平衡规划问题的熵函数方法及其在混合交通流中的应用

将参变极值问题的极大熵函数方法应用到求解平衡规划问题中,通过先验分布信息和Kullback熵概念,给出了平衡规划问题基于Kullback熵表示的熵函数求解方法,并将平衡规划的极大熵函数方法应用于求解混合交通平衡分配问题．     

A new formula for the saddle-to-scission time

We propose a new formula for the saddle-to-scission time that is more general that the one based on Kramers' approach. Its validity and applicability is then studied in detail. Such a formula is useful for the evaluation of the fission time of very heavy nuclei.     

Numerical analysis for stochastic age-dependent population equations with Poisson jumps

In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution.     

Estimating market shares in each market segment using the information entropy concept

Sales data of a certain product for the various competitors are usually available at the aggregate level. However these data give no clue to the heterogeneities in the sales pattern across different market segments. Heterogeneities are caused by different purchasing behavior in each market segment; as a purchaser in a segment will be attracted to the attributes of the product most important to that segment. This concept can be formalized via a simple attraction model that utilizes an elasticity measure for each quality or price attribute [G.S. Carpenter, L.G. Cooper, D.M. Hanssens, D.F. Midgley, Modeling asymmetric competition, Marketing Science 7 (4) (1998) 393–412]. Assessment of these elasticities is not difficult since customer response – in each market segment – to perception of quality and price is tracked by most firms [J. Ross, D. Georgoff, A survey of productive and quality issues in manufacturing. The state of the industry, Industrial Management 3 (5) (1991) 22–25]. This paper attempts to formulate a generic framework based on the information entropy concept that utilizes such an attraction model to estimate competitors’ sales in each market segment.     

Metric fluctuations,entropy, and the Wheeler-deWitt equation

Quantization using quantum potentials is described in terms of momentum fluctuations, and it is related to Fisher information and entropy. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 1, pp. 32–44, July, 2007.     

Coordinating inventory control and pricing strategies: The continuous review model

We analyze an infinite horizon, single product, continuous review model in which pricing and inventory decisions are made simultaneously and ordering cost includes a fixed cost. We show that there exists a stationary (s,S) inventory policy maximizing the expected discounted or expected average profit under general conditions.     

Portfolio optimization in stochastic markets

We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which, in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient frontier and an illustrative example is given to demonstrate the application of the procedure.     

An improved algorithm for computing topological entropy

A new algorithm is presented for computing the topological entropy of a unimodal map of the interval. The accuracy of the algorithm is discussed and some graphs of the topological entropy which are obtained using the algorithm are displayed.     

Hydrothermal synthesis and Magnetocaloric effect of La0.5Ca0.3Sr0.2MnO3

The hydrothermal synthesis and magnetic entropy change for the perovskite manganite La_0.5Ca_0.3Sr_0.2MnO₃ have been studied. The La_0.5Ca_0.3Sr_0.2MnO₃ can be produced as phase-pure, crystalline powders in one step from solutions of metal salts in aqueous potassium hydroxide solution at a temperature of 513 K in 72 h. Scanning electron microscopy shows that the materials are made up of cuboid-shaped particles in typical dimension of 4.0×2.5×1.6 μm. Heat treatment can improve the magnetocaloric effect for the hydrothermal sample. The maximum magnetic entropy change ΔS_M for the as-prepared sample is 0.88 J kg⁻¹ K⁻¹ at 315 K for a magnetic field change of 2.0 T. It increases to 1.52 J kg⁻¹ K⁻¹, near its Curie temperature (317 K) by annealing the sample at 1473 K for 6 h. The hydrothermal synthesis method is a feasible route to prepare high-quality perovskite material for magnetic refrigeration application.     

Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.