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.     

Multicolor Ramsey Numbers For Complete Bipartite Versus Complete Graphs

Let be graphs. The multicolor Ramsey number is the minimum integer r such that in every edge‐coloring of by k colors, there is a monochromatic copy of in color i for some . In this paper, we investigate the multicolor Ramsey number , determining the asymptotic behavior up to a polylogarithmic factor for almost all ranges of t and m. Several different constructions are used for the lower bounds, including the random graph and explicit graphs built from finite fields. A technique of Alon and Rödl using the probabilistic method and spectral arguments is employed to supply tight lower bounds. A sample result is for any t and m, where c₁ and c₂ are absolute constants.     

Cooperative game analysis of retail space-exchange problems

We analyze retail space-exchange problems where two or more retailers exchange their excess retail spaces to improve the utilization of their space resource. We first investigate the two-retailer space exchange problem. In order to entice both retailers with different bargaining powers to exchange their spaces, we use the generalized Nash bargaining scheme to allocate the total profit surplus between the two retailers. Next, we consider the space-exchange problem involving three or more retailers, and construct a cooperative game in characteristic function form. We show that the game is essential and superadditive, and also prove that the core is non-empty. Moreover, in order to find a unique allocation scheme that ensures the stability of the grand coalition, we propose a new approach to compute a weighted Shapley value that satisfies the core conditions and also reflects retailers’ bargaining powers. Our analysis indicates that the space exchange by more retailers can result in a higher system-wide profit surplus and thus a higher allocation to each retailer under a fair scheme.     

On the completeness of root vectors generated by systems of coupled hyperbolic equations

The paper is the second in a set of two papers, which are devoted to a unified approach to the problem of completeness of the generalized eigenvectors (the root vectors) for a specific class of linear non‐selfadjoint unbounded matrix differential operators. The list of the problems for which such operators are the dynamics generators includes the following: (a) initial boundary‐value problem (IBVP) for a non‐homogeneous string with both distributed and boundary damping; (b) IBVP for small vibrations of an ideal filament with a one‐parameter family of dissipative boundary conditions at one end and with a heavy load at the other end; this filament problem is treated for two cases of the boundary parameter: non‐singular and singular; (c) IBVP for a three‐dimensional damped wave equation with spherically symmetric coefficients and both distributed and boundary damping; (d) IBVP for a system of two coupled hyperbolic equations constituting a Timoshenko beam model with variable coefficients and boundary damping; (e) IBVP for a coupled Euler‐Bernoulli and Timoshenko beam model with boundary energy dissipation (the model known in engineering literature as bending‐torsion vibration model); (f) IBVP for two coupled Timoshenko beams model, which is currently accepted as an appropriate model describing vibrational behavior of a longer double‐walled carbon nanotube. Problems have been discussed in the first paper of the aforementioned set. Problems are discussed in the present paper.     

Spectrum created by line defects in periodic structures

We study a Helmholtz‐type spectral problem related to the propagation of electromagnetic waves in photonic crystal waveguides. The waveguide is created by introducing a linear defect into a three‐dimensional periodic medium; the defect is infinitely extended in one direction, but compactly supported in the remaining two. This perturbation introduces guided mode spectrum inside the band gaps of the fully periodic, unperturbed spectral problem. We will show that even small perturbations lead to additional spectrum in the spectral gaps of the unperturbed operator and investigate some properties of the spectrum that is created.     

Sharp power mean bounds for Sei?ert mean简

In this paper,we find the greatest value p = log2/(log π. log 2) = 1.53 ··· and the least value q = 5/3 = 1.66 ··· such that the double inequality Mp(a,b) T(a,b) Mq(a,b) holds for all a,b 0 with a = b. Here,Mp(a,b) and T(a,b) are the p-th power and Seiffert means of two positive numbers a and b,respectively.     

求解PageRank问题的多步幂法修正的内外迭代法

引用两种加速计算PageRank的算法,分别为内外迭代法和两步分裂迭代算法.从这两种方法中,得到多步幂法修正的内外迭代方法.首先,详细介绍了算法实施过程.然后,对此算法的收敛性进行证明,并且将此算法的谱半径与两步分裂迭代算法的谱半径进行比较.最后,数值试验说明该算法的计算速度比两步分裂迭代法要快.     

Scale‐free power‐laws as interaction between progress and diffusion

While scale‐free power‐laws are frequently found in social and technological systems, their authenticity, origin, and gained insights are often questioned, and rightfully so. The article presents a newly found rank‐frequency power‐law that aligns the top‐500 supercomputers according to their performance. Pursuing a cautious approach in a systematic way, we check for authenticity, evaluate several potential generative mechanisms, and ask the “so what” question. We evaluate and finally reject the applicability of well‐known potential generative mechanisms such as preferential attachment, self‐organized criticality, optimization, and random observation. Instead, the microdata suggest that an inverse relationship between exponential technological progress and exponential technology diffusion through social networks results in the identified fat‐tail distribution. This newly identified generative mechanism suggests that the supply and demand of technology (“technology push” and “demand pull”) align in exponential synchronicity, providing predictive insights into the evolution of highly uncertain technology markets. © 2013 Wiley Periodicals, Inc. Complexity 19: 56–65, 2014     

The distance coloring of graphs

Let G be a connected graph with maximum degree Δ≥ 3.We investigate the upper bound for the chromatic number χγ(G) of the power graph Gγ.It was proved that χγ(G) ≤Δ(Δ-1)γ-1Δ-2+ 1 =:M + 1,where the equality holds if and only if G is a Moore graph.If G is not a Moore graph,and G satisfies one of the following conditions:(1) G is non-regular,(2) the girth g(G) ≤ 2γ- 1,(3)g(G) ≥ 2γ + 2,and the connectivity κ(G) ≥ 3 if γ≥ 3,κ(G) ≥ 4 but g(G) 6 if γ = 2,(4) Δis sufficiently larger than a given number only depending on γ,then χγ(G) ≤ M- 1.By means of the spectral radius λ1(G) of the adjacency matrix of G,it was shown that χ2(G) ≤λ1(G)2+ 1,where the equality holds if and only if G is a star or a Moore graph with diameter 2 and girth 5,and χγ(G)λ1(G)γ+1 ifγ≥3.