两个安全第一思想模型的比较分析

针对投资者可能的投资需求确立了基于安全第一思想下两个相近的投资目标:1、极大化投资末期总收益率超过给定水平α的概率;2、极小化投资末期总收益率与给定水平α的距离.并分别就这两个目标建立了优化决策模型,得到了模型解析解,最后对两个模型结果进行了比较分析和经济解释.     

偏振分束器对光学电流传感器稳定性的影响

采用偏振光学理论,详细分析了光学电流传感器中偏振分束器消光比的变化对传感器性能的影响,得到了偏振分束器消光比与传感器输出的关系式,并用系统实验进行了验证.理论及实验结果的吻合证明了光学电流传感器稳定性直接受偏振分束器两路消光比影响的结论.     

Fiber-Optic Chemical Sensor for Detection of NO2 Using Poly (3-Octylthiophene)

A fiber-optic chemical sensor (FOCS) for detection of nitrogen dioxide (NO₂) molecules is reported. The FOCS presents an optropode structure because of the transmission properties of the sensitive material. The NO₂ FOCS is activated by using the semiconductor polymer: regioregular head-to-tail poly(3-octylthiophene-2,5-diyl). The operation wavelength of the sensor is 543.5 nm such that a simple LED and detector can be used for the design of this device. The sensor response decreases after each exposure, demonstrating the reduction in sensitivity as well as irreversibility lower than 5%. However, its properties such as rapid response, high selectivity, high sensitivity (0.43 ± 0.01 muW/ppm), hygroscopic properties, and its operation at room temperature make this kind of FOCS a good alternative for NO₂ toxic gas detection.     

Analysis on Shack–Hartmann wave-front sensor with Fourier optics

In Shack–Hartmann wavefront sensor (SHWS), the behavior of the irradiance pattern produced by the micro-lens array is important for an accurate centroid estimation. In this paper, the behavior of a micro-lens array in SHWS is analyzed using Fourier optics, and reveals that in addition to the main, expected spots, secondary spots with smaller intensities also appeared as a result of diffraction by the small dimensions of the micro-lens and interference from the different micro-lenses. This result is confirmed by comparing with a irradiance pattern taken from an actual SHWS. The additional error in centroid estimation caused by these secondary spots is discussed and relationship to the parameters of the micro-lens of SHWS is analyzed.     

矩阵方程AXB=D的最小二乘Hermite解及其加权最佳逼近

本中,我们讨论了矩阵方程AXB=D的最小二乘Hermite解,通过运用广义奇异值分解(GSVD)，获得了解的通式。此外,对于给定矩阵F，也得到了它的加权最佳逼近表达式。     

具有算子与有界约束的无穷维规划问题的最优性条件

本文给出了当all-at-once方法用于求解最优控制问题而产生的一类同时具有算子和对部分变量具有简单界约束的无穷维最优化问题的一个一阶必要条件,构造了相应的信赖域子问题,据此,信赖域法可以用于求解无穷空间中的最优化问题。     

带有回报计划的动态客户关系管理模型及实验应用分析

在客户最大化效用及公司最大化CLV的动态环境下。对所提的带有回报计划的动态客户关系管理模型用于某超市的客户数据库中，发现模型的结果对这类客户是适用的。并给出了不同的客户状态空间对应的有效营销组合策略。结果表明：合适的回报计划可以促进客户的购买、提高公司的利润及缓解价格竞争。回报极限应该比客户的平均购买水平偏高，回报率应该与回报极限的改变方向一致。计划的时间范围应定在一年左右比较合适。对于累积购买水平较高的客户一般不邮寄商品信息。在回报计划的初期与末期不用打折。中期对那些购买次数很少的客户可以实行相应的降价策略。     

资源有限的加权总完工时间单机排序问题

本讨论资源有限的加权总工时间单机排序问题，对现在仍为OPEN问题1｜pj=bj-ajuj，∑uj≤U｜∑wjCj给出了一个有关最优解中最优资源分配的重要性质，并利用该性质分别给出了三种情况bj=b,wj=w,aj=a；bj=b,wj=w,uj=u；aj=a,wj=w,uj=u的最优算法。     

On the structure of the optimal server control for fluid networks

This paper derives the optimal trajectories in a general fluid network with server control. The stationary optimal policy in the complete state space is constructed. The optimal policy is constant on polyhedral convex cones. An algorithm is derived that computes these cones and the optimal policy. Generalized Klimov indices are introduced, they are used for characterizing myopic and time-uniformly optimal policies.Received: November 2004 / Revised: February 2005The research of this author has been supported by the project ‘‘Stochastic Networks’’ of the Netherlands Organisation for Scientific Research NWO.     

Geometric quadrisection in linear time, with application to VLSI placement

We consider the following problem: given a set of points in the plane, each with a weight, and capacities of the four quadrants, assign each point to one of the quadrants such that the total weight of points assigned to a quadrant does not exceed its capacity, and the total distance is minimized.

This problem is most important in placement of VLSI circuits and is likely to have other applications. It is NP-hard, but the fractional relaxation always has an optimal solution which is “almost” integral. Hence for large instances, it suffices to solve the fractional relaxation. The main result of this paper is a linear-time algorithm for this relaxation. It is based on a structure theorem describing optimal solutions by so-called “American maps” and makes sophisticated use of binary search techniques and weighted median computations.

This algorithm is a main subroutine of a VLSI placement tool that is used for the design of many of the most complex chips.