识别准则及其应用

针对模糊综合评判中使用最大属性准则可能得到不合理的结论，提出置信度准则作为新的识别准则，实例说明其更加合理，并引入评分准则作为推广。     

解线性不适定方程隐式迭代法的r-步拟残差准则

本文给出了解不适定算子方程隐式迭代法后验选取步数的一类准则,称为r-步拟残差准则,证明了它们总导致最佳收敛阶.这类准则包含著名的Morozov残差准则和Gfrerer准则作为特例.     

Q准则下的最优double设计

最近,Q准则被用来研究设计在模型未知前提下的投影效率,并用它作为因子筛选准则来筛选最优的设计.本文里,我们将讨论double设计D(d)与其初始设计d的Q准则之间的联系.     

一阶回归模型下Q和Q_B准则的几个结果

在试验设计中,一阶回归模型通常被作为合格拟合模型用来从众多因子中筛选出效应显著的特殊因子,而Q和Q_B准则能够比较简单地从大量的合格拟合模型中找出具有最优性质的设计.主要探讨了当拟合模型为一阶回归模型时,二水平的初始设计d与其Double设计(d d d -d)在Q和Q_B准则下的最优关系.给出了初始设计d的Q和Q_B值与其Double设计的Q和Q_B值之间的解析关系,从而得到在Q或Q_B准则下如果初始设计d是最优的,那么其Double设计也是最优的.此外,也分别给出了初始设计d及其Double设计的Q值和Q_B值的一个下界.     

平面应力状态断裂强度的椭圆准则分析

简要分析了近年来提出的一个断裂准则——椭圆准则的基本特征,导出了它在主应力坐标系下的基本方程.根据所导出的基本方程,获得了平面应力条件下椭圆准则理论断裂强度曲线的完整描述关系,并分析讨论了破坏发生的方位及断裂形式与材料本征力学性质参数之间的联系.与既有理论结果及实验现象的对比解释了椭圆准则在材料相关参数确定方面的局限性.当应力状态相关材料特征参数在拉伸区和压缩区均作为常数时,获得了铸铁和混凝土平面应力状态下的断裂强度曲线.与相关实验数据的对比表明,它们在拉伸区能较好地吻合,但压缩区的差异十分显著,进一步证实了材料特征参数随应力状态变化规律对椭圆准则发展的必要性.     

Gauss因果模型中因果效应识别方法的比较

一个Gauss因果模型中常常存在不只一种识别因果效应的方法, 不同的方法对应的估计可能不同. 该文对Pearl等人提出的前门准则, 后门准则,工具变量准则等识别方法的估计精度进行了分析比较, 并给出了相应的模拟结果, 为实践中选择更优的识别准则提供了依据.     

Kolmogorov-Tamarkin紧性定理的推广

本文研究了Kolmogorov-Tamarkin的紧性问题.利用鞅收敛定理,获得了任意测度空间上的Lp空间中紧集的判别准则,推广了Lp(Rd,dx)集合为紧集的Kolmogorv-Tamarkin准则.     

最优预测与因果关系检验

本文从信息论角度出发 ,给出了一个新的准则 ,并且证明在正态假设条件下 ,此时的最优预测与最小二乘意义下的最优预测相同 .最后 ,将此准则应用到因果关系的检验     

求解方程的迭代过程中算法停止准则的讨论

分析了在求解方程的迭代过程中,算法中常用单一停止准则的不足,并给出了一些组合的停止准则,数值实验表明,这些停止准则是有效的.     

双准则广义DEA模型及其模糊解法

针对单准则广义DEA模型在评价决策单元有效性时的局限性,从输入和输出两个角度同时考虑,建立了双准则广义DEA模型,并应用模糊数学理论给出其求解方法.     

JOINT MODEL AND CRITERION OPTIMAL EXPERIMENT DESIGN

In this paper,a new optimal design criterion--joint model and criterion optimal de-sign criterioon is put forward. The design that is subject to this criterion satisfies many kinds of lin-ear optimal criterion and D-optimal criterion on several experiment models at the same time. Theequivalent condition of this optimal design is given. Its iterative algorithm and the algorithm cover-genee are stated.     

Hurwicz model of uncertain optimal control with jump

How to choose the optimization criterion of the objective function is an important issue for uncertain optimal control. The Hurwicz criterion is a flexible optimization criterion attempting to find the intermediate area between the extremes posed by the optimistic and pessimistic criteria. Based on uncertainty theory, in this paper, we establish a new uncertain optimal control model with jump by making use of Hurwicz criterion to optimize an uncertain objective function. By applying Bellman's principle of optimality, the principle of optimality for the proposed model is presented and then the equation of optimality is derived. Finally, an example is given to show the the effectiveness of the results obtained.     

The Condorcet criterion and committee selection

Recent studies have evaluated election procedures on their propensity to select committees that meet a Condorcet criterion. The Condorcet criterion has been defined to use majority agreement from voters' preferences to compare the selected committee to all other committees. This study uses a different definition of the Condorcet criterion as defined on committees. The focus of the new definition is on candidates. That is, we consider majority agreement on each candidate in the selected committee as compared to each candidate not in the selected committee.This new definition of the Condorcet criterion allows for the existence of majority cycles on candidates within the selected committee. However, no candidate in the non-selected group is able to defeat any candidate in the selected committee by majority rule. Of particular interest is the likelihood that a committee meeting this Condorcet criterion exists. Attention is also given to the likelihood that various simple voting procedures will select a committee meeting this Condorcet criterion when one does exist.     

允许投资组合条件下概率准则

概率准则具有一定的现实意义，其投资决策是以期望贴现资产为导向的．本文讨论了完备标准动态金融市场中在允许投资组合条件下的概率准则问题，得到了准则函数，贴现资产过程以及最优允许投资组合过程的解析表达式．期望贴现资产越大，准则函数越小。     

确定聚类数目的一个准则

Aiming to provide an appropriate number K of clusters, in this paper, we propose a new criterion function - H criterion function, whose three properties have also been proved. We validate the performance of the H criterion function on one artificial dataset and three real-world datasets, and the results are almostly consistent with a previous method. The nonparametric criterion we proposed is intuitive, simple and the computational cost is acceptable.     

Optimality conditions in set optimization employing higher-order radial derivatives

There are two approaches of defining the solutions of a set-valued optimization problem:vector criterion and set criterion.This note is devoted to higher-order optimality conditions using both criteria of solutions for a constrained set-valued optimization problem in terms of higher-order radial derivatives.In the case of vector criterion,some optimality conditions are derived for isolated (weak) minimizers.With set criterion,necessary and sufficient optimality conditions are established for minimal solutions relative to lower set-order relation.     

On a mild generalization of the Schönemann - Eisenstein - Dumas irreducibility criterion

We state a mild generalization of the classical Schönemann and Eisenstein- Dumas irreducibility criterion in ?[x] and provide an elementary proof. In the end of the paper, we also provide a concrete example of a polynomial which is irreducible by the main result of the paper but whose irreducibility does not follow from existing criteria.