平衡规划问题的熵函数方法及其在混合交通流中的应用

将参变极值问题的极大熵函数方法应用到求解平衡规划问题中,通过先验分布信息和Kullback熵概念,给出了平衡规划问题基于Kullback熵表示的熵函数求解方法,并将平衡规划的极大熵函数方法应用于求解混合交通平衡分配问题．     

一类Lagrangian对偶问题的零对偶间隙性质及其最优路径的收敛性

针对一般的非线性规划问题,利用某些Lagrange型函数给出了一类Lagrangian对偶问题的一般模型,并证明它与原问题之间存在零对偶间隙．针对具体的一类增广La- grangian对偶问题以及几类由非线性卷积函数构成的Lagrangian对偶问题,详细讨论了零对偶间隙的存在性．进一步,讨论了在最优路径存在的前提下,最优路径的收敛性质．     

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 the properties of solutions to the Goursat-Darboux problem with boundary and distributed controls

We consider a control system described by the Goursat-Darboux equation. The system is controlled by distributed and boundary controls. The controls are subject to the constraints given as multivalued mappings with closed, possibly nonconvex, values depending on the phase variable. Alongside the initial constraints, we consider the convexified constraints and the constraints whose values are the extreme points of the convexified constraints. We study the questions of existence of solutions and establish connections between the solutions under various constraints.     

解约束优化问题的QP-free可行域方法

本文利用一个新的分片线性NCP函数提出一个新的可行的QP-free方法解非线性不等式约束优化问题.不同于其他的QP-free方法,这个方法只考虑在工作集中的约束函数,工作集是积极集的一个估计,因此子问题的维数不是满秩的.这个方法可行的并且不需假定严格互补条件、聚点的孤立性得到算法的全局收敛性,并且积极约束函数的梯度不要求线性独立的,其中由拟牛顿法得到的子矩阵不需要求一致正定性.     

The fixed point property for multivalued nonexpansive mappings

We show some properties concerning geometrical constants of Banach spaces which imply the existence of fixed points for multivalued nonexpansive mappings and we study the relationship between these properties.     

不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

Examples of non-Kähler Hamiltonian circle manifolds with the strong Lefschetz property

In this paper we construct six-dimensional compact non-Kähler Hamiltonian circle manifolds which satisfy the strong Lefschetz property themselves but nevertheless have a non-Lefschetz symplectic quotient. This provides the first known counterexamples to the question whether the strong Lefschetz property descends to the symplectic quotient. We also give examples of Hamiltonian strong Lefschetz circle manifolds which have a non-Lefschetz fixed point submanifold. In addition, we establish a sufficient and necessary condition for a finitely presentable group to be the fundamental group of a strong Lefschetz manifold. We then use it to show the existence of Lefschetz four-manifolds with non-Lefschetz finite covering spaces.     

BOUNDEDNESS OF FRACTIONAL INTEGRALS IN HARDY SPACES WITH NON-DOUBLING MEASURE - In Memory of Professor Sun Yongsheng

Let μ be a Borel measure on Rd which may be non doubling. The only condition that μ must satisfy is μ(Q) ≤ col(Q)n for any cube Q () Rd with sides parallel to the coordinate axes and for some fixed n with 0 ＜ n ≤ d. The purpose of this paper is to obtain a boundedness property of fractional integrals in Hardy spaces H1 (μ).     

Characterization and recognition of generalized clique-Helly graphs

Let p?1 and q?0 be integers. A family of sets F is (p,q)-intersecting when every subfamily F^′⊆F formed by p or less members has total intersection of cardinality at least q. A family of sets F is (p,q)-Helly when every (p,q)-intersecting subfamily F^′⊆F has total intersection of cardinality at least q. A graph G is a (p,q)-clique-Helly graph when its family of (maximal) cliques is (p,q)-Helly. According to this terminology, the usual Helly property and the clique-Helly graphs correspond to the case p=2,q=1. In this work we present a characterization for (p,q)-clique-Helly graphs. For fixed p,q, this characterization leads to a polynomial-time recognition algorithm. When p or q is not fixed, it is shown that the recognition of (p,q)-clique-Helly graphs is NP-hard.