PPS样本的轮换抽样

本文介绍了一些不等概连续抽样的方案。文中叙述了在两个不同时间的DesRaj和L .Kish的处理方法。同时给出了这一问题的新的处理方案     

基于二相抽样的PPS二阶抽样

研究初级单元大小未知时基于二相抽样的PPS二阶抽样，给出总体总值的估计量，估计量的方差及方差的估计量。     

Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control

This paper considers the problem of maximizing the probability of attaining a prescribed count of arrivals generated by a point process, by controlling its intensity. Our analysis shows the existence of optimal intensity switching times that are affine in the arrival count, thereby contributing to the literature on the optimality of affine policies. The optimal intensity control law is established, along with closed-form expressions for its numerical parameters. Several properties of the value function are listed as well.     

On fuzzy goals and maximizing decisions in stochastic optimal control

Fuzzy set theory has developed significantly in a mathematical direction during the past several years but few applications have emerged. This paper investigates the role of fuzzy set theory in certain optimal control formulations. In particular, it is shown that the well-known quadratic performance criterion in deterministic optimal control is equivalent to the exponential membership function of a certain fuzzy decision (set). In a stochastic setting, similar equivalences establish new definitions for “confluence of goals” and “maximizing decision” in fuzzy set theory. These and other definitions could lead to the development of a more applicable theory of fuzzy sets.     

On the existence of an optimal solution of the epsilon variational problem

It has been shown that known sufficient conditions for existence of optimal control imply existence of an optimal solution of the nondynamic epsilon variational problem as formulated by Balakrishnan.This work forms a part of the doctoral dissertation submitted by the author in early 1969 at UCLA and was supported in part by the Air Force Office of Scientific Research under Grant No. 69–1646. The author expresses his gratitude to Professor A. V. Balakrishnan for many useful discussions in the preparation of this work.     

Recovering an optimal LP basis from an optimal dual solution

Given a linear program, we describe an approach for crossing over from an optimal dual solution to an optimal basic primal solution. It consists in restricting the dual problem to a small box around the available optimal dual solution then, resolving the associated modified primal problem.     

Exact solution for an optimal impermeable parachute problem

In the paper there are solved direct and inverse boundary problems and analytical solutions are obtained for optimization problems in the case of some nonlinear integral operators. It is modeled the plane potential flow of an inviscid, incompressible and nonlimited fluid jet, witch encounters a symmetrical, curvilinear obstacle—the deflector of maximal drag. There are derived integral singular equations, for direct and inverse problems and the movement in the auxiliary canonical half-plane is obtained. Next, the optimization problem is solved in an analytical manner. The design of the optimal airfoil is performed and finally, numerical computations concerning the drag coefficient and other geometrical and aerodynamical parameters are carried out. This model corresponds to the Helmholtz impermeable parachute problem.     

On an inequality in probability

Inequalities are obtained forΣⁿ_im1P(A₁) when P(A₁A₁) 1? i < j ? n are known. The result improves an elementary inequality due to Erdös, Neveu, Renyi and Zybrzyck.     

On the optimal value function for certain linear programs with unbounded optimal solution sets

Often, the coefficients of a linear programming problem represent estimates of true values of data or are subject to systematic variations. In such cases, it is useful to perturb the original data and to either compute, estimate, or otherwise describe the values of the functionf which gives the optimal value of the linear program for each perturbation. If the right-hand derivative off at a chosen point exists and is calculated, then the values off in a neighborhood of that point can be estimated. However, if the optimal solution set of either the primal problem or the dual problem is unbounded, then this derivative may not exist. In this note, we show that, frequently, even if the primal problem or the dual problem has an unbounded optimal solution set, the nature of the values off at points near a given point can be investigated. To illustrate the potential utility of our results, their application to two types of problems is also explained.This research was supported, in part, by the Center for Econometrics and Decision Sciences, University of Florida, Gainesville, Florida.The author would like to thank two anonymous reviewers for their most useful comments on earlier versions of this paper.     

On the optimal solution of large eigenpair problems

The problem of approximation of an eigenpair of a large n × n matrix A is considered. We study algorithms which approximate an eigenpair of A using the partial information on A given by b, Ab, …, A^jb, j ⪡ n, i.e., by Krylov subspaces. A new algorithm called the generalized minimal residual (gmr) algorithm is analyzed. Its optimality for some classes of matrices is proved. We compare the gmr algorithm with the widely used Lanczos algorithm for symmetric matrices. The gmr and Lanczos algorithms cost essentially the same per step and they have the same stability characteristics. Since the gmr algorithm never requires more steps than the Lanczos algorithm, and sometimes uses substantially fewer steps, the gmr algorithm seems preferable. We indicate how to modify the gmr algorithm in order to approximate p eigenpairs of A. We also show some other problems which can be nearly optimally solved by gmr-type algorithms. The gmr algorithm for symmetric matrices was implemented and some numerical results are described. The detailed implementation, more numerical results, and the Fortran subroutine can be found in Kuczyński (“Implementation of the gmr Algorithm for Large Symmetric Eigenproblems,” Report, Columbia University, 1985). The Fortran subroutine is also available via anonymous FTP as “pub/gmrval” on COLUMBIA-EDU [128.59.16.1] on the Arpanet.     

On the lower semicontinuity of optimal solution sets

We study the lower semicontinuity of the optimal solution set of a parametric optimization problem. Our results sharpen the main results of Zhao (1997, The lower semicontinuity of optimal solution sets. Journal of Mathematical Analysis and Applications, 207, 240–254. Ref. ). Namely, it is shown that the conclusion of Theorem 1 of is still valid under weaker assumptions, and the conditions on “ε-nontriviality” and uniform continuity of the objective function in Theorems 2 and 3 of can be omitted.     

On maximizing the fundamental frequency of the complement of an obstacle

Let $\mathrm{\Omega }?{\mathbb{R}}^n$ be a bounded domain satisfying a Hayman-type asymmetry condition, and let D be an arbitrary bounded domain referred to as an “obstacle”. We are interested in the behavior of the first Dirichlet eigenvalue ${\lambda }_1(\mathrm{\Omega }?(x+D))$.First, we prove an upper bound on ${\lambda }_1(\mathrm{\Omega }?(x+D))$ in terms of the distance of the set $x+D$ to the set of maximum points $x_0$ of the first Dirichlet ground state ${?}_{{\lambda }_1}>0$ of Ω. In short, a direct corollary is that if

(1)${\mu }_{\mathrm{\Omega }}:=\underset{x}{\max }?{\lambda }_1(\mathrm{\Omega }?(x+D))$

is large enough in terms of ${\lambda }_1(\mathrm{\Omega })$, then all maximizer sets $x+D$ of ${\mu }_{\mathrm{\Omega }}$ are close to each maximum point $x_0$ of ${?}_{{\lambda }_1}$.Second, we discuss the distribution of ${?}_{{\lambda }_1(\mathrm{\Omega })}$ and the possibility to inscribe wavelength balls at a given point in Ω.Finally, we specify our observations to convex obstacles D and show that if ${\mu }_{\mathrm{\Omega }}$ is sufficiently large with respect to ${\lambda }_1(\mathrm{\Omega })$, then all maximizers $x+D$ of ${\mu }_{\mathrm{\Omega }}$ contain all maximum points $x_0$ of ${?}_{{\lambda }_1(\mathrm{\Omega })}$.     

On the optimal strategy for an isotropic blocking problem

This article is concerned with a dynamic blocking problem, originally motivated by the control of wild fires. It is assumed that the region ${R(t) \subset \mathbb {R}^2}$ burned by the fire is initially a disc, and expands with unit speed in all directions. To block the fire, a barrier Γ can be constructed in real time, so that the portion of the barrier constructed within time t has length ≤? σt, for some constant σ >? 2. We prove that, among all barriers consisting of a single closed curve, the one which minimizes the total burned area is axisymmetric, and consists of an arc of circumference and two arcs of logarithmic spirals.     

On the optimal robust solution of IVPs with noisy information

We investigate the optimal solution of systems of initial-value problems with smooth right-hand side functions f from a Hölder class \(F^{r,\varrho }_{\text {reg}}\), where r ≥ 0 is the number of continuous derivatives of f, and ? ∈ (0, 1] is the Hölder exponent of rth partial derivatives. We consider algorithms that use n evaluations of f, the ith evaluation being corrupted by a noise δ_i of deterministic or random nature. For δ ≥ 0, in the deterministic case the noise δ_i is a bounded vector, ∥δ_i∥≤δ. In the random case, it is a vector-valued random variable bounded in average, (E(∥δ_i∥^q))^1/q ≤ δ, q ∈ [1, + ∞). We point out an algorithm whose L_p error (p ∈ [0, + ∞]) is O(n ^{? (r + ?)} + δ), independently of the noise distribution. We observe that the level n ^{? (r + ?)} + δ cannot be improved in a class of information evaluations and algorithms. For ε > 0, and a certain model of δ-dependent cost, we establish optimal values of n(ε) and δ(ε) that should be used in order to get the error at most ε with minimal cost.     

Utilizing an approximative solution to obtain the real optimal solution for a production and inspection model

Previous studies have proposed an integrated production and inspection model for a deteriorating production system whose process is characterized by an exponential distribution. Since the simultaneous determination of the optimal scheduled inspection times and the optimal production run length is difficult, an approximative production and inspection solution is obtained under the condition that the optimal inspection policy is equally-spaced. That is, obtaining an approximative production run length and number of inspections. This study further investigates this approximative solution and demonstrates that how to utilize it to obtain the real optimal solution more efficiently.