Stability likelihood of coalitions in a two-stage cartel game: An estimation method

Existing formulations of a cartel game aim at finding stable coalitions, i.e. a coalition is labelled stable or not stable. Uncertainty about the underlying structure and/or parameter values gives rise to sensitivity or uncertainty analysis. In this paper we follow a probabilistic robustness concept: What is the probability a product, design or policy really fulfils the requirements or properties it is expected to. Following this idea, we introduce the concept of stability likelihood: What is the probability a coalition can be labelled as stable. Methods are described based on Monte Carlo Simulation and Directional Simulation to estimate such a probability and we illustrate the performance for several cases.     

On interactive sequencing situations with exponential cost functions

This paper addresses interactive one-machine sequencing situations in which the costs of processing a job are given by an exponential function of its completion time. The main difference with the standard linear case is that the gain of switching two neighbors in a queue is time-dependent and depends on their exact position. We illustrate that finding an optimal order is complicated in general and we identify specific subclasses, which are tractable from an optimization perspective. More specifically, we show that in these subclasses, all neighbor switches in any path from the initial order to an optimal order lead to a non-negative gain. Moreover, we derive conditions on the time-dependent neighbor switching gains in a general interactive sequencing situation to guarantee convexity of the corresponding cooperative game. These conditions are satisfied within our specific subclasses of exponential interactive sequencing situations.     

On Lempel–Ziv complexity for multidimensional data analysis

In this paper, a natural extension of the Lempel–Ziv complexity for several finite-time sequences, defined on finite size alphabets is proposed. Some results on the defined joint Lempel–Ziv complexity are given, as well as properties in connection with the Lempel–Ziv complexity of the individual sequences. Also, some links with Shannon entropies are exhibited and, by analogy, some derived quantities are proposed. Lastly, the potential use of the extended complexities for data analysis is illustrated on random boolean networks and on a proposed multidimensional extension of the minority game.     

实物期权定价与风险对冲方法研究

实物期权定价面临的一个主要问题是其基本资产不可交易问题，在这种情况下，通常的解决办法是在市场中寻找一个与该基本资产最为相关的可交易资产，利用可交易资产的价格信息来对特定实物期权进行定价和风险对冲．利用随机动态规划法，本文得到基本资产不可交易时实物期权的最优风险对冲策略，在一定条件下还可以得到近似定价．     

光纤陀螺捷联式惯导系统初始对准方法研究

对光纤陀螺（FOG）的零偏重复性、零偏随时间变化规律的重复性进行了实骀研究。根据FOG零偏重复性好和零偏随时间变化规律的重复性好等特点，采用最小二乘估计和Kaiman滤波估计方法，提出、设计实现了一个有效实用的FOG捷联式惯导系统（SINS）初始对准方法，并与转位式初始对准方法的对准结果进行了比较，得到了精度相当的结果。     

Managing risks in information systems outsourcing: An approach to analyzing outsourcing risks and structuring incentive contracts

Information systems outsourcing is now almost standard practice for many companies. Outsourcing the information processing activities is a complex issue that entails considerable implications for the strategy of the firm. An important mechanism for managing the performance of outsourcing vendors is incentive contracts. But to develop an outsourcing contract the IS manager must quantify risks and benefits. However methods and tools for analyzing and quantifying outsourcing risks that IS managers have at their disposal are rudimentary. In this paper we offer a method and some mathematical models for analyzing risks and constructing incentive contracts for IS outsourcing. We are aware that most managers do not like to use mathematical models, consequently we have minimized the technical discussion and have illustrated how this model could be implemented using spreadsheet software for ease of use.     

k-Factors and Spanning Subgraph in Graphs

In this paper, we discussed k-factors and spanning subgraph, and propose a conjecture which will lead to a series of important conclusion.     

随机变量和模型及其实证研究

对于敏感性问题,无法采用直接问答的方式进行调查。本文研究了随机变量和模型,并将该模型应用到药店利润率调查中;在具体操作上,为节约经费与提高精度,对每个个体采集两次数据;为进一步满足被调查者对药店利润率的保密心理,对由指数分布生成的随机数,统一加上一个较大的数,以使被调查者看到的随机数远大于药店的毛利百分数。最后根据调查数据,利用随机和模型给出了药店毛利百分数的均值、方差以及分位点。     

基于航段需求计算网络竞价的近似动态规划方法

竞价控制是收益管理中广泛应用的一种存量控制方法.将网络存量控制问题描述为一个动态规划模型,通过状态向量的一个仿射函数近似动态规划的最优值函数,并且在航段水平上考虑随机需求,最终得到一个计算网络竞价所需的确定性线性规划(DLP),相对于标准的DLP,这个DLP得到了更接近于动态规划最优值的上界.给出了一个列生成算法用于求解这个DLP,并提供了模拟算例,计算结果表明可获得比标准的DLP方法更好的收益.     

我国出口外溢效应的经验研究

通过对外贸易来促进经济增长的战略日益受到重视,很多学者对此进行了定量研究。本文在菲德模型基础上建立了测量出口外溢性的动态模型,并使用中国的经济数据对我国出口生产外溢效应进行了实证分析,得出了我国出口部门生产外溢性不明显和边际要素生产率低下的实证结论。本文对实证结论进行了分析,并提出了相应的政策建议。