基于演化博弈的武器装备研制合同定价模型研究

针对合同的动态性，提出利用基于演化博弈建立定价模型。考虑到决策群体中个体的认识误差，对所建立的定价模型进行修正，建立带偏离的定价模型并分析了偏离对均衡解的影响。最后将以上模型应用实例进行比较分析。     

Dynamic fractal unifying interaction confirmed with magnetospheric behavior and orbital data

The solar wind makes the magnetosphere to expand and contract as indicated by the expansions and contractions of the auroral oval due to balancing of the dynamic pressure of the ambient space plasma at inner and outer magnetic lines. This self‐similar magnetospheric behavior elucidates the controversial magnetic storm‐substorm relationship and reveals the 3D‐spiral structure of magnetic interaction. The found self‐similarly evolving structure of one seen as fundamental interaction suggests dynamic fractal unifying interaction that builds a firework universe having 3D‐spiral code. The unifying interaction is described with equation drawn in new fundamental dynamic fractal framework. The equation of unifying interaction converges to the inverse square laws and the principle of uncertainty at laboratory scales. The dynamic fractal fundamental framework is made of one 3D‐spirally‐faster‐inward contracting and expanding, oscillating, basic matter. It simply accounts for observed constant speed of light and for the creation of bright and dark bands on a screen behind a tiny slit. The dynamic fractal framework is quantitatively confirmed with the orbital data for the Milky Way Galaxy, the Sun, the Earth, and the triple asteroid system 87 Sylvia. Many testable predictions are also made. The presented new fundamental dynamic fractal framework allows qualitative and quantitative modeling and simplification. © 2007 Wiley Periodicals, Inc. Complexity 12: 61–76, 2007     

GDDP: Generalized Dual Dynamic Programming Theory

This document presents theoretical considerations about the solution of dynamic optimization problems integrating the Benders Theory, the Dynamic Programming approach and the concepts of Control Theory. The so called Generalized Dual Dynamic Programming Theory (GDDP) can be considered as an extension of two previous approaches known as Dual Dynamic Programming (DDP): The first is the work developed by Pereira and Pinto [3–5], which was revised by Velásquez and others [8,9]. The second is the work developed by Read and others [2,6,7].     

高动态范围微通道板

导出微通道板动态范围的表达式,给出提高动态范围的几种可行途径,简要介绍一种高动态范围微通道板的主要特性。     

Risk-neutral valuation with infinitely many trading dates

The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded.     

一类三参数混沌动力学系统模型及其在经济增长研究中的应用

从非线性自回归模型Xt+1=-αXtλ+1+βXt+γ出发,通过变量替换Xt=aYt,推出三参数混沌动力学系统模型Yt+1=kYt(1-Ytλ)+c;采用线性回归与非线性回归相结合的改进的混合法,对模型参数作了估计;实际研究表明,该模型可以用于对国内生产总值GDP增长的研究.     

动态随机弹性在期权定价中的应用

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释.     

On acoustic and electric waves diffraction in piezoelectric medium by a permeable half-plane crack

The problem of electric and acoustic waves diffraction by a half-plane crack in a transversal isotropic piezoelectric medium is investigated. The crack is assumed to be electric permeable and free of tractions. The so-called “quasi-hyperbolic approximation” [15] is adopted. Applying Laplace transformations and Wiener–Hopf technique a closed form solution is obtained. By the means of Cagniard–de Hoop method a detailed dynamic full electroacoustic wavefield’s investigation is conducted. Mode conversion between electric and acoustic waves, effect of electroacoustic head wave, Bleustein–Gulyaev surface wave and the wavefield structure depending on the type of the incident wave (acoustic or electric) and its angle of incidence are analyzed in details. The dynamic field intensity factors at the crack tip depending on the angle of incidence and on time are derived explicitly. Numerical analysis is presented.     

上海光源储存环磁聚焦结构设计

上海光源是一台正在建设中的低发射度第三代同步辐射光源. 经过优化后, 储存环有两种直线节长度, 周长432m,在能量3.5GeV下束流发射度为3.9nm.rad, 直线节处的β函数和色散函数有足够的调节范围. 跟踪研究表明, 即使带上磁铁高阶场误差, 储存环仍有足够大的动力学孔径和能量接受度.     

3004铝合金“反常”锯齿屈服现象的研究

在应变速率为5.56×10^-5s^-1—5.56×10^-3s^-1的范围内，在不同温度下(从223K至773K)，对3004铝合金进行系列拉伸试验，探索其锯齿屈服规律；通过激活能的计算、内耗研究、微观组织观察和能谱分析，探讨锯齿屈服的机理与物理本质.结果表明，3004铝合金在形变过程中会出现动态应变时效现象；发现了一种“反常”的锯齿屈服现象：在出现锯齿屈服的温区内，存在锯齿屈服临界应变量转变温度T_t， 关键词： 动态应变时效 锯齿屈服 铝合金 内耗