CSP—1方案的中止概率曲线及其应用

本文结合国家标准ＧＢ８０５２—８７［１］，利用中止概率曲线的概念，讨论了连续抽样方案ＣＳＰ—１的中止检查规则及其统计特性，并提出了确定最优中止参数的原则和方法     

CPS—1方案的中止概率曲线及其应用

本文结合国家标准ＧＢ８０５２－８７，利用中止概率曲线的概念，讨论了连续抽样方案ＣＳＰ－１的中止检查规则及其统计特性，并提出了确定最优中止参数的原则和方法。     

CSP-V方案的特性参数及中止规则[R]

本文计算并给出连续抽样方案ＣＳＰ－Ｖ的三类特性参数，与ＡＯＱＬ相应的ＰＬ值，与操作特性值０．１相应的极限质量水平ＬＱ值，以及与ＡＱＬ，ＬＱ相应的中止概率Ｐ１，Ｐ２等。还讨论了在ＣＳＰ－Ｖ方案中以中止规则［Ｒ］代替现行中止规则［Ｓ］的可能性。     

CSP方案的中止规则［R］

本文引入中止概率的概念，讨论适用于各类连续抽样方案的中止规则［Ｒ］的统计特性。结果表明，规则［Ｒ］的添加不改变方案原有的基本统计特性，而且全面优于另一类已被广泛采用的规则［Ｓ］．     

带有中止检查规则（n－i）的CSP－1方案

本文引人转移概率母函数及幂级数等方法讨论带有中止规则（ｎ＊－ｉ）的连续抽样方案ＣＳＰ－１的中止概率Ｐ＊得到了Ｐ＊作为ＣＳＰ－１方案的度量的理论特性，证明了Ｄｏｄｇｅ型ＣＳＰ－１方案与带有中止规则（ｎ＊－ｉ）的ＣＳＰ－１方案具有相同的ＡＯＱ，ＡＦＩ，ＯＣ函数．文末还给出了一些数值结果．     

竞争扩散系统共存态分析的分支方法

含迁移影响的两个竞争种群的演化问题,通常可归结为下面的竞争扩散系统这里a,b,c,d,e,f均为正的常数,Ω(?)R~3是具有光滑边界的有界区域,对这个问题的研究已有很多的工作,如[1],[3],[8],[9]及[10]等,系统中的参数a,b,c,d,e,f对平衡态的结构及稳定性有很大的影响,在齐次Neumann边界条件下,即B[u]≡(?)u/(?)n时,[2]及[10]已给出了较圆满的结果。在齐次Dirichlet边界条件下,即B[u]≡u时,     

连续抽样方案的中止检查规则

本文借助于转移概率流向图及马尔可夫链的方法，证明了将仅在全检期间检出不合格品时才可能中止检查的中止检查规则添加在适用于被提交产品总数为无穷的各类连续抽样方案中，将不改变这些方案原有的基本统计特性。     

中止规则的平均延迟时间及其应用

本文以平均延迟时间为度量，对适用于连续抽样方案的四种中止规则，即规则［Ｓ］，［Ｒ］，［Ｎ，ｃ］及［Ｒ，ｄ］的中止“速度”进行了比较。结果表明：［Ｒ］优于［Ｓ］，而［Ｎ，ｃ］与［Ｒ，ｄ］均优于［Ｒ］。这些结论及方法可被用来适当地选择中止规则，以提高连续型生产的质量控制水平     

转移概率流图的概率理论基础与应用方法（Ⅵ）——中止规则对调整型抽样方案复

解顺强。转移概率流向图的概率理论基础与应用方法（Ⅵ）－中止规则对调整型抽样方案复合ＯＣ函数影响的进一步讨论。数理统计与管理。１９９８．１７（６）本文运用转移概率流向图及其粘接方法，证明了当检查始于加严抽样方案时，不带中止规则的调整型抽样方案与带中止规则的相应的调整型抽样方案，两者的复合ＯＣ函数相同。     

带有中止检查规划（n—i）的CSP—1方案

本文引人转移概率母函数及幂级数等方法讨论带有中止规划（ｎ－ｉ）的连续抽样方案ＣＳＰ－１的中止概率Ｐ，得到了Ｐ作为ＣＳＰ－１方案的度量的理论特性，证明了Ｄｏｄｇｅ型，ＣＳＰ－１方案与带有中止规划的ＣＳＰ－１方案具有相同的ＡＯＱ，ＡＦＩ，ＯＣ函数，文末还给出了一些数值结果。     

Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes

This paper concerns the optimal stopping problem for discrete time multiparameter stochastic processes with the index set Nd. In the classical optimal stopping problems, the comparisons between the expected reward of a player with complete foresight and the expected reward of a player using nonanticipating stop rules, known as prophet inequalities, have been studied by many authors. Ratio comparisons between these values in the case of multiparameter optimal stopping problems are studied by Krengel and Sucheston (1981) [9] and Tanaka (2007, 2006) [14] and [15]. In this paper an additive comparison in the case of finite stage multiparameter optimal stopping problems is given.     

Loeb空间上一类右连续过程最优停止的非标准表示

本文在Loeb空间上得到了右连续左半上连续的随机过程的SRC提升．证明了一个内过程的S-最优停止的存在性,并得到了它的结构性表示．最后证明了一个过程SRC提升的S-最优停止的标准部分即为对应标准过程的最优停止,在Loeb空间上推广了[8]中的结果．     

Loeb空间上一类右连续过程最优停止的非标准表示

本文在Loeb空间上得到了右连续左半上连续的随机过程的SRC提升．证明了一个内过程的S-最优停止的存在性,并得到了它的结构性表示．最后证明了一个过程SRC提升的S-最优停止的标准部分即为对应标准过程的最优停止,在Loeb空间上推广了[8]中的结果．     

离散参数集值（上下）鞅的停时定理

本文建立了更广泛的各种集值（上下）鞅的停时定理；推广并改进了N．S．Papageoriou[10]和张，汪，高[13]中的结果。     

A General Optimal Multiple Stopping Problem with an Application to Swing Options

In their paper, Carmona and Touzi [8 Carmona, R., and Touzi, N. 2008. Optimal multiple stopping and valuation of swing options. Mathematical Finance 18(2):239–268.[Crossref], [Web of Science ®] , [Google Scholar]] studied an optimal multiple stopping time problem in a market where the price process is continuous. In this article, we generalize their results when the price process is allowed to jump. Also, we generalize the problem associated to the valuation of swing options to the context of jump diffusion processes. We relate our problem to a sequence of ordinary stopping time problems. We characterize the value function of each ordinary stopping time problem as the unique viscosity solution of the associated Hamilton–Jacobi–Bellman variational inequality.     

Stopping rules,permutation invariance and sufficiency principle

In the context of sequential (point as well as interval) estimation, a general formulation of permutation-invariant stopping rules is considered. These stopping rules lead to savings in the ASN at the cost of some elevation of the associated risk—a phenomenon which may be attributed to the violation of the sufficiency principle. For the (point and interval) sequential estimation of the mean of a normal distribution, it is shown that such permutation-invariant stopping rules may lead to a substantial saving in the ASN with only a small increase in the associated risk.Work partially supported by (i) Office of Naval Research, Contract Number N00014-85-K-0548, and (ii) Office of Naval Research, Contract Number N00014-83-K-0387.     

An optimal stopping problem for a geometric Brownian motion with poissonian jumps

This paper examines an optimal stopping problem for a geometric Brownian motion with random jumps. It is assumed that jumps occur according to a time-homogeneous Poisson process and the proportions of these sizes are independent and identically distributed nonpositive random variables. The objective is to find an optimal stopping time of maximizing the expected discounted terminal reward which is defined as a nondecreasing power function of the stopped state. By applying the “smooth pasting technique” [1,2], we derive almost explicitly an optimal stopping rule of a threshold type and the optimal value function of the initial state. That is, we express the critical state of the optimal stopping region and the optimal value function by formulae which include only given problem parameters except an unknown to be uniquely determined by a nonlinear equation.