简介:ThepurposeofthispaperistoinvestigatethepricingEuropeancalloptionvaluationproblemsundertheexerciseprice,maturity,risk-freeinterestrate,andthevolatilityfunction.Anadvancemethodology,Chebyshevsimulatedannealingneuralnetwork(ChSANN),isenforcedfortheBlack-Scholes(B-S)modelwithboundaryconditions.OurschemeisstableandeasytoimplementonB-Sequation,forarbitraryvolatilityandarbitraryinterestratevalues.Also,thecomparativeresultsdemonstratethattheattainedapproximatesolutionsareconvergingtowardstheexactsolution.ThegraphicalresultsshowthattheincreasingflowoftheEuropeancalloptionastheexponentialincreasetakesplaceinassets.Thepresentedalgorithmcanbefurtherappliedtootherfinancialmodelswithcertainboundaryconditions.Thealgorithmofthemethodshowsthattheapproachcanalsobeeasilyemployedontime-fractionalB-Sequation.
简介:Fivekindsofconesareintroduced,whichareusedtoestablishtheconstraintsqualifications,underwhichthegeneralizedKuhn-Tuckernecessaryconditionsaredevelopedforaclassofgeneralized(h,φ)-differentiablesingle-objectiveandmultiobjectiveprogrammingproblemsbyusingMotzkin'salternativetheoremandBen-Talgeneralizedalgebraicoperations.
简介:Thispaperdiscussestheneutrontransportequationinaslabwithgeneralizedreflectingboundaryconditions.BymeansofthepositiveC0-semigrouptheory,wehaveprovedthatthisproblemhasauniquenonnegativesolutionandfoundthespectralpropertyofthecorrespondingtransportoperator.Finallywegivetheasymptoticbehaviorofthesolutionforthisequation.
简介:Inthispaper,aconstrainedgeneticalgorithm(CGA)isproposedtosolvethesinglemachinetotalweightedtardinessproblem.TheproposedCGAincorporatesdominancerulesfortheproblemunderconsiderationintotheGAoperators.ThisincorporationshouldenabletheproposedCGAtoobtainclosetooptimalsolutionswithmuchlessdeviationandmuchlesscomputationaleffortthantheconventionalGA(UGA).SeveralexperimentswereperformedtocomparethequalityofsolutionsobtainedbythethreeversionsofboththeCGAandtheUGAwiththeresultsobtainedbyadynamicprogrammingapproach.ThecomputationalresultsshowedthattheCGAwasbetterthantheUGAinbothqualityofsolutionsobtainedandtheCPUtimeneededtoobtaintheclosetooptimalsolutions.ThethreeversionsoftheCGAreducedthepercentagedeviationby15.6%,61.95%,and25%respectivelyandobtainedclosetooptimalsolutionswith59%lowerCPUtimethanwhatthethreeversionsoftheUGAdemanded.TheCGAperformedbetterthantheUGAintermsofqualityofsolutionsandcomputationaleffortwhenthepopulationsizeandthenumberofgenerationsaresmaller.