简介:Amachine,orothertypeof“system”,canoftenbedividedintoseveralsubsystems(components)andthesesubsystemsagaincanbedividedintosevreralsubsystems(secondgeneration).Thisprocessformsasystemtree.Toassessthereliabilityofthemachinebasedondatafromthetrialsofcomponentsofthemachine,virtualsystemmethodisemployed.ItisprovedinthepaperthatthelowerconfidentlimitofthereliabilityofthemachinesetbythevirtualsystemmethodislevelconsistentandasymptoticallyoptimalwhiletheonesetbyLindstrom-Maddensmethodisnot.
简介:Aroutingtreeforasetoftasksisadecisiontreewhichassignsthetaskstotheirdestinationsaccordingtothefeaturesofthetasks.Aweightedroutingtreeisonewithcostsattachedtoeachlinkofthetree.Linksofthesamefeaturehavethesamecost.Itisprovedthattheproblemoffinding?routingtreeoftheminimumcostforagivensetoftasksoftwofeaturesisNP-complete.
简介:Lookbackoptionsarepath-dependentoptions.Ingeneral,thebinomialtreemethods,asthemostpopularapproachestopricingoptions,involveapathdependentvariableaswellastheunderlyingassetpriceforlookbackoptions.However,forfloatingstrikelookbackoptions,asingle-statevariablebinomialtreemethodcanbeconstructed.Thispaperisdevotedtotheconvergenceanalysisofthesingle-statebinomialtreemethodsbothfordiscretelyandcontinuouslymonitoredAmericanfloatingstrikelookbackoptions.Wealsoinvestigatesomepropertiesofsuchoptions,includingeffectsofexpirationdate,interestrateanddividendyieldonoptionsprices,propertiesofoptimalexerciseboundariesandsoon.
简介:Wedevelopadatadrivenmethod(probabilitymodel)toconstructacompositeshapedescriptorbycombiningapairofscale-basedshapedescriptors.Theselectionofapairofscale-basedshapedescriptorsismodeledasthecomputationoftheunionoftwoevents,i.e.,retrievingsimilarshapesbyusingasinglescale-basedshapedescriptor.Thepairofscale-basedshapedescriptorswiththehighestprobabilityformsthecompositeshapedescriptor.Givenashapedatabase,thecompositeshapedescriptorsfortheshapesconstituteaplanarpointset.AVoR-Treeoftheplanarpointsetisthenusedasanindexingstructureforefficientqueryoperation.Experimentsandcomparisonsshowtheeffectivenessandefficiencyoftheproposedcompositeshapedescriptor.