风险决策中信息的效用分析

由于效用观念不同，同样的信息，对不同的决策者，其价值不同。所以，在风险决策中，必须考虑信息的效用。本文首先讨论了效用曲线的确定问题。在此基础上，从效用角度探讨了信息价值的定量评价问题及在决策中的作用，并给出了效用期望值决策方法     

企业及市场经营效用函数形式研究

鉴于经营效用是企业制订战略决策和发展策略的重要影响因素,研究其基本效用类型,提出对应的函数形式,并在此基础上提出市场总体的综合经营效用测度方法。企业经营效用由自身经营效用和同业比较效用两部分线性合成,效用变量分别为企业单位盈利指标加权合成值及单位盈利水平与行业平均值的差,效用函数通过原点且单调,因此需将效用理论中对应于各种效用类型的对数函数、指数函数等进行坐标变换、旋转或对称。保守型和冒险型效用在定义域内分别为凹函数和凸函数,共组合为9种效用类型含81种基本函数形式,并给出各效用类型含义、经营特征和定价倾向。以市场份额作为各企业经营效用权重,构建幂平均效用合成模型作为市场总体综合经营效用测度。     

效用函数理论及其应用研究

分析了效用函数理论,提出了图书效用函数,并分析其性质.得出图书最大效用化的约束条件.指导图书馆文献资源建设.     

基于再保险和投资的随机微分博弈

本文研究了具有再保险和投资的随机微分博弈.应用线性-二次控制的理论,在指数效用和幂效用下,求得了最优再保险策略、最优投资策略、最优市场策略和值函数的显示解,推广了文[8]的结果.通过本文的研究,当市场出现最坏的情况时,可以指导保险公司选择恰当的再保险和投资策略使自身所获得的财富最大化.     

再生能源的可持续发展模型

从可持续发展的角度 ,分析了可再生能源的经济学特性 .采用动态经济学的最优控制技术 ,建立了可再生能源的不考虑生产成本及考虑生产成本可持续发展模型 .讨论了效用贴现率、能源生产成本、能源自然增长率对均衡状态能源存量、能源价格、能源消费量的影响 .     

科技投入的博弈分析模型

本文把博弈论应用于科技投入分析,利用博弈论的委托—代理理论构造了一个委托—代理激励模型,研究中央对地方科技投入的激励机制,并针对委托人和代理人的不同风险情况进行了分析,讨论了对地地方政府科技投入激励的必要性。     

用预期效用理论单位三角形解释共同比率效应

本文提供一个新的视角来观察共同比率效应.这个悖论可以用期望效用理论和预期效用理论来解释.特别地,Machina(1987)在期望效用理论单位三角形比较一对彩票,共同比率效应形成一个悖论.在预期效用理论单位三角形中,效用函数无差异曲线保持平行,但是彩票的连线向内收敛,从而说明共同比率效应在预期效用理论可能是合理的,而不再是一个悖论.     

组合分析法在新产品概念开发与测试中的应用

介绍了组合分析法的基本模型,对2004年海南马自达新上市轿车产品概念测试进行了案例研究,运用组合分析法获得了每个受访者的属性水平效用值、属性相对重要性(偏好权重)、产品总效用函数。在此基础上,根据多属性效用聚类分析的结果获得了轿车配置偏好、价格偏好和变速器偏好三个消费群体。针对这三个属性偏好群体,详细研究了群体属性水平效用、属性相对重要性、产品总效用,模拟了市场占有率及其变化,获得了一些非常有价值的结论。     

团队成员选择的模型及算法

本针对组织中组建团队或重组现有团队时的成员选择问题，提出了反映团队成员之间、成员和团队之间关系的群体效用模型，并根据此模型进行团队成员的选择，从而把团队成员选择问题转化为一个组合优化问题。证明了基于群体效用模型进行团队成员选择的问题是NP-hard问题，并且提出了基于ORASP技术和禁忌算法的启发式算法，最后给出了算例。     

泛系分析:数学·方法论·相对论·辩证思维

基于对广义系统、泛导、泛对称、泛箱原理、泛系相对性提出了新的分析模式与新的相对数学化的简化强化的定义,发展了泛系方法论与泛系相对论的框架与理法,具体内容涉及:相对普适的数学化的泛系,200类对偶,对偶转化,泛对称转化,泛系辩证,八畴方法,泛系数学方法,广义量化,逼近转化原则,泛等价定理,供求分析,思维实验,广义灰色系统,等等.     

Transverse compression of PPTA fibers

Results of single transverse compression testing of PPTA and PIPD fibers, using a novel test device, are presented and discussed. In the tests, short lengths of single fibers are compressed between two parallel, stiff platens. The fiber elastic deformation is analyzed as a Hertzian contact problem. The inelastic deformation is analyzed by elastic-plastic FE simulation and by laser-scanning confocal microscopy of the compressed fibers ex post facto. The results obtained are compared to those in the literature and to the theoretical predictions of PPTA fiber transverse elasticity based on PPTA crystal elasticity.Presented at the 11th International Conference on Mechanics of Composite Materials (Riga, June 11–15, 2000).3TEX, Inc. 109, MacKenan Drive, Cary, North Carolina 27511, USA. Published in Mekhanika Kompozitnykh Materialov, Vol. 36, No. 4, pp. 533–544, March–April, 2000.     

区组长为奇素数的自反MD设计

本文利用差方法对自反MD设计SCMD(4mp,p,1)的存在性给出了构造性证明,这里p为奇素数,m为正整数．     

Professor Sun Yongsheng

Sun Yongsheng, professor of mathematics, was born on January 22, 1929, in Wanghaisi Village, Cang County, Hebei Province, China. He died of lung cancer at 23 hour 15 minutes,March 22, 2006 in Beijing.     

Immersive Projection Technology for Visual Data Mining

The PlatoCAVE, the MiniCAVE, and the C2 are immersive stereoscopic projectionbased virtual reality environments oriented toward group interactions. As such they are particularly suited to collaborative efforts in data analysis and visual data mining. In this article, we provide an overview of virtual reality in general, including immersive projection technology, and the use of stereoscopic displays for data visualization. We discuss design considerations for the construction of these immersive environments including one-wall versus four-wall implementations, augmented reality, stereoscopic placement, head tracking, the use of LCD devices, polarized light stereo, voice control, and image synchronization.     

Components of the Fundamental Category II

In this article we carry on the study of the fundamental category (Goubault and Raussen, Dihomotopy as a tool in state space analysis. In: Rajsbaum, S. (ed.) LATIN 2002: Theoretical Informatics. Lecture Notes in Computer Science, vol. 2286, Cancun, Mexico, pp. 16–37, Springer, Berlin Heidelberg New York, 2002; Goubault, Homology, Homotopy Appl., 5(2): 95–136, 2003) of a partially ordered topological space (Nachbin, Topology and Order, Van Nostrand, Princeton, 1965; Johnstone, Stone Spaces, Cambridge University Press, Cambridge, MA, 1982), as arising in e.g. concurrency theory (Fajstrup et al., Theor. Comp. Sci. 357: 241–278, 2006), initiated in (Fajstrup et al., APCS, 12(1): 81–108, 2004). The “algebra” of dipaths modulo dihomotopy (the fundamental category) of such a po-space is essentially finite in a number of situations. We give new definitions of the component category that are more tractable than the one of Fajstrup et al. (APCS, 12(1): 81–108, 2004), as well as give definitions of future and past component categories, related to the past and future models of Grandis (Theory Appl. Categ., 15(4): 95–146, 2005). The component category is defined as a category of fractions, but it can be shown to be equivalent to a quotient category, much easier to portray. A van Kampen theorem is known to be available on fundamental categories (Grandis, Cahiers Topologie Géom. Différentielle Catég., 44: 281–316, 2003; Goubault, Homology, Homotopy Appl., 5(2): 95–136, 2003), we show in this paper a similar theorem for component categories (conjectured in Fajstrup et al. (APCS, 12(1): 81–108, 2004). This proves useful for inductively computing the component category in some circumstances, for instance, in the case of simple PV mutual exclusion models (Goubault and Haucourt, A practical application of geometric semantics to static analysis of concurrent programs. In: Abadi, M., de Alfaro, L. (eds.) CONCUR 2005 – Concurrency Theory: 16th International Conference, San Francisco, USA, August 23–26. Lecture Notes in Computer Science, vol. 3653, pp. 503–517, Springer, Berlin Heidelberg New York, 2005), corresponding to partially ordered subspaces of R ⁿ minus isothetic hyperrectangles. In this last case again, we conjecture (and give some hints) that component categories enjoy some nice adjunction relations directly with the fundamental category.      

Formulation of linear problems and solution by a universal machine

Using the predicate language for ordered fields a class of problems referred to aslinear problems is defined. This class contains, for example, all systems of linear equations and inequalities, all linear programming problems, all integer programming problems with bounded variables, all linear complementarity problems, the testing of whether sets that are defined by linear inequalities are semilattices, all satisfiability problems in sentenial logic, the rank-computation of matrices, the computation of row-reduced echelon forms of matrices, and all quadratic programming problems with bounded variables. A single, one, algorithm, to which we refer as theUniversal Linear Machine, is described. It solves any instance of any linear problem. The Universal Linear Machine runs in two phases. Given a linear problem, in the first phase a Compiler running on a Turing Machine generates alinear algorithm for the problem. Then, given an instance of the linear problem, in the second phase the linear algorithm solves the particular instance of the linear problem. The linear algorithm is finite, deterministic, loopless and executes only the five ordered field operations — additions, multiplications, subtractions, divisions and comparisons. Conversely, we show that for each linear algorithm there is a linear problem which the linear algorithm solves uniquely. Finally, it is shown that with a linear algorithm for a linear problem, one can solve certain parametric instances of the linear problem.Research was supported in part by the National Science Foundation Grant DMS 92-07409, by the Department of Energy Grant DE-FG03-87-ER-25028, by the United States—Israel Binational Science Foundation Grant 90-00434 and by ONR Grant N00014-92-J1142.Corresponding author.     

Financial Risk Modelling and Econometric Inference

In finance, the explicit modelling of uncertainty takes on a particularly important role. The values of financial derivatives increase in the return volatility of the underlying security. This notion requires a concept of volatility and hence uncertainty. In addition, the choice between modelling in discrete and continuous time is not arbitrary, since it corresponds to a distinction between incomplete and complete markets, respectively, and this distinction matters for asset pricing, financial risk modelling, and inference. Risk and volatility are closely connected, and implied volatility, volatility forecasting, volatility in term structure models, stochastic volatility, and portfolio analysis are considered and related to a more general interplay between cross-sectional and dynamic aspects in finance. Stocks, bonds, and options are considered and placed in the context of efficiency and separation in inference.     

基于乡镇的农业信息网络化管理系统建立

运用层次分析法分析了农业信息化进程中存在的主要问题是体制问题、人才问题、资金技术问题.阻碍信息传输的瓶颈是因为乡(镇)这个信息上传下达的枢纽没有建立真正有效的信息管理系统.构建了基于基层乡(镇)的农业信息网络化管理系统,主要包括乡(镇)信息中心、村信息站、上级主管部门、涉农机构、科研院所以及若干个信息员组成,以乡镇农业信息服务和数据采集为核心,以信息采集、综合上传和服务农户为目标.该系统的建立,将会有效促进信息采集、传输的时效性和准确性,必将会极大地促进基层农村信息化的发展.