中国能源强度与经济结构变化特征研究

中国经济持续增长伴随着能源强度下降的特征引起部分学者对中国经济增长和能源消费数据真实性的怀疑，因此，对中国能源强度变化特征进行研究具有重要的现实意义。迄今为止，对中国经济结构变动如何影响能源强度变化仍然缺少定量研究。本文分析了中国能源强度的变化趋势，说明其前后趋势基本上是一致、合理的。以此为基础，将能源强度变化分解为结构份额和效率份额，提出了结构份额和效率份额的计算方法，对我国能源强度变化中的结构份额和效率份额进行了定量分析，结构表明：1998—2000年间，我国能源强度下降的主要动力来自于各产业能源利用效率的提高，其中工业能源强度下降是总体能源强度下降的主要原因。  

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be ``embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem. Accepted 24 November 1999  

Benson Proper Efficiency in the Vector Optimization of Set-Valued Maps

This paper extends the concept of cone subconvexlikeness of single-valued maps to set-valued maps and presents several equivalent characterizations and an alternative theorem for cone-subconvexlike set-valued maps. The concept and results are then applied to study the Benson proper efficiency for a vector optimization problem with set-valued maps in topological vector spaces. Two scalarization theorems and two Lagrange multiplier theorems are established. After introducing the new concept of proper saddle point for an appropriate set-valued Lagrange map, we use it to characterize the Benson proper efficiency. Lagrange duality theorems are also obtained  

Shuffled complex evolution approach for effective and efficient global minimization

The degree of difficulty in solving a global optimization problem is in general dependent on the dimensionality of the problem and certain characteristics of the objective function. This paper discusses five of these characteristics and presents a strategy for function optimization called the shuffled complex evolution (SCE) method, which promises to be robust, effective, and efficient for a broad class of problems. The SCE method is based on a synthesis of four concepts that have proved successful for global optimization: (a) combination of probabilistic and deterministic approaches; (b) clustering; (c) systematic evolution of a complex of points spanning the space, in the direction of global improvement; and (d) competitive evolution. Two algorithms based on the SCE method are presented. These algorithms are tested by running 100 randomly initiated trials on eight test problems of differing difficulty. The performance of the two algorithms is compared to that of the controlled random search CRS2 method presented by Price (1983, 1987) and to a multistart algorithm based on the simplex method presented by Nelder and Mead (1965).This work was partially funded by the National Science Foundation, Grant ECE-86-10584, and by the National Weather Service, Grant NA85AA-H-HY088.  

赋范线性空间集合的严有效点

本文引入一个新的有效点概念一严有效点,它是Borwein超有效点的推广.此外还讨论了严有效点的基本性质:存在性条件、纯量化特征、稠密性定理以及与Borwein超有效点的关系.  

Profit, Directional Distance Functions, and Nerlovian Efficiency

The directional technology distance function is introduced, given an interpretation as a min-max, and compared with other functional representations of the technology including the Shephard input and output distance functions and the McFadden gauge function. A dual correspondence is developed between the directional technology distance function and the profit function, and it is shown that all previous dual correspondences are special cases of this correspondence. We then show how Nerlovian (profit-based) efficiency measures can be computed using the directional technology distance function.  

Nearly Subconvexlike Set-Valued Maps and Vector Optimization Problems

This paper gives several characterizations of nearly subconvexlike set-valued maps (see Ref. 1) and shows that a weakly efficient solution and a Benson properly efficient solution of a vector optimization problem with nearly-subconvexlike objectives and constraints can be expressed in terms of saddle points defined in a suitable sense.  

中国粮食生产技术效率的实证研究--随机前沿面生产函数的应用

本文使用我国1992、1995年和1999年三年的县(市)级数据,采用超越对数随机前沿面生产函数,研究了我国粮食生产技术效率的空间分布和影响因素。发现:(1)技术效率在地理空间上的分布是不均衡的,呈现出南高北低的格局:(2)从92年到99年,全国平均技术效率大约下降1%,且效率分布的变异性似乎有加大的趋势;(3)农业生产的自然条件和一些社会经济因素对粮食生产的技术效率有着显著的影响。  

证券组合选择的有效子集

本文引进证券组合选择的有效子集概念。有效子集可取代原有的基本证券集来生成Markowitz有效组合前沿。本文给出一个证券集的子集是全集的有效子集的充要条件。在理论上，这是一条新的k-基金分离定理；在实际应用上，这有可能用来减少计算有效组合前沿的计算量。  

集值映射多目标规划的K-T最优性条件

讨论集值映射多目标规划(VP)的最优性条件问题.首先,在没有锥凹的假设下,利用集值映射的相依导数,得到了(VP)的锥--超有效解要满足的必要条件和充分条件.其次,在锥凹假设和比推广了的Slater规格更弱的条件下,给出了(VP)关于锥--超有效解的K--T型最优性必要条件和充分条件.