一类新的水平值估计方法的全局最优性条件研究

本文提出全局优化的一类新的水平值估计方法,研究了方差方程的根与原始问题的最优值之间的等价性,并通过v-方差函数的研究,得出了相应的最优性条件.     

多值KM_1M_2生成器的概率模型(英文）

This paper constructs the probability model of the multi-valued KM_1M_2 clock controlled generator,and discusses the probability distributing,homogeneous Markov property,ergodic property,strict placidity,numeral character and the property of large numbers of the random variables with this kind of output sequence.It gets the probability formula of the coincidence of the output sequence with the input sequence,and gives important reference to the design and analysis of the multi-valued key stream clock controlled generator in cryptography.     

关于Netessine和Rudi库存模型中目标函数的一点注记

Netessine and Rudi(2003)consider a consumer-driven substitution problem with an arbitrary number of products under both centralized management and competition.They obtain analytically tractable solutions,establish concavity of the objective function,i.e.,the expected profit function generated by each product and uniqueness of the equilibrium for the decentralize case.For the centralized case,they indicate that the objective function,i.e.,the expected profit function,might not be concave and not even quasiconcave.In this note we show,for the centralize case,that the objective function is submodular,and partially venfy Netessine and Rudi's observation that the objective function be unimodal in each of the decision variables for some case.     

A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems

We present a nonrandom version of the Multiplicative Ergodic (Oseledec) Theorem for a nonlinear stochastic dynamical system on a smooth compact Riemannian Manifold M. This theorem characterises the a.s. asymptotic behaviour of the derivative system. Our approach (based on work of Furstenberg and Kifer, who deal with a linear system) is to consider an associated system on the projective bundle over M and to relate the behaviour of the theorem to the ergodic behaviour of this system. When the system has no random element, our work reduces to an alternative approach to the Multiplicative Ergodic Theorem for a diffeomorphism of M.     

Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming

We discuss methods for the solution of a multi-stage stochastic programming formulation for the resource-constrained scheduling of clinical trials in the pharmaceutical research and development pipeline. First, we present a number of theoretical properties to reduce the size and improve the tightness of the formulation, focusing primarily on non-anticipativity constraints. Second, we develop a novel branch and cut algorithm where necessary non-anticipativity constraints that are unlikely to be active are removed from the initial formulation and only added if they are violated within the search tree. We improve the performance of our algorithm by combining different node selection strategies and exploring different approaches to constraint violation checking.     

图上Nordhaus-Gaddum型的符号全控制数的界

函数f:V(G)→{-1,1}称为图G的符号全控制函数,如果对每一个开邻域集上的点的函数值的和都大于等于1.符号全控制函数的权值是指图中所有点的函数值的求和.图的符号全控制数为图中所有符号全控制函数的最小权值.令G表示图G的补图.在该文中,我们研究符号全控制数的Nordhaus-Gaddum型不等式,给出了路与其补图的符号全控制数和的上界,以及图与其补图的符号全控制数和的下界.     

Applications of the ergodic iteration theorem

I prove several natural preservation theorems for the countable support iteration. This solves a question of Ros?anowski regarding the preservation of localization properties and greatly simplifies the proofs in the area (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

证券市场上含有多个基金时的最优投资策略

本文研究了证券市场中包含多个基金和股票时的均值-方差最优投资决策模型,得到了最优投资组合的解析表达形式,以及对应的投资有效前沿,证明了两基金分离问题,由于最优解是不唯一的,进而讨论了最优解集合的结构,并对实例进行计算与分析。     

一种求解分类问题的新算法

本文提出了基于支持向量回归机(SVR)的一种新分类算法.它和标准的支持向量机(SVM)不同:标准的支持向量机(SVM)采用固定的模度量间隔且最优化问题与参数有关.本文中我们可以用任意模度量间隔,得到的最优化问题是无参数的线性规划问题,避免了参数选择.数值试验表明了该算法的有效性.