混合的DEA模型最优解的存在性

有ｎ个决策单元。设被评价的决策单元可以不是这ｎ个之一,且它们的输入或输出可以取负值,在这样情况下,给出了混合的ＤＥＡ模型存在最优解的必要条件或充分条件     

Symmetries in Projective Multiresolution Analyses

We give an equivariant version of Packer and Rieffel’s theorem on sufficient conditions for the existence of orthonormal wavelets in projective multiresolution analysis. Suppose that the scaling functions are invariant with respect to some finite group action. We give sufficient conditions for the existence of wavelets with similar invariance. Research supported in part by the Research Council of Norway, project number NFR 154077/420. Some of the final work was also done with the support from the project NFR 170620/V30.     

Optimal policy for minimizing risk models in Markov decision processes

We consider the minimizing risk problems in discounted Markov decisions processes with countable state space and bounded general rewards. We characterize optimal values for finite and infinite horizon cases and give two sufficient conditions for the existence of an optimal policy in an infinite horizon case. These conditions are closely connected with Lemma 3 in White (1993), which is not correct as Wu and Lin (1999) point out. We obtain a condition for the lemma to be true, under which we show that there is an optimal policy. Under another condition we show that an optimal value is a unique solution to some optimality equation and there is an optimal policy on a transient set.     

OPTIMAL MODELS FOR THE FIRST ARRIVAL TIME DISTRIBUTION FUNCTION IN CONTINUOUS TIME－WITH A SPECIAL CASE

ＯＰＴＩＭＡＬＭＯＤＥＬＳＦＯＲＴＨＥＦＩＲＳＴＡＲＲＩＶＡＬＴＩＭＥＤＩＳＴＲＩＢＵＴＩＯＮＦＵＮＣＴＩＯＮＩＮＣＯＮＴＩＮＵＯＵＳＴＩＭＥ－ＷＩＴＨＡＳＰＥＣＩＡＬＣＡＳＥＬＩＮＹＵＡＮＬＩＥ（林元烈）（ＤｅｐａｒｔｍｅｎｔｏｆＡｐｐｌｉｅｄＭａ...     

Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs

In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a proportional cost to the size of transaction. We show that the existence of an optimal consumption policy implies that the market has no strong arbitrage; the opposite, however, is not true, i.e., no strong arbitrage does not imply the existence of an optimal consumption policy. This is in sharp contrast with the case of proportional transaction cost and other cases reported in the literature, where no strong arbitrage is equivalent to the existence of an optimal consumption policy. We also study the relationship between weak arbitrage and strong arbitrage. Different from the market with proportional transaction cost, we find that these two forms of arbitrage are equivalent unless the fixed cost is zero. A necessary and sufficient condition for the existence of an optimal consumption policy is also obtained. Supported by CAS, NSFC, RGC of Hong Kong and NSF under Grant No. DMI-0196084 and DMI-0200306.     

Statistical decision theory for quantum systems

Quantum statistical decision theory arises in connection with applied problems of optimal detection and processing of quantum signals. In this paper we give a systematic treatment of this theory, based on operator-valued measures. We study the existence problem for optimal measurements and give sufficient and necessary conditions for optimality. The notion of the maximum likelihood measurement is introduced and investigated. The general theory is then applied to the case of Gaussian (quasifree) states of Bose systems, for which optimal measurements of the mean value are found.     

Cycles and paths in bipartite tournaments with spanning configurations

We give necessary and sufficient conditions in terms of connectivity and factors for the existence of hamiltonian cycles and hamiltonian paths and also give sufficient conditions in terms of connectivity for the existence of cycles through any two vertices in bipartite tournaments.     

Reducing subspaces of compressed analytic Toeplitz operators on the Hardy space

In this paper we discuss necessary conditions and sufficient conditions for the compression of an analytic Toeplitz operator onto a shift coinvariant subspace to have nontrivial reducing subspaces. We give necessary and sufficient conditions for the kernel of a Toeplitz operator whose symbol is the quotient of two inner functions to be nontrivial and obtain examples of reducing subspaces from these kernels. Motivated by this result we give necessary conditions and sufficient conditions for the kernel of a Toeplitz operator whose symbol is the quotient of two inner functions to be nontrivial in terms of the supports of the two inner functions. By studying the commutant of a compression, we are able to give a necessary condition for the existence of reducing subspaces on certain shift coinvariant subspaces.     

Linear programming formulation of MDPs in countable state space: The multichain case

We present an Linear Programming formulation of MDPs with countable state and action spaces and no unichain assumption. This is an extension of the Hordijk and Kallenberg (1979) formulation in finite state and action spaces. We provide sufficient conditions for both existence of optimal solutions to the primal LP program and absence of duality gap. Then, existence of a (possibly randomized) average optimal policy is also guaranteed. Existence of a stationary average optimal deterministic policy is also investigated.     

Dynamic Network Inventory Control Model with Interval Nonstationary Demand Uncertainty

We consider a dynamic inventory control system described by a network model with an interval assigned nonstationary demand. We assume that unknown demand may take any value within the interval, which bounds depend on time. In terms of Kaucher interval arithmetic, we derive necessary and sufficient conditions for the existence of a feasible feedback control and sufficient conditions for the existence of an optimal feedback control strategy. We obtain an optimal feasible storage level and estimate the rate of the system convergence to this level. Then we develop the algorithm of finding the optimal control strategy. These results are applied to an example.     

Su alcuni problemi di controllo ottimo per un processo di controllo con parametri distribuiti

We study an optimal control problem related to a linear hyperbolic partial differential equation. We establish an existence theorem. Moreover we give a necessary and sufficient condition for the existence of the solution. Our problem includes, as a particular case, a problem previously studied by G. Pulvirenti and G. Santagati.     

The missing boundary problem for smooth manifolds of dimension greater than or equal to six

Let M be a non-compact differentiable manifold of dimension ?6. Suppose both M and ?M are 1-ended spaces. We give necessary and sufficient conditions for M to be diffeomorphic to the complement of a compact subset of the boundary of a compact manifold. There are four conditions: two geometric conditions and two algebraic obstructions. We give examples to show that these obstructions are not always trivial. In particular, an example of a manifold is constructed which does not have a completion but any tubular neighborhood of codimension ?3 has a completion. We also classify the different ways to complete a given manifold.     

Total positivity and the existence of piecewise exponential B-splines

We give necessary and sufficient conditions for the total positivity of certain connection matrices arising in piecewise exponential spline spaces. These total positivity conditions are sufficient for existence of B-splines in such spaces, but they are far from being necessary. We give a necessary and sufficient condition for existence of B-splines in the case of piecewise exponential spline spaces with only two differential operators, which eventually leads to a necessary condition for any piecewise exponential spline spaces. Dedicated to Professor Charles A. Micchelli for his 60th birthday Mathematics subject classifications (2000) 65D17, 65D07, 41A15, 41A50.     

Alternating hamiltonian cycles in two colored complete bipartite graphs

We give necessary and sufficient conditions for the existence of an alternating Hamiltonian cycle in a complete bipartite graph whose edge set is colored with two colors.     

Mean–semivariance portfolio selection under probability distortion

We formulate and study a mean–semivariance portfolio selection problem in continuous time when the probability is distorted by a nonlinear transformation. We give necessary and sufficient conditions for the feasibility and the existence of optimal strategies, respectively, and present the general form of optimal solutions when they exist. In sharp contrast with the previously established result that the infimum of the problem is not attainable when there is no probability distortion, we show that the infimum can be achieved with proper probability distortions. Finally, for a number of interesting cases we derive the optimal solutions in closed forms whenever they exist.     

Optimal Control of the Instationary Three Dimensional Navier-Stokes-Voigt Equations

We study an optimal control problem with quadratic objective functional for the three dimensional Navier-Stokes-Voigt equations in bounded domains. We show the existence of optimal solutions, the necessary optimality conditions and the sufficient optimality conditions. The second-order optimality conditions obtained in the article seem to be optimal.     

Maximizers for the Stein–Tomas Inequality

We give a necessary and sufficient condition for the precompactness of all optimizing sequences for the Stein–Tomas inequality. In particular, if a well-known conjecture about the optimal constant in the Strichartz inequality is true, we obtain the existence of an optimizer in the Stein–Tomas inequality. Our result is valid in any dimension.     

预定相对曲率的平面曲线

本文给出了以给定函数为相对曲率 (曲线的曲率 )的平面曲线存在的充要条件 .     

Controlled jump processes

Finite and infinite planning horizon Markov decision problems are formulated for a class of jump processes with general state and action spaces and controls which are measurable functions on the time axis taking values in an appropriate metrizable vector space. For the finite horizon problem, the maximum expected reward is the unique solution, which exists, of a certain differential equation and is a strongly continuous function in the space of upper semi-continuous functions. A necessary and sufficient condition is provided for an admissible control to be optimal, and a sufficient condition is provided for the existence of a measurable optimal policy. For the infinite horizon problem, the maximum expected total reward is the fixed point of a certain operator on the space of upper semi-continuous functions. A stationary policy is optimal over all measurable policies in the transient and discounted cases as well as, with certain added conditions, in the positive and negative cases.