in Arrow\|Debreu sense. Pseudo\|equilibrium and equilibrium of such an economic model are introduced and the existence of which is demonstrated. 展开更多
关键词 multiperiod plan\|market economy stock market EQUILIBRIUM
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Integrated optimization of multiproduct multiperiod transportation and inventory under a carbon cap constraint for online retailers
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作者 Yaorong Cheng Yijun Li 《Transportation Safety and Environment》 EI 2021年第3期291-303,共13页
This study aims to solve the problem of multiproduct multiperiod integrated transportation and inventory optimization for online retailers.A carbon cap constraint and multitype of capacitated trucks are simultaneously... This study aims to solve the problem of multiproduct multiperiod integrated transportation and inventory optimization for online retailers.A carbon cap constraint and multitype of capacitated trucks are simultaneously incorporated into the proposed mixed-integer program.A simulated annealing(SA)algorithm is designed.CPLEX 12.9.0 is used to solve the submodel obtained from the neighbourhood search and is also used to get the optimal solutions for instances.Experimental results show that the simulated annealing algorithm can find satisfactory solutions within a reasonable time.When the problem size increases,the growth of the computational time of the SA algorithm is significantly smaller than that of the CPLEX.A sensitivity analysis for the carbon cap is also conducted.The results indicate that if the carbon cap is gradually tightened,the total cost increases first with a gentle slope,and then with a remarkable slope,same as for the total number of trucks used;the total carbon emissions first decrease with a gentle slope,and then decline with a significant slope.When the carbon cap is strict,only a few different types of trucks will be considered.The percentage changes of the total cost increase and the total carbon emission reduction are also compared.When the allowed carbon emissions are gradually reduced,situation of a higher amount of carbon emission reduction and a lower amount of cost increase can be achieved.Additionally,using multiple types of trucks in the integrated optimization of transportation and inventory decisions can achieve greater cost savings with lower increments of carbon emission. 展开更多
关键词 integrated optimization multiperiod multiproduct carbon emission simulated annealing
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A simultaneous approach for integration of thermal energy storages in industrial processes using multiperiod heat integration
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作者 Simon Möhren Christian Schäfer +1 位作者 Jörg Meyer Hartmut Krause 《Energy Storage and Saving》 2022年第2期117-128,共12页
In times of increasing global warming,enormous efforts are required to rapidly reduce greenhouse gas(GHG)emissions.Due to the EU’s target of climate neutrality by 2050 and the even more ambitious goal of becoming cli... In times of increasing global warming,enormous efforts are required to rapidly reduce greenhouse gas(GHG)emissions.Due to the EU’s target of climate neutrality by 2050 and the even more ambitious goal of becoming climate-neutral in Germany by 2045,it is necessary to systematically increase energy efficiency and decarbonize the industrial heat sector.The methods of heat integration can be used to exploit existing potentials for waste heat utilization and to integrate renewable technologies for heating and cooling.By using a non-stationary,multiperiod approach,additional energy savings can be achieved by integrating a thermal energy storage(TES)that enables heat transportation over time.This paper presents a simultaneous approach for thermal energy storage integration into multiperiod heat integration problems.The approach can be used to minimize energy demand,costs and CO 2 emissions and is demonstrated in two case studies.In case study 1,it is shown that the presented approach is capable of integrating a TES properly into a simple multiperiod heat integration problem with two periods.In case study 2,a simplified example from a cosmetics manufactory is investigated.The total utility demand can be reduced by up to 44.3%due to TES integration and the energetic optimal storage size can be determined as 125 m 3.The savings are strongly dependent on the constellation of heat flows between the periods,on the temperature levels and on the storage size.Significant reductions of energy demand,costs and CO 2 emissions can be achieved with TES being properly integrated into a suitable operating environment. 展开更多
关键词 multiperiod heat integration Thermal energy storage Waste heat utilization Heat exchanger network Energy efficiency
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生态文明建设示范区对企业全要素生产率的影响研究——基于财政分权视角
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作者 唐勇军 李晓哲 罗辉 《工业技术经济》 CSSCI 北大核心 2024年第10期129-138,共10页
生态文明建设示范区是中国政府推进生态文明建设的一项制度创新。本文以2011~2022年沪深A股制造业上市公司为研究样本,采用多期双重差分模型实证探究生态文明建设示范区对企业全要素生产率的影响。研究发现:(1)生态文明建设示范区提升... 生态文明建设示范区是中国政府推进生态文明建设的一项制度创新。本文以2011~2022年沪深A股制造业上市公司为研究样本,采用多期双重差分模型实证探究生态文明建设示范区对企业全要素生产率的影响。研究发现:(1)生态文明建设示范区提升了企业全要素生产率,且这一结果在经过一系列稳健性检验后仍然成立;(2)生态文明建设示范区对企业全要素生产率的促进作用随着财政分权程度的提高而降低;(3)进一步分析表明,生态文明建设示范区对企业全要素生产率的促进作用在非国有企业、东部企业和大规模企业中更显著。生态文明建设示范区主要是通过缓解企业面临的融资约束来促进企业全要素生产率的提升。本文的研究对于全面建设生态文明、促进企业转型、提升企业全要素生产率和经济的高质量发展具有一定的参考意义。 展开更多
关键词 生态文明建设示范区 全要素生产率 财政分权 多期双重差分模型 异质性分析 中介机制 融资约束 企业转型
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Paired Assistance:Policy Rationale and Economic Performance as Illustrated by Xizang and Xinjiang
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作者 Li Xihui Wang Guiduo +1 位作者 Duan Pengfei Huang Jixin 《China Economist》 2024年第3期70-88,共19页
This study highlights the changing priorities of China’s paired assistance throughout the past decades,as well as its theoretical implications and economic growth effects for recipient regions.Using panel data from 3... This study highlights the changing priorities of China’s paired assistance throughout the past decades,as well as its theoretical implications and economic growth effects for recipient regions.Using panel data from 32 prefecture-level cities from 1990 to 2020,this study uses the multiperiod difference-in-differences approach to examine how paired assistance has contributed to economic growth in Xizang Autonomous Region and Xinjiang Uygur Autonomous Region.The findings indicate that,first,the implementation of the paired assistance policy has boosted economic growth in Xizang and Xinjiang.Second,paired assistance has stimulated economic growth in recipient communities by improving infrastructure.Third,paired assistance has contributed to economic growth in recipient communities by providing improved public services such as education and healthcare.Improvements to public services have a relatively smaller indirect effect in short term than infrastructure development on economic growth.Yet both education and healthcare are crucial to people’s quality of life in recipient communities.This paper has refined and broadened research on the effects of paired assistance,providing preference for future policymaking. 展开更多
关键词 Chinese characteristics paired assistance multiperiod difference-in-differences assessment of policy effects
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新型城镇化改革与缩小城乡收入差距——基于县级行政区面板数据的实证研究 被引量:4
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作者 侯婉薇 《学术前沿》 CSSCI 北大核心 2024年第16期96-108,共13页
城乡收入差距居高不下是全球性难题,我国新型城镇化改革成果能否公平惠及不同人群和地区,进而缩小城乡居民收入差距,是一个备受关注的问题。本文借助三批新型城镇化综合试点提供的准自然实验背景,基于2012年至2019年2805个县级行政区的... 城乡收入差距居高不下是全球性难题,我国新型城镇化改革成果能否公平惠及不同人群和地区,进而缩小城乡居民收入差距,是一个备受关注的问题。本文借助三批新型城镇化综合试点提供的准自然实验背景,基于2012年至2019年2805个县级行政区的面板数据和多期双重差分模型,使用插补估计方法对政策效应进行评估后发现,在这一较短时间段内,新型城镇化改革对试点县级行政区的城乡人均可支配收入差距有正向影响。产业结构转型升级加快、地方政府宏观调控力度加大、非农固定资产投资占比提高、县域耕地面积减少以及由于户口性质转换导致的纯统计意义上的城乡收入水平变化,是该影响的重要作用机制。异质性分析显示,中部和西部试点地区的城乡收入差距在政策作用下显著缩小,东部地区则相反,这一差异表明新型城镇化改革向中西部倾斜的政策举措有利于缩小城乡差距。 展开更多
关键词 城镇化 城乡收入差距 城乡融合发展 新型城镇化改革 多期双重差分模型
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具有实际约束的多阶段M-V投资组合时间一致性策略研究 被引量:1
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作者 张鹏 李璟欣 +1 位作者 崔淑琳 曾永泉 《运筹与管理》 CSSCI CSCD 北大核心 2024年第1期205-211,共7页
从动态规划的角度分析,方差算子的不可分离性导致标准的多阶段均值-方差模型的最优投资策略不满足时间一致性。文章采用条件期望映射的方法,构建了一个具有交易成本、借贷约束和阈值约束的多阶段M-V投资组合模型。由于考虑了交易成本,... 从动态规划的角度分析,方差算子的不可分离性导致标准的多阶段均值-方差模型的最优投资策略不满足时间一致性。文章采用条件期望映射的方法,构建了一个具有交易成本、借贷约束和阈值约束的多阶段M-V投资组合模型。由于考虑了交易成本,该模型是一个具有路径依赖性的动态优化问题。为了获得其时间一致性投资策略,文章将该问题近似地转化为连续性动态规划模型,证明最优解的近似度,并运用离散迭代算法求解。最后,使用上海证券交易所的部分历史数据验证了模型和算法的有效性。 展开更多
关键词 多阶段投资组合 均值-方差 交易成本 时间一致性策略 离散迭代法
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多阶段均值—标准差投资组合时间一致性策略研究
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作者 张鹏 崔淑琳 《华南师范大学学报(自然科学版)》 CAS 北大核心 2024年第2期91-99,共9页
文章运用标准差度量投资组合的风险,考虑交易成本、借贷约束和阈值约束等情况,提出了具有Vasicek随机利率和风险偏好的多阶段均值-标准差投资组合模型(V-M-SD)。基于博弈论的方法,将该模型转化为时间一致的动态优化问题,并使用离散近似... 文章运用标准差度量投资组合的风险,考虑交易成本、借贷约束和阈值约束等情况,提出了具有Vasicek随机利率和风险偏好的多阶段均值-标准差投资组合模型(V-M-SD)。基于博弈论的方法,将该模型转化为时间一致的动态优化问题,并使用离散近似迭代法求解满足时间一致性的最优投资组合。最后,实证分析借贷约束、阈值约束和风险规避系数对V-M-SD模型的最优时间一致性策略的影响。研究发现,当其他约束条件保持不变时,在一定的阈值范围内,投资组合的终期财富分别与借贷约束、阈值约束、风险规避系数正相关、正相关、负相关;投资组合的单位风险水平分别与借贷约束、阈值约束、风险规避系数负相关、负相关、正相关。 展开更多
关键词 多阶段投资组合 均值-标准差 时间一致性策略 Vasicek随机利率 离散近似迭代法
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Multistage Stochastic Programming Model for the Portfolio Problem of a Property-Liability Insurance Company 被引量:3
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作者 王春峰 杨建林 蒋祥林 《Transactions of Tianjin University》 EI CAS 2002年第3期203-206,共4页
The current portfolio model for property-liability insurance company is only single period that can not meet the practical demands of portfolio management, and the purpose of this paper is to develop a multiperiod mod... The current portfolio model for property-liability insurance company is only single period that can not meet the practical demands of portfolio management, and the purpose of this paper is to develop a multiperiod model for its portfolio problem. The model is a multistage stochastic programming which considers transaction costs, cash flow between time periods, and the matching of asset and liability; it does not depend on the assumption for normality of return distribution. Additionally, an investment constraint is added. The numerical example manifests that the multiperiod model can more effectively assist the property-liability insurer to determine the optimal composition of insurance and investment portfolio and outperforms the single period one. 展开更多
关键词 property-liability insurance company portfolio management multiperiod model multistage stochastic programming
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Multiperiod optimization of closed seawater circulating cooling water system
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作者 Yihui Wang Tingting Zhao +1 位作者 Wei Gao Yufei Wang 《Frontiers of Chemical Science and Engineering》 2025年第3期13-27,共15页
Traditional open circulating cooling water systems use a lot of water and electricity to remove waste heat.In coastal areas,closed seawater circulating cooling water systems have been used as an alternative to improve... Traditional open circulating cooling water systems use a lot of water and electricity to remove waste heat.In coastal areas,closed seawater circulating cooling water systems have been used as an alternative to improve cooling efficiency.However,a comprehensive comparison of the design and advantages of the two types of cooling systems is lacking.Also,the best way to match and optimize the seawater system with the circulating water system in the closed seawater circulating cooling water system has not been fully explored.In this paper,a closed seawater cooling system under multiperiod is constructed,taking into account monthly changes in environmental factors.The mixed integer nonlinear programming model is solved by using GAMS software to evaluate and compare the economics and operability of the two cooling schemes.Meanwhile,the matching relationship of the internal subsystems of the closed seawater circulating cooling water system after coupling the air coolers is studied in depth,and the cooling load is allocated reasonably.The cases show that seawater cooling saves 9.22%of circulating water and reduces the total cost by 8.93%compared with cooling tower.The cost of the closed seawater cooling system can be reduced by 24.37%after coupling air coolers,and there is a direct corresponding matching relationship between circulating water and seawater. 展开更多
关键词 closed circulating cooling water system multiperiod seawater design
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