为解决命名数据网络中的拥塞控制问题,提出一种博弈拥塞控制算法。将路由器为数据流分配带宽问题构建成单主多从的Stackelberg博弈模型,建立路由器和数据流的效用函数,证明数据流非合作动态博弈纳什均衡解的存在性,运用分布式迭代方法,...为解决命名数据网络中的拥塞控制问题,提出一种博弈拥塞控制算法。将路由器为数据流分配带宽问题构建成单主多从的Stackelberg博弈模型,建立路由器和数据流的效用函数,证明数据流非合作动态博弈纳什均衡解的存在性,运用分布式迭代方法,获得数据流最优带宽需求量和路由器最优价格策略,通过数据包将数据流最优带宽需求量对应的速率反馈给下游路由器和请求端。基于ndnSIM平台对该算法与ICP(interest control protocol)和HR-ICP(hop-by-hop and receiver-driven interest control protocol)算法进行仿真试验,结果表明该算法能有效提升瓶颈链路利用率并保证较低的丢包率。展开更多
An optimal quota-share and excess-of-loss reinsurance and investment problem is studied for an insurer who is allowed to invest in a risk-free asset and a risky asset.Especially the price process of the risky asset is...An optimal quota-share and excess-of-loss reinsurance and investment problem is studied for an insurer who is allowed to invest in a risk-free asset and a risky asset.Especially the price process of the risky asset is governed by Heston's stochastic volatility(SV)model.With the objective of maximizing the expected index utility of the terminal wealth of the insurance company,by using the classical tools of stochastic optimal control,the explicit expressions for optimal strategies and optimal value functions are derived.An interesting conclusion is found that it is better to buy one reinsurance than two under the assumption of this paper.Moreover,some numerical simulations and sensitivity analysis are provided.展开更多
文摘为解决命名数据网络中的拥塞控制问题,提出一种博弈拥塞控制算法。将路由器为数据流分配带宽问题构建成单主多从的Stackelberg博弈模型,建立路由器和数据流的效用函数,证明数据流非合作动态博弈纳什均衡解的存在性,运用分布式迭代方法,获得数据流最优带宽需求量和路由器最优价格策略,通过数据包将数据流最优带宽需求量对应的速率反馈给下游路由器和请求端。基于ndnSIM平台对该算法与ICP(interest control protocol)和HR-ICP(hop-by-hop and receiver-driven interest control protocol)算法进行仿真试验,结果表明该算法能有效提升瓶颈链路利用率并保证较低的丢包率。
基金National Natural Science Foundation of China(No.62073071)Fundamental Research Funds for the Central Universities and Graduate Student Innovation Fund of Donghua University,China(No.CUSF-DH-D-2021045)。
文摘An optimal quota-share and excess-of-loss reinsurance and investment problem is studied for an insurer who is allowed to invest in a risk-free asset and a risky asset.Especially the price process of the risky asset is governed by Heston's stochastic volatility(SV)model.With the objective of maximizing the expected index utility of the terminal wealth of the insurance company,by using the classical tools of stochastic optimal control,the explicit expressions for optimal strategies and optimal value functions are derived.An interesting conclusion is found that it is better to buy one reinsurance than two under the assumption of this paper.Moreover,some numerical simulations and sensitivity analysis are provided.
