Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations

An input-output linear time-varying differential system with homogeneous jump Markov parameters and mean square exponential stable evolution is considered. We define a family T(t), t ≥ 0 of linear bounded input-output operators. It is proved that if sup ‖T(t)‖<γ then a parametrized by γ differential Riccati type system has a unique global bounded and stablizing solution. An application to the estimate of a stability radius is given     

The generalized Leontief input-output model and its application to the choice of new technology

The Leontief input-output model is generalized and formulated as a generalized linear complementarity problem. Conditions for existence of solutions are given, and solution techniques are reviewed. An application of the model to choosing new technologies is suggested.     

目标规划在离散型动态投入产出模型中的应用

以离散型动态投入产出模型为约束条件的主体、以决策部门所希望达到的种种目标为约束条件的附加部分,建立动态投入产出目标规划模型.通过求解动态投入产出目标规划模型而得到离散型动态投入产出模型的解.此解法与其它解法相比具有更大的实用价值.     

Pseudo-Strong Regularity Around a Set

A generalization of strong regularity around a vertex subset C of a graph γ , which makes sense even if γ is non-regular, is studied. Such a structure appears, together with a kind of distance-regularity around C , when an spectral bound concerning the so-called predistance polynomial of C is attained. As a main consequence of these results, it is shown that a regular (connected) graph γ with d + 1 distinct eigenvalues is distance-regular, and its distance- d graph γ d is strongly regular with parameters a = c , if and only if the number of vertices at distance d from each vertex satisfies an expression which depends only on the order of γ and the different eigenvalues of γ .     

Optimal utilization of service facility for ak-out-of-n system with repair by extending service to external customers in a retrial queue

In this paper, we study ak-out-of-n system with single server who provides service to external customers also. The system consists of two parts: (i) a main queue consisting of customers (failed components of thek-out-of-n system) and (ii) a pool (of finite capacityM) of external customers together with an orbit for external customers who find the pool full. An external customer who finds the pool full on arrival, joins the orbit with probability γ and with probability 1- γ leaves the system forever. An orbital customer, who finds the pool full, at an epoch of repeated attempt, returns to orbit with probability δ (< 1) and with probability 1- δ leaves the system forever. We compute the steady state system size probability. Several performance measures are computed, numerical illustrations are provided.     

On the hilbert boundary value problem for holomorphic function in sobolev spaces

The holomorphic solution φ of the Hilbert boundary value problem Re (a + ib) φ = g on γ in a disk D bounded by the simple closed curve γ has been solved in the space of Hölder-continuously differentiable functions C₁, C_1,α (D) by many authors. Under the assumptionthat g belongs to the Slobodecky space W_s,p (γ), s = 1 ? 1/p,1 < p < ∞ it is shown here that the problem has a uniquesolution in the Sobolev space W_1,p: (D). An a-priori estimate for the norm of in W_{1 p}(D)is given.     

Stochastic models and variable returns to scales in data envelopment analysis

Stochastic Data Envelopment Analysis (DEA) models were developed by taking random disturbances into account for the possibility of variations in input-output data structure. The stochastic efficiency measure of a Decision Making Unit (DMU) is defined via joint probabilistic comparisons of inputs and outputs with other DMUs, and can be characterized by solving a chance constrained programming problem. Deterministic equivalents are derived for both situations of multivariate symmetric random disturbances and a single random factor in the production relationships. An analysis of stochastic variable returns to scale is developed.     

推广的实用华氏宏观经济增长模型及参数估计

从我国当前经济系统中消费、投资和出口的实际作用和现有的国民经济数据统计口径出发,借助于L eon tief平衡模型,对经典的华氏经济增长模型进行了改进,推广了一类具有实用性的华氏宏观经济增长模型,论证了该经济增长模型存在实现宏观经济均衡增长的条件,并且给出了利用实际经济数据估算投入系数的方法,同时指出了推广的华氏宏观经济增长模型和实用宏观经济增长模型、经典华氏经济增长模型之间的关系.     

基于投入产出线性规划模型的燃料乙醇影子价格研究

影子价格能够反映资源的稀缺性及对国民经济的贡献程度.应用投入产出与线性规划相结合的分析方法,构建了投入产出线性规划模型,并基于笔者编制的2005年燃料乙醇投入产出表,针对燃料乙醇制造业部门的不同发展速度,运用投入产出线性规划模型对燃料乙醇的影子价格进行了具体测算.     

A note on stable exponents

Given an element γ in a group γ, the stable exponent p+(γ) of γ is defined as p+(γ) =lim sup_n→∞P(γⁿ) denotes the exponent of P(γⁿ) = sup{k/ ?γ_o ∈ γ such that γⁿ = γ^k _o We prove that if γ acts properly discontinuously by isometrics on a proper geodesic Gromov-hyperbolic metric space and γ ∈ γ is of hyperbolic type, then P+(γ) is an integer. This implies that the stable exponent of every element of infinite order in a word hyperbolic group is an integer. We also show that, in a translation discrete group, the stable exponent of every element of infinite order is finite.     

Randomized system trajectories

The notion of system trajectory of a time-varying input-output, dynamical system is reviewed. By introducing a probability measure on a class of such systems a stochastic system, the randomized system, is defined. The randomized system has a trajectory induced by the trajectories of the original systems. A theorem is proved giving fairly general conditions under which the randomized system trajectory is generated by a strongly continuous semigroup of bounded linear operators in a Banach space. An example is presented for a system represented by a quadratic integral operator.Research supported in part by National Science Foundation under Grant No. ECS-8005960.     

投入产出反问题的优化模型及算法

本文从反问题的角度讨论了修订直接消耗系数的几种优化方法，通过引入“投入产出反问题”的概念，建立了拉格朗日优化，二次规划，熵优化等三个优化模型，同时给出了算法和算例，并且比较了各种方法的计算结果。     

Matching conditions for stability analysis of nonlinear feedback control systems

The differential geometry approach for exact input-output linearizable nonlinear systems usually results in a complicated nonlinear controller that is difficult to implement. To overcome this difficulty, we propose to approximate the nonlinear controller by a canonical piecewise linear expression within an allowable error bound. This design procedure can reduce a tremendous amount of computation in the design and the synthesis. The resulting controller turns out to be fairly simple in general and can achieve many performance specifications. Some sufficient conditions for guaranteeing the closed-loop system stability using this controller design method is derived in the present paper. An application to a chemical reactor system is also briefly discussed.     

最小交互熵在投入─产出表理论预测的应用

本文利用最小交互熵的概念和有关结论，直接地给出具有固定边际的投入─产出表预测模型的ＲＡＳ方法的结构形式；同时利用信息论中的不等式，直接地证明最小交互熵解就是对偶几何规划解；从而简单、明了地赋于投入─产出表ＲＡＳ方法的信息意义．我们还给出一种迭代计算方案．最后指出，该方法可以用统计方法检验新的理论预测与原投入─产出表的差异性．     

行业投入产出技术系数与行业获利性波动识别

企业经营环境外部系统因素的不确定性是影响企业所有者与经营者之间委托代理问题解决的主要因素,目前还没有文献系统建立企业经营环境信息的识别方法。本文利用技术效率评价中的理论来研究企业经营环境信息的识别问题。基于(k,y)空间的生产可能集与技术效率发展了描述不同行业投入产出差别的技术系数,给出行业获利性波动的时序识别方法。这些方法对弱化企业所有者与经营者之间信息非对称程度,解决二者之间的委托代理问题提供了一个有效途径。     

基于投入产出特征法的我国产业结构分析

技术经济结构是社会经济活动的基础结构,对我国投入产出表应用特征分析法,定量分析我国农业、能源化工业、工业建筑业、服务业四个产业部门的产业结构变化及产业协调程度,研究各产业部门的产业结构协调发展方向.     

最终需求为时序变量的投入产出决策模型

针对最终需求为正态随机变量的投入产出模型,建立了一个时序模型来估计最终需求的期望与方差,并由此给出了总产出在一定置信度下的取值空间.这样就使得随机投入产出模型在决策时可具体操作.     

Spline Wavelets on the Unit Circle

An orthonormal wavelet basis on the circle γ is constructed. By estabishing some new theorems on complex spline functions, the $\mathop L\limits^ \circ _2 (I)$ space can be decomposed into different orthogonal subspaces. Formulas of decomposition and reconstruction imply only two terms.     

In honour of professor Solomon G. Mikhlin on the occasion of his seventieth birthday

The system identification problem, within the context of this paper, is the determination of an input-output operator A based upon a limited amount of information. We consider the case where A is a linear, time invariant map on an appropriate function space and develop an algorithm for determining A from knowledge of input-output pairs in A.