%% Figure 2 %1 v_b=7 mu_b=1 alpha=-0.5 beta=1 C=0.5 x = [] syms theta for lambda = 0.0: 0.1: 3.0 syms theta s=max(solve(v_b+alpha*mu_b-alpha*lambda/theta-2*sqrt(C*alpha/theta)-2*beta,theta)) x = [x,s] end lambda = 0: 0.1: 3; figure; subplot(221) plot(lambda,x) legend('\theta_{b}^{SR}') xlabel('\lambda') ylabel('\theta') title('i') %2 v_b=7 mu_b=1 alpha=0.5 lambda=1 C=0.5 x = [] syms theta for beta = 0.0: 0.1: 3 syms theta s=max(solve(v_b+alpha*mu_b-alpha*lambda/theta-2*sqrt(C*alpha/theta)-2*beta,theta)) x = [x,s] end beta = 0: 0.1: 3; subplot(222) plot(beta,x) legend('\theta_{b}^{SR}') xlabel('\beta') ylabel('\theta') title('ii') %3 v_b=7 mu_b=1 beta=1 lambda=1 C=0.5 x = [] syms theta for alpha = 0.0: 0.1: 3 syms theta s=max(solve(v_b+alpha*mu_b-alpha*lambda/theta-2*sqrt(C*alpha/theta)-2*beta,theta)) x = [x,s] end alpha = 0: 0.1: 3; alpha(1)=[] subplot(223) plot(alpha,x) legend('\theta_{b}^{SR}') xlabel('\alpha') ylabel('\theta') title('iii') %4 v_b=2 mu_b=7 beta=1 lambda=1 C=0.5 x = [] syms theta for alpha = 0: 0.1: 3 syms theta s=max(solve(v_b+alpha*mu_b-alpha*lambda/theta-2*sqrt(C*alpha/theta)-2*beta,theta)) x = [x,s] end alpha = 0: 0.1: 3; subplot(224) plot(alpha,x) legend('\theta_{b}^{SR}') xlabel('\alpha') ylabel('\theta') title('iv') %% Figure 3 clc;clear; alpha=2.5 v_b=2.5 mu_b=2 C=0.5 lambda=0.4 theta=0.9 % x_q=[] x_p=[] x_mu=[] x_SR=[] x_SW=[] x_u=[] for beta = 1.4: 0.05: 2.4 syms q q=solve(v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta)-beta*log(q/(1-q))-beta/(1-q),q) p=v_b+alpha*mu_b-alpha*lambda*q/theta-2*sqrt(C*alpha/theta)-beta*log(q./(1-q)) mu=lambda*q/theta+sqrt(C/(alpha*theta)) SR=lambda*q.*p SW=SR+(lambda*q.*beta).*log(q./(1-q)) u=beta*log(q./(1-q)) x_q=[x_q,q] x_p=[x_p,p] x_mu=[x_mu,mu] x_SR=[x_SR,SR] x_SW=[x_SW,SW] x_u=[x_u,u] end % (v_b+alpha*mu_b-alpha*lambda-2*sqrt(C*alpha))/2 % q=1 C*theta/(lambda^2*q^2) % beta = 1.4: 0.05: 2.4 beta(1)=[] figure; subplot(121) plot(beta,x_p,'ks-')%4-5 hold on plot(beta,x_u,'ko-')%-0.4-0.5 hold on xlabel('\beta') legend('P','U') subplot(122) plot(beta,x_q,'rs-')%0.46-0.6 hold on plot(beta,x_mu,'bs-')%0.67-0.73 hold on plot(beta,x_SW,'ro-')%0.85-1.05 hold on plot(beta,x_SR,'bo-')%0.915-0.94 xlabel('\beta') legend('q','\mu','SW','SR') %% Figure 4 clc;clear; alpha=2.5 v_b=2.5 mu_b=1 C=1 lambda=0.4 theta=0.9 % x_q=[] x_p=[] x_mu=[] x_SR=[] x_SW=[] x_u=[] for beta = 0: 0.1: 3 syms q q=solve(v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta),q) p=v_b+alpha*mu_b-alpha*lambda*q/theta-2*sqrt(C*alpha/theta)-beta*log(q./(1-q)) mu=lambda*q/theta+sqrt(C/(alpha*theta)) SR=lambda*q.*p SW=SR+(lambda*q.*beta).*log(q./(1-q)) u=beta*log(q./(1-q)) x_q=[x_q,q] x_p=[x_p,p] x_mu=[x_mu,mu] x_SR=[x_SR,SR] x_SW=[x_SW,SW] x_u=[x_u,u] end % >0 q=0 v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta) % <0 q=1 v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta) % beta = 0: 0.1: 3 plot(beta,x_p,'ks-')%4-5 hold on plot(beta,x_u,'ko-')%-0.4-0.5 hold on plot(beta,x_q,'rs-')%0.46-0.6 hold on plot(beta,x_mu,'bs-')%0.67-0.73 hold on plot(beta,x_SW,'ro-')%0.85-1.05 hold on plot(beta,x_SR,'bo-')%0.915-0.94 xlabel('\beta') legend('P','U','q','\mu','SW','SR') %% Figure 5 clc;clear; alpha=2.5 v_b=2.5 mu_b=1 C=1 lambda=0.4 for theta=0.89:0.02:0.93 % x_SWR=[] for beta = 0: 0.2: 3 syms q q=solve(v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta)-beta*log(q/(1-q))-beta/(1-q),q) SW=lambda*q*(v_b+alpha*mu_b-alpha*lambda*q/theta-2*sqrt(C*alpha/theta)) x_SWR=[x_SWR,SW] end % x_SWW=[] for beta = 0: 0.2: 3 syms q q=solve(v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta),q) p=v_b+alpha*mu_b-alpha*lambda*q/theta-2*sqrt(C*alpha/theta)-beta*log(q./(1-q)) mu=lambda*q/theta+sqrt(C/(alpha*theta)) SW=lambda*q.*p+(lambda*q.*beta).*log(q./(1-q)) x_SWW=[x_SWW,SW] end % poa=x_SWR./x_SWW beta = 0: 0.2: 3 xlabel('\beta') ylabel('PoA') plot(beta,poa,'s-') hold on end legend('\theta=0.89','\theta=0.91','\theta=0.93') %% Figure 6 clc;clear; alpha=2.5 v_b=2.5 mu_b=1 C=1 lambda=0.4 theta=1 beta=2 syms q q=solve(v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta),q) p=v_b+alpha*mu_b-alpha*lambda*q/theta-2*sqrt(C*alpha/theta)-beta*log(q./(1-q)) u=beta*log(q./(1-q)) mu=lambda*q/theta+sqrt(C/(alpha*theta)) U=v_b+alpha*mu_b-alpha*mu-p-C/(mu*theta-lambda*q) %theta=1 q=0.9189 n = 10000; % lambda = 0.4*0.9189; muA = 1; tarr = cumsum(exprnd(1/lambda,1,n)); tsrv = exprnd(muA,1,n); tsta = zeros(1,n); tlea = zeros(1,n); twat = zeros(1,n); tsta(1) = tarr(1); tlea(1) = tsta(1) + tsrv(1); twat(1)=tlea(1)-tarr(1); for i = 2:n tsta(i) = max(tarr(i),tlea(i-1)); tlea(i) = tsta(i) + tsrv(i); twat(i)=tlea(i)-tarr(i); end mean(twat) % u_0=v_b+alpha*mu_b-alpha*mu-p-C*twat mean(u_0) plot(u_0) hold on A= U*ones(1,n); plot(A) legend('U_a','U') axis([0 1000,-5 10]) %% Table 1 clc;clear; alpha=2.5 v_b=2.5 mu_b=1 C=1 lambda=0.4 theta=0.99 beta=2 syms q q=solve(v_b+alpha*mu_b-2*alpha*lambda*q/theta-2*sqrt(C*alpha/theta),q) p=v_b+alpha*mu_b-alpha*lambda*q/theta-2*sqrt(C*alpha/theta)-beta*log(q./(1-q)) u=beta*log(q./(1-q)) mu=lambda*q/theta+sqrt(C/(alpha*theta)) U=v_b+alpha*mu_b-alpha*mu-p-C/(mu*theta-lambda*q) % n = 10000; lambda = 0.4*0.9018; muA = 1; tarr = cumsum(exprnd(1/lambda,1,12000)); tsrv = exprnd(muA,1,12000); tsta = zeros(1,12000); tlea = zeros(1,12000); twat = zeros(1,12000); theta=unifrnd(0,1,1,12000) tsta(1) = tarr(1); tlea(1) = tsta(1) + tsrv(1); twat(1)=tlea(1)-tarr(1); count =1 for i = 2:length(tarr) if theta(i)<0.99 if count == 10000 break; end tsta(i) = max(tarr(i),tlea(i-1)); tlea(i) = tsta(i) + tsrv(i); twat(i)=tlea(i)-tarr(i); count=count+1 else tsta(i) = max(tarr(i),tlea(i-1)); tlea(i) = tsta(i) + tsrv(i); twat(i)=tlea(i)-tarr(i); tarr=[tarr,tlea(i)] ; tarr=sort(tarr); end end ave=sum(twat)/10000 u_0=v_b+alpha*mu_b-alpha*mu-p-C*ave