Multiple criteria linear programming model for portfolio selection

The portfolio selection problem is usually considered as a bicriteria optimization problem where a reasonable trade-off between expected rate of return and risk is sought. In the classical Markowitz model the risk is measured with variance, thus generating a quadratic programming model. The Markowitz model is frequently criticized as not consistent with axiomatic models of preferences for choice under risk. Models consistent with the preference axioms are based on the relation of stochastic dominance or on expected utility theory. The former is quite easy to implement for pairwise comparisons of given portfolios whereas it does not offer any computational tool to analyze the portfolio selection problem. The latter, when used for the portfolio selection problem, is restrictive in modeling preferences of investors. In this paper, a multiple criteria linear programming model of the portfolio selection problem is developed. The model is based on the preference axioms for choice under risk. Nevertheless, it allows one to employ the standard multiple criteria procedures to analyze the portfolio selection problem. It is shown that the classical mean-risk approaches resulting in linear programming models correspond to specific solution techniques applied to our multiple criteria model. This revised version was published online in June 2006 with corrections to the Cover Date.     

Traveling wave fronts in a delayed lattice competitive system

This paper is concerned with the existence, asymptotic behavior, strict monotonicity, and uniqueness of traveling wave fronts connecting two half-positive equilibria in a delayed lattice competitive system. We first prove the existence of traveling wave fronts by constructing upper and lower solutions and Schauder’s fixed point theorem, and then, for sufficiently small intraspecific competitive delays, prove that these traveling wave fronts decay exponentially at both infinities. Furthermore, for system without intraspecific competitive delays, the strict monotonicity and uniqueness of traveling wave fronts are established by means of the sliding method. In addition, we give the exact decay rate of the stronger competitor under some technique conditions by appealing to uniqueness.     

求解多目标规划的一种思路

本文提出了一种求解多目标规划问题的思路,其综合运用下包络点、帕雷托 拟合率等知识,去搜寻多目标规划问题的一组有效点且可逼近全部的有效点.     

基于聚类算法的区间数多属性决策方法及应用

针对具有正态分布随机变量的多属性决策问题,依据属性均值聚类思想,提出了一种计算机编程求解方法.方法避开了区间数的运算和比较,评价结果不具有主观随意性.最后,我们给出了一个实际应用的例子,验证了方法的有效性.     

两台机器超载实时系统的On-line算法

对超载实时系统的On—line算法中的SR算法作了修改，提出了NSR算法，并证明NSR算法的竞争比至少为2／5，因而它比SR算法更为优异．     

时标上带有反馈控制的两种群竞争系统的概周期解

研究了一类时标上带有反馈控制的两种群竞争系统的概周期解的存在性与稳定性.首先应用微分不等式和比较原理得到了该系统的持久性.在此基础上,通过构造了一个合适的Lyapunov泛函,得到该系统存在唯一一致渐近稳定正概周期解的充分条件.文中对以前的相关文献研究结果进行了推广.     

二阶两点边值问题的多解存在性

本文讨论一类二阶两点边值问题$x^{\prime\prime}(t)+f(t,x(t),x^{\prime}(t))=0, t\in (0, 1)$, $a x(0)-b x^\prime(0)=0, ~~c x(1)+d x^\prime(1)=0$,~~其中 $f:[0,1]\times R^2\longrightarrow R$ 是连续的, $ a>0,b\ge 0,c>0,d\ge 0$. 通过运用上下解方法和 Leray-Schauder 度理论,得到了三个解的存在性结果.     

Intuitionistic fuzzy cognitive map approach for the evaluation of supply chain configuration criteria

Because of the growing global competence and effectiveness concepts, supply chain becomes more important for organizations. Therefore, managers object to find best supply chain configuration for their firms. This study proposes a comprehensive configuration for supply chain management process, and it enables to understand relationships among supply chain integration, supply chain strategies, supply chain risk factors, and performance criteria. By reviewing the literature and using experts' knowledge, supply chain configuration criteria are determined. Intuitionistic fuzzy cognitive map methodology is employed to consider the interrelations between criteria. Intuitionistic fuzzy cognitive map methodology is a suitable tool due to the presence of causalities and relationships among criteria and the difficulty of expressing the interrelations with crisp numbers. It also deals with uncertain and vague data and allows representing hesitation. The application is conducted in an automobile factory, which is one of the largest manufacturers in Turkey. The results show that selection of proper supplier is the most significant supply chain configuration criteria. Thus, the importance of supplier selection criteria is also analyzed as the second phase of the study.     

Almost periodic solution for n-species Lotka–Volterra competitive system with delay and feedback controls

In this paper, a n-species Lotka–Volterra competition system with delay and feedback controls is investigated. By means of the theory of comparison theorem and suitable Lyapunov functional, some sufficient conditions for the existence and uniqueness of almost positive periodic solutions of this system is obtained.     

Global asymptotic stability of a two species competitive system with stage structure and harvesting

Introduction' There have recently appeared in the literature several mathematical models of stagestructured population growth, i. e., models which take into account the faCt that individuals in a population may belong to one of two classes, the immatures and the matureslllZI.Cannibalism has been observed in a great variety of species, including a number of fish species.Cannibalism models of various types have also been investigatedI3"l. In these models, the ageto maturity is represented by a…     

基于多元价值目标的重大复杂工程评价研究

重大复杂工程是推动高质量发展的“牛鼻子”。本文提出了重大复杂工程全寿命周期评价的经济、社会、自然、科技、文化和人才六元价值目标体系,并对其产生机制以及与利益主体和全寿命周期的关系进行了理论分析。进而依据复杂系统理论,从作业系统层、系统层和包括外部环境的超系统层视角,构建了重大复杂工程全寿命周期多元价值目标评价的理论框架。依托该框架,以港珠澳大桥工程为例进行了初步的应用研究。本文研究丰富了重大复杂工程的评价理论,同时为重大工程管理实践提供理论指导和借鉴。     

两种群相互竞争的高维SEIR传染病模型全局渐近稳定性

研究了一类两种群相互竞争的非线性高维SEIR传染病数学模型动力学性质,综合利用Lasalle不变集原理,Lyapunov函数,Routh-Hurwitz判据和Krasnoselskii等多种方法,得到了边界平衡点的全局渐近稳定和正平衡点局部渐近稳定的阈值条件.     

Dynamics of the periodic type-K competitive Kolmogorov systems

For time-periodic dissipative and irreducible type-K competitive Kolmogorov systems, it is proved that there is a canonically defined countable family F of unordered, disjoint invariant sets with the property that, for every persistent trajectory whose ω-limit set is not a cycle, there exists a unique trajectory in some element of F such that these two trajectories are asymptotic and the corresponding points in these two trajectories are K-related.     

高新技术项目区域风险多层次灰色评价

从区域产业风险、社会政治风险、政策法规风险、经济波动风险、金融与资本市场风险和人力资源风险等四个方面 ,设计了高新技术项目区域风险的综合评价指标体系 ,并描述了灰色系统理论应用于风险评价的基本过程 ,希望能有助于高新技术项目投资者的项目决策 .     

A 2.79 COMPETITIVE ON-LINE ALGORITHM FOR TWO PROCESSOR REAL-TIME SYSTEMS WITH UNIFORM VALUE DENSITY

We consider the problem of competitive on-liae scheduling in two processor real-timesystems. In our model all tasks have common value density. Each task has a release time. an exe-cution time and a deadline. The scheduler is given no information about a task until it is released.And the value will be achieved if and only if the task is completed by its deadlirte. Moreover. wesuppose that migratbn is not allowed. The goal of the scheduler is to obtain as much value as pos-sible. In this paper we show that the competitive multipber of Safe-Risky-fixed Algorithm irt [4]is really 3 and presents a modified algorithm (Safe-Risky-unfixed Algorithm) that achieves a com-petitive mukiplier of 2. 79.     

An empirical study on the Lanchester model of combat for competitive advertising decisions

This paper presents an empirical study on the Lanchester model of combat for competitive advertising decisions. Three issues are evaluated: (i) the specification of the market share response model; (ii) the effect of inflation on the estimation of the response model; and (iii) the performance of competitive strategies. It is shown that (a) the square root function that is used in previous studies is often inappropriate to characterize the market share response model; (b) market share variations are more responsive to current advertising expenditures; (c) closed-loop Nash equilibrium strategies are better competitive advertising strategies for firms to maximize profits than open-loop Nash equilibrium strategies; and (d), finally, general perfect equilibria Nash equilibrium strategies developed by Case are usually not good competitive advertising strategies for firms to maximize profits.     

基于Nehari等变分法的拟线性方程组多重正解的证明

研究了含有权函数和Hardy-Sobolev临界指标的拟线性方程组,运用Nehari等变分法,证明在一定条件下椭圆方程组正解的存在性以及多重性.     

上市公司动态复合财务系数

上市公司动态复合财务系数．本文应用主成份分析方法和理想点法,讨论了上市公司动态复合财务系数的计算原理和方法,从而给出了对上市公司财务状况进行动态综合评价的一种简单、有效的方法