Determining the Optimal Reserve Capacity Margin in Electricity Supply: A Note

The operational reserve capacity margin in electricity is usually determined on the basis of engineering considerations and past experience. The economic theory for optimal pricing offers certain rules for deciding about capacity margins, but the underlying assumptions are strong and restrictive. This paper attempts to determine the optimal reserve capacity margin according to the relative costs, to the firm and to society, of supply shortages. It takes into account the difference between capacity and energy costs and quantifies their impact on the capacity margin.     

Decision analysis in the energy sector

An optimization model has been developed primarily for the planning of the national energy system. It is also shown, however, that the model can be used as a tool for decision analysis.

The dynamic linear programming mini-model includes four primary energy sources and three forms of secondary energy. Decision variables include investment as well as production activities in the refining, conversion, and transmission of energy. The model contains 186 columns and 226 rows. The objective function is the discounted sum of costs of fuels, investments, operating costs, and under-utilized capacity. The model has been used to analyse decisions in the Turkish energy sector for the years 1960-1975, and possible developments for the period 1980-1995.

Through the use of this model, the underlying assumptions concerning the import prices of petroleum have been analysed, as well as the impact of a delay in the construction of a large hydro project. Furthermore, the effect of the shadow costs of foreign currency, the consequences of rapid industrialization, rapid economic growth, and substitution among fuels have been investigated. The model is currently being used for the analysis of possible nuclear strategies for Turkey.     

Multiobjective optimization in a pseudometric objective space as applied to a general model of business activities

It is shown that finding the equivalence set for solving multiobjective discrete optimization problems is advantageous over finding the set of Pareto optimal decisions. An example of a set of key parameters characterizing the economic efficiency of a commercial firm is proposed, and a mathematical model of its activities is constructed. In contrast to the classical problem of finding the maximum profit for any business, this study deals with a multiobjective optimization problem. A method for solving inverse multiobjective problems in a multidimensional pseudometric space is proposed for finding the best project of firm’s activities. The solution of a particular problem of this type is presented.     

Effective matrix formalism for singularity analysis of differential equations and new intergrable system in nonlinear elasticity

We introduce a simple matrix formalism for Taylor series and generalized Laurent series that can be used for implementing the Taylor method for nonlinear ODEs and singularity analysis of differential equations. Advantages of this approach over conventional techniques are shown on model examples. Surprisingly, the same formalism can be used for proving C-integrability of a 3D model in nonlinear elasticity. An alternative proof is obtained by using similarity between the model in nonlinear elasticity and the classic Pohlmeier-Lund-Regge model from high energy physics. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal investment policy of an insurance firm

In this paper we consider an investment problem by an insurance firm. As in the classical model of collective risk, it is assumed that premium payments are received deterministically from policyholders at a constant rate, while the claim process is determined by a compound Poisson process. We introduce a conversion mechanism of funds from cash into investments and vice versa. Contrary to the conventional collective risk model we do not assume a ruin barrier. Instead we introduce conversion costs to account for the problems implicit in reaching the zero boundary. The objective of the firm is to maximize its net profit by selecting an appropriate investment strategy. A diffusion approximation is suggested in order to obtain tractable results for a general claim size distribution.     

On the complexity and analysis of auxetic systems

A challenge in creating a model for an auxetic system based on a formalism that is fully computable, is the aim of this paper. Two major levels of complexity are discussed in a way of understanding the structure and processes that define an auxetic system. The auxeticity and structural complexity are interpreted in the light of Cosserat elasticity which admits degrees of freedom not present in classical elasticity, i.e. the rotation of points in the material, and a couple per unit area or the couple stress. The Young'modulus computing for a laminated periodic system made up of alternating aluminum and an auxetic material is an example of computing complexity. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

基于产业结构和能源视角的浙江省经济增长的实证分析

本文从Solow模型出发,同时将产业结构、能源和对外贸易因子纳入到Cobb-Douglas生产函数中,建立主成分回归模型,实证研究了产业结构和能源消费对经济增长的作用程度.本文同时基于能源与产业结构的分析,是对已有研究的一次有益尝试.回归结果显示:产业结构因素和能源因素对浙江省经济增长较其他因素具有较强的正向带动作用.最后,本文给出了相关建议,建议相关部门尤其要做好产业结构优化升级与能源消费结构优化的"两手抓"工作。     

车站咽喉通过能力可视化计算集成系统的研究

在对国内外咽喉道岔通过能力计算方法比较与分析基础上 ,论文提出了车站咽喉通过能力可视化计算集成系统的系统结构和功能设计 ,应用图论和网络优化技术对车站咽喉布置、咽喉及车站作业过程进行抽象建模 ,建立了咽喉作业占用安排网络优化和咽喉作业能力的复合递阶决策模型 .该研究综合运用上述模型、算法、计算机信息处理技术和图形技术 ,可视化模拟咽喉作业情况 ,实现了核心基础数据计算机模拟采集、作业优化安排和最大可实现能力的查定及优化 ,并将结果以图形方式输出 .通过实例验证表明 ,计算结果合理可信 ,可用于车站咽喉能力的评价检验 .     

Supporting reliability engineers in exploiting the power of Dynamic Bayesian Networks

In this paper, we present an approach to reliability modeling and analysis based on the automatic conversion of a particular reliability engineering model, the Dynamic Fault Tree (DFT), into Dynamic Bayesian Networks (DBN). The approach is implemented in a software tool called RADYBAN (Reliability Analysis with DYnamic BAyesian Networks). The aim is to provide a familiar interface to reliability engineers, by allowing them to model the system to be analyzed with a standard formalism; however, a modular algorithm is implemented to automatically compile a DFT into the corresponding DBN. In fact, when the computation of specific reliability measures is requested, classical algorithms for the inference on Dynamic Bayesian Networks are exploited, in order to compute the requested parameters. This is performed in a totally transparent way to the user, who could in principle be completely unaware of the underlying Bayesian Network. The use of DBNs allows the user to be able to compute measures that are not directly computable from DFTs, but that are naturally obtainable from DBN inference. Moreover, the modeling capabilities of a DBN, allow us to extend the basic DFT formalism, by introducing probabilistic dependencies among system components, as well as the definition of specific repair policies that can be taken into account during the reliability analysis phase. We finally show how the approach operates on some specific examples, by describing the advantages of having available a full inference engine based on DBNs for the requested analysis tasks.     

A multisymplectic framework for classical field theory and the calculus of variations II: space + time decomposition

In a previous paper I laid the foundations of a covariant Hamiltonian framework for the calculus of variations in general. The purpose of the present work is to demonstrate, in the context of classical field theory, how this covariant Hamiltonian formalism may be space + time decomposed. It turns out that the resulting “instantaneous” Hamiltonian formalism is an infinite- dimensional version of Ostrogradski 's theory and leads to the standard symplectic formulation of the initial value problem. The salient features of the analysis are: (i) the instantaneous Hamiltonian formalism does not depend upon the choice of Lepagean equivalent; (ii) the space + time decomposition can be performed either before or after the covariant Legendre transformation has been carried out, with equivalent results; (iii) the instantaneous Hamiltonian can be recovered in natural way from the multisymplectic structure inherent in the theory; and (iv) the space + time split symplectic structure lives on the space of Cauchy data for the evolution equations, as opposed to the space of solutions thereof.     

委托代理冲突下的企业投融资决策

采用实物期权与均衡定价理论,研究委托-代理冲突下的企业投融资决策问题.考虑管理者拥有企业投融资决策权时,其如何同时选择投资时机、投资规模及资本结构.分析了管理者持股与项目风险(不确定性)对企业非效率投融资的影响.数值分析表明:给定资本结构下,杠杆企业管理者决策的投资时机与投资规模变化呈现出负相关;对比于纯股权融资企业,杠杆企业管理者加速了投资期权的执行并增大了投资规模;财务杠杆率是管理者持股比例的U形函数,且管理者持股比例的增大,会加速投资期权的执行、增大投资规模与债务融资规模,并降低代理成本;项目风险的增大会导致企业投资时机、投资规模、债务融资规模和代理成本增大及财务杠杆率降低.     

Optimum excess-loss reinsurance: a dynamic framework

The purpose of this article is to consider a two firms excess-loss reinsurance problem. The first firm is defined as the direct underwriter while the second firm is the reinsurer. As in the classical model of collective risk theory it is assumed that premium payments are received deterministically from policyholders at a constant rate, while the claim process is determined by a compound Poisson process. The objective of the underwriter is to maximize the expected present value of the long run terminal wealth (investments plus cash) of the firm by selecting an appropriate excess-loss coverage strategy, while the reinsurer seeks to maximize its total expected discounted profit by selecting an optimal loading factor. Since both firms' policies are interdependent we define an insurance game, solved by employing a Stackelberg solution concept. A diffusion approximation is used in order to obtain tractable results for a general claim size distribution. Finally, an example is presented illustrating computational procedures.     

电信技术选择管制的突变模型

"追捧效应"、"市场锁定"一直是电信产业技术选择的奇特现象,突发性的变化后是持续性的稳定,电信技术市场突发性的变革令传统经济分析难以找到解释的途径.系统理论的最新研究成果同时表明,以均衡分析研究经济是不足以反映客观现实的.电信技术的迅猛发展,动态化特征加剧,更使均衡分析没有用武之地.以系统论的观点分析电信产业技术的市场化突变是本文的主要内容.通过建构电信技术选择管制的突变模型,得出电信技术选择突变产生的系统条件.     

错列平行双跑道容量评估模型研究

为给错列平行双跑道优化运行给出建议,介绍了平行双跑道的定义和种类:分析了平行双跑道容量影响因素、运行模式、航班流特性,针对航班流均相关且进港航空器按照相关平行进近运行的情况,结合经典时空图,建立了错列平行双跑道均混合运行时的容量评估模型.通过归类统计分析和编程的方法对模型进行实例验证计算.计算结果与管制员实际估算结果相匹配.     

Forecast Accuracy: The Financial Benefits to a Small Airline

This paper assesses possible gains to be made from increasing forecast accuracy. It examines the financial return from improving passenger revenue forecasts for a small airline, both in theory assuming ‘optimal’ cash management and in practice using policies currently in operation in the firm. It concludes that the gains are unlikely to outweigh the costs, that greater returns are likely to be available through better cash management and that the nature of forecast errors must be considered along with their size.     

Different canonical formulations of Einstein’s theory of gravity

We describe the four most famous versions of the classical canonical formalism in the Einstein theory of gravity: the Arnovitt-Deser-Misner formalism, the Faddeev-Popov formalism, the frame formalism in the usual form, and the frame formalism in the form best suited for constructing the loop theory of gravity, which is now being developed. We present the canonical transformations relating these formalisms. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 148, No. 1, pp. 143–160, July, 2006.     

模糊一次方程求解的实际研究

传统的加法,减法,乘法和除法运算都属于自然运算,因此不能用于区间数（interval）的分析中,故需要进一步研究区间数的特殊的运算规律。本文介绍模糊集合理论中的区间数进行加、减、乘、除等特殊的算术运算规律为基础,主要介绍并提出模糊一次方程bx＋a=c的求解过程及方法,并给出其模糊方程的解。     

A note on the equilibria of an economic model with local competition “à la Cournot”

Guirao and Rubio (2010) [12] introduce an economic model, which generalizes the classical duopoly of Cournot type, where the competitors are located around a circle or a line and each firm competes “à la Cournot” with its right and left neighboring. For the case of having three and four players, we describe completely the bifurcations of equilibria in terms of the production costs of each firm and we study the stability of them. Moreover, for the case of four players we provide some information on the two-periodic orbits of the system.     

Blackmailing the mayor: Using semi-formal state-based game theory methods to inform a security situation

Security situations, with their combination of personal threat, difficulties of observation of that threat and apparent unpredictability present particular difficulties for decision support. Candidate decision support approaches deriving from behavioural analysis (security studies) or economic game theory are either too specific to be easily transferred or too general to provide appropriate action and sensemaking plans for security advisers. An application of a business strategy tool for conflict analysis between companies (Powergraph) is made to a real-life security situation, that of the blackmail of a regional politician in Southern Europe. The method can be seen to provide a promising basis for real-time support in such situations.     

基于主成分分析的新能源储能企业技术创新能力研究

基于科技创新投入、产出、支撑和转化等四个影响因素,构建新能源储能企业科技创新能力评价模型,并运用主成分分析法和聚类分析法,对我国主要新能源储能企业的科技创新能力进行分析和评价．分析表明,我国新能源储能企业科技创新的能力主要取决于经费投入和科研能力两大因素．新能源企业科技创新的研发经费投入、科研人员配备、科研成果等方面,与国外企业相比差距大,科技创新能力亟待提高．