Maximum Principle for a Stochastic Optimal Control Problem and Application to Portfolio/Consumption Choice

We consider mainly an optimal control problem motivated by a portfolio and consumption choice problem in a financial market where the utility of the investor is assumed to have a given homogeneous form. A Pontryagin local maximum principle is obtained by using classical variational methods. We apply the result to make optimal portfolio and consumption decisions for the problem under consideration. The optimal selection coincides with the one obtained in Refs. 1 and 2, where the Bellman dynamic programming principle was used.     

Cooperative games of choosing partners and forming coalitions in the marketplace

Two games of interacting between a coalition of players in a marketplace and the residual players acting there are discussed, along with two approaches to fair imputation of gains of coalitions in cooperative games that are based on the concepts of the Shapley vector and core of a cooperative game. In the first game, which is an antagonistic one, the residual players try to minimize the coalition's gain, whereas in the second game, which is a noncooperative one, they try to maximize their own gain as a coalition. A meaningful interpretation of possible relations between gains and Nash equilibrium strategies in both games considered as those played between a coalition of firms and its surrounding in a particular marketplace in the framework of two classes of n-person games is presented. A particular class of games of choosing partners and forming coalitions in which models of firms operating in the marketplace are those with linear constraints and utility functions being sums of linear and bilinear functions of two corresponding vector arguments is analyzed, and a set of maximin problems on polyhedral sets of connected strategies which the problem of choosing a coalition for a particular firm is reducible to are formulated based on the firm models of the considered kind.     

生存分析中乘积限估计的大样本性质

生存分析中，人们关心的问题之一是利用不完全的寿命调查数据估计生物折寿命分布。在实际问题中，比较常见的不完全数据包括右删失数据，左截断数据和左截断右删失数据。利用这三种数据估计寿命分布时，常用的统计量是乘积限估计。于是，乘积限估计的大样本性质的研究一直受到关注。本文就这方面的研究近况做一比较系统的论述。     

关于可交换随机变量序列的重对数律

本文讨论了可交换随机变量序列{Xn:n≥1}的重对数律。     

转动系统的相对论性分析力学理论

本文讨论了转动相对论力学理论，主要是建立转动系统的相对论性分析力学理论·构造转动系统的相对论性广义动能函数Ｔｒ＝∑ｎｉ＝１Ｉ０ｉΓｉ２（１－１－θ·２ｉ／Γｉ２）和广义加速度能量函数Ｓｒ＝１２∑ｎｉ＝１Ｉｉ（θ·ｉ·θ¨ｉ）２Γｉ２－θ·２ｉ＋θ¨２ｉ，给出其Ｈａｍｉｌｔｏｎ原理和三种不同形式的Ｄ′Ａｌｅｍｂｅｒｔ原理；对于完整约束系统，建立了转动系统的相对论性Ｌａｇｒａｎｇｅ方程、Ｎｉｅｌｓｅｎ方程、Ａｐｐｅｌ方程和Ｈａｍｉｌｔｏｎ正则方程；对于非完整约束系统，建立了转动系统的相对论性Ｒｏｕｔｈ方程、Чаплыгин方程、Ｎｉｅｌｓｅｎ方程和Ａｐｐｅｌ方程；并给出转动系统的相对论性Ｎｏｅｔｈｅｒ守恒律     

环形线电荷的电场分布

给出了圆环形线电荷电场分布的理论公式，并利用计算机计算出其具体分布规律。     

区间判断的凸锥模型与排序方法

本文用凸锥模型对层次分析法中区间判断条件下的排序问题进行研究，给出了权重向量的合理算法．并对区间判断下权重向量的合理位置，产生逆序的可能性等重要问题进行了探讨和研究，给出了计算实例．     

L-fuzzy拓扑空间的层浓度

在Ｌ－ｆｕｚｙ拓扑学中引入了层稠密集、层第一纲集、层Ｂａｉｒｅ空间、层浓度、及层可分空间等概念，研究了它们的基本性质，讨论了它们与分明拓扑学中相应概念的关系．     

让世界跳跃的人--马克思*普朗克

回顾了普朗克在物理学上的贡献和对爱因斯坦的帮助，挖掘了他的物理思想，得到对他公正的认识．