含交易费用的投资组合问题的新模型及其求解途径

本文提出了证券投资组合的一个新模型.该模型综合考虑了证券的收益率、证券分红和证券价格的关系,并将证券分红和证券价格作为系统的随机参数处理,建立了证券投资组合的随机规划模型.利用机会约束规划方法,我们研究了将所建立的随机规划模型转化为普通光滑优化问题求解的方法,得到了该类问题求解的有效途径.     

混合动力公交车能量控制策略的优化模型

针对混合动力公交车在循环工况内功率需求的特点,建立了未来功率需求贝叶斯预测模型;利用2-阶段随机动态规划模型将大规模的随机动态规划问题简化为多个小规模的随机动态规划问题和一个确定型动态规划问题;对于随机动态规划模型的求解,给出了稀疏表示的降维方法,将复杂的泛函极值问题转化为常规的随机动态优化问题,并采用分布估计算法和计算资源最优配置算法的计算机仿真优化算法对随机动态优化问题进行求解;给出了基于查表的在线控制策略,为模型的实际应用进行了有益的探索。     

概率约束随机规划的一种近似方法及其它的有效解模式

根据最小风险的投资最优问题，我们给出了一个统一的概率约束随机规划模型。随后我们提出了求解这类概率约束随机规划的一种近似算法，并在一定的条件下证明了算法的收敛性。此外，提出了这种具有概率约束多目标随机规划问题的一种有效解模型。     

二层随机规划基于随机模拟的遗传算法

本提出了二层随机规划模型，给出了求解二层随机规划问题的基于随机模拟的遗传算法。实际算例表明算法是可行的、有效的。     

基于模糊——随机规划的WEEE回收物流网络优化研究

针对废旧电子电气设备(WEEE)绿色回收问题,根据实际需求刻画其回收物流网络结构;在模型构建中.考虑参数为随机和模糊共存的情况,提出应用随机机会约束规划和模糊机会约束规划相结合的方法来建模;设模型参数是相互独立的,合理利用转换定理将不确定规划转变为常规数学规划,并借助LINGO软件求解最优方案.     

随机环境下资金预算问题的机会约束整数规划模型

本文基于最新的机会约束规划理论,提出了两类随机环境下资金预算问题的整数规划模型,并且设计了一种基于随机模拟的遗传算法来计算给出的模型．为了例证算法的有效性,本文给出了两类模型的数值例子,并且对其中一个例子给出了不同的参数,测试遗传算法的有效性,数值例子及测试结果均显示,本文所设计的基于随机模拟的遗传算法对于解决本文提出的两类模型是有效的．     

基于DNA遗传算法的随机整数规划期望值模型求解

为了求解随机整数规划问题,提出了随机整数规划期望值模型的概念,分析了利用DNA遗传算法求解此类问题的优点,并设计了求解算法,最后通过报童问题,验证了算法的可行性和有效性.     

基于遗传算法的随机模糊立体运输问题

随机模糊立体运输问题的研究是为了解决现实生活中双因素不确定性问题,在遗传算法的基础上,运用可信性理论建立随机模糊运输问题的机会约束规划模型.通过算例进行VC++编程模拟计算,验证了此模型的可行性,最终提出了基于遗传算法解决随机模糊立体运输问题的模型.     

多周期多产品采购量分配优化模型

为了解决随机需求与价格折扣并存条件下的多周期多产品采购量分配问题,建立了相应的多目标混合整数随机规划模型.该模型的特点是:①模型的约束条件中兼具确定性和随机性;②通过累计需求和累计采购量表示多周期的库存持有成本;③通过约束条件方程式准确地表现随机需求和价格折扣两大假设条件.针对该模型的特殊结构,提出了一种适用的求解策略:首先,通过把机会约束转化为确定性等价类,从而将多目标混合整数随机规划模型转化为确定型多目标混合整数规划模型;然后,采用目标规划法求得问题的满意解.此外,通过应用算例说明了模型的有效性和可行性.     

需求不确定的多周期的容量决策问题

研究每个周期的需求随机增加的情形下的容量扩充问题,建立起切合实际的有限周期随机动态规划模型及在期现值准则下的无限周期随机动态规划模型,进而探索生产单一产品的公司在面对随机增加的市场需求时,风险中立的管理者该如何扩充其生产容量,才能使得其公司在折扣意义下的总期望利润最大.研究无限阶段的容量扩充问题,得出某种约束条件下的优化策略解,给公司管理者提供了其长期可持续发展的优化策略和依据.     

Organizational growth and hierarchical change in formal structure

Three hypotheses about aggregate change in organizational size (measured as number of employees) and formal structure over time are tested: (1.) the frequency of hierarchical change is higher at lower levels of hierarchy; (2.) periodic pressures for organizational change are translated into periodic changes in organizational size; and (3.) changes in size are more readily translated into increases in structure at lower levels of hierarchy. These hypotheses are tested by using spectral analysis to decompose the variance in the time series of size and structure. The implications of the confirmation of these hypotheses for organizational change over time are discussed.     

Multivariate new better than used in expectation distributions

Various definitions of multivariate new better than used in expectation (MNBUE) life distributions are introduced and their interrelationships are studied. The definitions are multivariate generalizations of the very useful univariate aging property new better than used in expectations (NBUE), which is weaker than new better than used (NBU) and decreasing mean residual life (DMRL) properties. Various closure properties of the different MNBUE classes are proved. Some examples are given to illustrate the relationship between the proposed MNBUE properties and MNBUE properties presented by Buchanan and Singpurwalla (1977). Examples of well known life distributions, that give rise to the MNBUE distributions are discussed. We also study the dual multivariate new worse than used in expectation (MNWUE) distributions.     

Specification and estimation of multiple output technologies: A primal approach

This paper addresses specification and estimation of multiple-outputs and multiple-inputs production technology in the presence of technical inefficiency. The primary focus is on the primal formulations. Several competing specifications such as production function, input (output) distance function, input requirement function are considered. We show that all these specifications come from the same transformation function and are algebraically identical. We also show that: (i) unless the transformation function is separable (i.e., outputs are separable from inputs), the input (output) ratios in the input (output) distance function can not be treated as exogenous (uncorrelated with technical inefficiency) resulting inconsistent estimates of the input (output) distance function parameters. (ii) Even if input (output) ratios are exogenous, estimation of the input (output) distance function will result in inconsistent parameter estimates if outputs (inputs) are endogenous. We address endogeneity and instrumental variable issues in details in the context of flexible (translog) functional forms. Estimation of several specifications using both single and system approaches are discussed using Norwegian dairy farming data.     

EFK方程一个新的低阶非协调混合有限元方法的高精度分析

对Extended Fisher-Kolmogorov(EFK)方程,利用EQ_1~(rot)元和零阶RaviartThomas(R-T)元建立了一个新的非协调混合元逼近格式.首先,证明了半离散格式逼近解的一个先验估计并证明了逼近解的存在唯一性.在半离散格式下,利用上述两种元的高精度分析结果以及这个先验估计,在不需要有限元解u_h属于L~∞的条件下,得到了原始变量u和中间变量v=-?u的H~1-模以及流量p=u的(L~2)~2-模意义下O(h~2)阶的超逼近性质.同时,借助插值后处理技术,证明了上述变量的具有O(h~2)阶的整体超收敛结果.其次,建立了一个新的线性化向后Euler全离散格式并证明了其逼近解的存在唯一性.另一方面,通过对相容误差和非线性项采取与传统误差分析不同的新的分裂技巧,分别导出了以往文献中尚未涉及的关于u和v在H~1-模以及p在(L~2)~2-模意义下具有O(h~2+τ)阶的超逼近性质,进一步地,借助插值后处理技术,得到了上述变量的整体超收敛结果.这里h和τ分别表示空间剖分参数和时间步长.最后,给出了一个数值算例,计算结果验证了理论分析的正确性.     

The structure of branching in Anosov flows of 3-manifolds

In this article we study the topology of Anosov flows in 3-manifolds. Specifically we consider the lifts to the universal cover of the stable and unstable foliations and analyze the leaf spaces of these foliations. We completely determine the structure of the non Hausdorff points in these leaf spaces. There are many consequences: (1) when the leaf spaces are non Hausdorff, there are closed orbits in the manifold which are freely homotopic, (2) suspension Anosov flows are, up to topological conjugacy, the only Anosov flows without free homotopies between closed orbits, (3) when there are infinitely many stable leaves (in the universal cover) which are non separated from each other, then we produce a torus in the manifold which is transverse to the Anosov flow and therefore is incompressible, (4) we produce non Hausdorff examples in hyperbolic manifolds and derive important properties of the limit sets of the stable/unstable leaves in the universal cover. Received: March 13, 1997     

QFS-Domains and their Lawson Compactness

In this paper, concepts of quasi-finitely separating maps and quasi-approximate identities are introduced. Based on these concepts, QFS-domains and quasicontinuous maps are defined. Properties and characterizations of QFS-domains are explored. Main results are: (1) finite products, nonempty Scott closed subsets and quasicontinuous projection images of QFS-domains, as well as FS-domains, are all QFS-domains; (2) QFS-domains are compact in the Lawson topology; (3) An L-domain is a QFS-domain iff it is an FS-domain, iff it is compact in the Lawson topology; (4) Bounded complete quasicontinuous domains, in particular quasicontinuous lattices, are all QFS-domains.     

某些线性积分微分方程

本文讨论[1]中处理粘弹性杆非线性固有值问题时遇到的一些线性积分微分方程。它们在已有的文献中似不曾系统地被研究过。也缺乏这里的一般性。     

A Fast Algorithm for Two-Dimensional Elliptic Problems

In this paper, we extend the work of Daripa et al. [14–16,7] to a larger class of elliptic problems in a variety of domains. In particular, analysis-based fast algorithms to solve inhomogeneous elliptic equations of three different types in three different two-dimensional domains are derived. Dirichlet, Neumann and mixed boundary value problems are treated in all these cases. Three different domains considered are: (i) interior of a circle, (ii) exterior of a circle, and (iii) circular annulus. Three different types of elliptic problems considered are: (i) Poisson equation, (ii) Helmholtz equation (oscillatory case), and (iii) Helmholtz equation (monotone case). These algorithms are derived from an exact formula for the solution of a large class of elliptic equations (where the coefficients of the equation do not depend on the polar angle when written in polar coordinates) based on Fourier series expansion and a one-dimensional ordinary differential equation. The performance of these algorithms is illustrated for several of these problems. Numerical results are presented.     

Fuzzy dot ideals and fuzzy dot H-ideals of BCH-algebras

The notions of fuzzy dot ideals and fuzzy dot H-ideals in BCH-algebras are introduced, several appropriate examples are provided, and their some properties are investigated. The relations among fuzzy ideal, fuzzy H-ideal, fuzzy dot ideal and fuzzy dot H-ideals in BCH- algebras are discussed, several equivalent depictions of fuzzy dot ideal are obtained. How to deal with the homomorphic image and inverse image of fuzzy dot ideals （fuzzy dot H-ideals） are studied. The relations between a fuzzy dot ideal （fuzzy dot H-ideal） in BCH-algebras and a fuzzy dot ideal （fuzzy dot H-ideal） in the product algebra of BCH-algebras are given.     

$SE(3)$中的曲线及其作用方式

Consider SE(3)as a submanifold of the Euclidean space E12.At first,the intrinsic and extrinsic geometries of SE(3)are studied.Then the Frenet typed equations for curves in SE(3)are derived.The relationship between the k-th order covariant curvatures of a curve in SE(3)and the parametric equation of its pre-image in se(3)is established.Finally,some kinds of curves in SE(3)with vanish 5-th order covariant curvature are constructed.The behaviours of these curves are exhibited.