耐用消费品拥有量预测的研究

本文在分析耐用消费品拥有量增长特性基础上，提出三种假设模型，并给出三个例子，说明应用这些假设模型对我国主要耐用消费品的拥有量进行预测的方法。     

Zero-sum stochastic games with stopping and control

We study a zero-sum stochastic game where each player uses both control and stopping times. Under certain conditions we establish the existence of a saddle point equilibrium, and show that the value function of the game is the unique solution of certain dynamic programming inequalities with bilateral constraints.     

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

The aim of the paper is to show that Lyapunov-like ergodicity conditions on Markov decision processes with Borel state space and possibly unbounded cost provide the approximation of an average cost optimal policy by solvingn-stage optimization problems (n = 1, 2, ...). The used approach ensures the exponential rate of convergence. The approximation of this type would be useful to find adaptive procedures of control and to estimate stability of an optimal control under disturbances of the transition probability.Research supported in part by Consejo Nacional de Ciencia y Tecnologia (CONACYT) under grant 0635P-E9506.Research supported by Fondo del Sistema de Investigatión del Mar de Cortés under Grant SIMAC/94/CT-005.     

Value sharing and differential equations

Suppose that f is a nonconstant entire function and L[f] a linear differential polynomial in f with constant coefficients. In this paper, by considering the existence of the solutions of some differential equations, we find all the forms of entire functions f in most cases when f and L[f] share two values counting multiplicities jointly. This result generalize some known results due to Rubel–Yang and Li–Yang.     

转点识别在VaR估计中的应用

本文深入分析了VaR估计结果对市场比率运动规律假设的依赖性 .文献 [1 ],[2 ][4 ]都没有考虑市场因素出现结构性的转变对VaR估计的影响 .事实上 ,市场因素受到其它各种因素的影响 ,很可能发生结构性的转变 .故本文在引入转点识别的基础上对VaR估计方法作出改进 ,从而把市场因素结构性转变引入到VaR估计之中 ,且随机模拟实验结果表明引入转点后的预报有更高的可信度 .     

The value of the stochastic solution in stochastic linear programs with fixed recourse

Stochastic linear programs have been rarely used in practical situations largely because of their complexity. In evaluating these problems without finding the exact solution, a common method has been to find bounds on the expected value of perfect information. In this paper, we consider a different method. We present bounds on the value of the stochastic solution, that is, the potential benefit from solving the stochastic program over solving a deterministic program in which expected values have replaced random parameters. These bounds are calculated by solving smaller programs related to the stochastic recourse problem.This paper is an extension of part of the author's dissertation in the Department of Operations Research, Stanford University, Stanford, California. The research was supported at Stanford by the Department of Energy under Contract DE-AC03-76SF00326, PA#DE-AT03-76ER72018, Office of Naval Research under Contract N00014-75-C-0267 and the National Science Foundation under Grants MCS76-81259, MCS-7926009 and ECS-8012974 (formerly ENG77-06761).     

基于概念的数学系统及其结构

随着科学技术的发展，应用定量分析的数学方法已从自然科学发展到社会科学、思堆科学．为了处理这些问题的需要，许多学者建立了多种数学模型和数学方法，这些模型和方法都直接或间接地涉及到概念，因此归纳并研究基于概念的数学方法显得很有必要。本文应用系统的方法，尝试络出数学系境的概念，并建立了基于概念的数学系统及其结构的一般方法，期望更多的学者予以关注和研究。     

Integer programming as projection

We generalise polyhedral projection (Fourier–Motzkin elimination) to integer programming (IP) and derive from this an alternative perspective on IP that parallels the classical theory. We first observe that projection of an IP yields an IP augmented with linear congruence relations and finite-domain variables, which we term a generalised IP. The projection algorithm can be converted to a branch-and-bound algorithm for generalised IP in which the search tree has bounded depth (as opposed to conventional branching, in which there is no bound). It also leads to valid inequalities that are analogous to Chvátal–Gomory cuts but are derived from congruences rather than rounding, and whose rank is bounded by the number of variables. Finally, projection provides an alternative approach to IP duality. It yields a value function that consists of nested roundings as in the classical case, but in which ordinary rounding is replaced by rounding to the nearest multiple of an appropriate modulus, and the depth of nesting is again bounded by the number of variables. For large perturbations of the right-hand sides, the value function is shift periodic and can be interpreted economically as yielding “average” shadow prices.     

Stability Investigations on a Pt@HGS Catalyst as a Model Material for Fuel Cell Applications: The Role of the Local pH

Increasing the resistance of catalysts against electrochemical degradation is one of the key requirements for the wider use of Proton Exchange Membrane Fuel Cells (PEMFCs). Here, we study the degradation of one entity of a highly stable catalyst, Pt@HGS, on a nanoelectrode under accelerated mass transport conditions. We find that the catalyst degrades more rapidly than expected based on previous ensemble measurements. Corroborated by identical location transmission electron microscopy and catalyst layer experiments, we deduce that locally different pH values are likely the reason for this difference in stability. Ultimately, this work provides insights into the actual conditions present in a PEMFC and raises questions about the applicability of accelerated stress tests usually performed to evaluate catalyst stability, particularly when they are performed in half-cell setups under inert gas.     

A refinement of multivariate value set bounds

Over finite fields, if the image of a polynomial map is not the entire field, then its cardinality can be bounded above by a significantly smaller value. Earlier results bound the cardinality of the value set using the degree of the polynomial, but more recent results make use of the powers of all monomials.In this paper, we explore the geometric properties of the Newton polytope and show how they allow for tighter upper bounds on the cardinality of the multivariate value set. We then explore a method which allows for even stronger upper bounds, regardless of whether one uses the multivariate degree or the Newton polytope to bound the value set. Effectively, this provides improvement of a degree matrix-based result given by Zan and Cao, making our new bound the strongest upper bound thus far.