ADMISSIBILITY OF LINEAR ESTIMATE OF REGRESSION COEFFICIENTS IN GROWTH CURVE MODEL UNDER MATRIX LOSS

ＡＤＭＩＳＳＩＢＩＬＩＴＹＯＦＬＩＮＥＡＲＥＳＴＩＭＡＴＥＯＦＲＥＧＲＥＳＳＩＯＮＣＯＥＦＦＩＣＩＥＮＴＳＩＮＧＲＯＷＴＨＣＵＲＶＥＭＯＤＥＬＵＮＤＥＲＭＡＴＲＩＸＬＯＳＳＷＡＮＧＸＵＥＲＥＮ（王学仁）（ＤｅｐａｒｔｍｅｎｔｏｆＳｔａｔｉｓｔｉｃｓ，...     

GLOBAL STRUCTURE OF THE ORBITS OF A KIND OF N－DIMENSIONAL COMPETITIVE SYSTEMS

ＧＬＯＢＡＬＳＴＲＵＣＴＵＲＥＯＦＴＨＥＯＲＢＩＴＳＯＦＡＫＩＮＤＯＦＮ－ＤＩＭＥＮＳＩＯＮＡＬＣＯＭＰＥＴＩＴＩＶＥＳＹＳＴＥＭＳ￥ＣｈｅｎｇＣｈｕｎ－ｃｈｏｒ，Ｌｉｔｗｉｎ（郑振初）（ＨｏｎｇＫｏｎｇＩｎｓｔｉｔｕｔｅｏｆＥｄｕｃａｔｉｏｎ，香港...     

EXISTENCE AND UNIQUENESS OF GLOBAL SOLUTION FOR CERTAIN NONLINEAR DEGENERATE PARABOLIC SYSTEMS

ＥＸＩＳＴＥＮＣＥＡＮＤＵＮＩＱＵＥＮＥＳＳＯＦＧＬＯＢＡＬＳＯＬＵＴＩＯＮＦＯＲＣＥＲＴＡＩＮＮＯＮＬＩＮＥＡＲＤＥＧＥＮＥＲＡＴＥＰＡＲＡＢＯＬＩＣ　ＳＹＳＴＥＭＳＬＵＧＵＯＦＵ（卢国富）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，Ｐｕｔｉ...     

ON THE EXISTENCE AND UNIQUENESS THEOREMS OF SOLUTIONS FOR A CLASS OF THE SYSTEMS OF MIXED MONOTONE OPERATOR EQUATIONS WITH APPLICATION

ＯＮＴＨＥＥＸＩＳＴＥＮＣＥＡＮＤＵＮＩＱＵＥＮＥＳＳＴＨＥＯＲＥＭＳＯＦＳＯＬＵＴＩＯＮＳＦＯＲＡＣＬＡＳＳＯＦＴＨＥＳＹＳＴＥＭＳＯＦＭＩＸＥＤＭＯＮＯＴＯＮＥＯＰＥＲＡＴＯＲＥＱＵＡＴＩＯＮＳＷＩＴＨＡＰＰＬＩＣＡＴＩＯＮＳＨＥＮＰＥＩＬＯＮＧ...     

MIXED BOUNDARY VALUE PROBLEM FOR SECOND－ORDER SYSTEM OF DIFFERENTIAL EQUATIONS OF THE ELLIPTIC TYPE

（陈庆祥）ＭＩＸＥＤＢＯＵＮＤＡＲＹＶＡＬＵＥＰＲＯＢＬＥＭＦＯＲＳＥＣＯＮＤ－ＯＲＤＥＲＳＹＳＴＥＭＯＦＤＩＦＦＥＲＥＮＴＩＡＬＥＱＵＡＴＩＯＮＳＯＦＴＨＥＥＬＬＩＰＴＩＣＴＹＰＥ￥ＣｈｅｎＱｉｎｇｘｉａｎｇ（Ｄｅｐｔ．ｏｆＭａｔｈ．，Ｚｈｏｎｇｓ...     

A NECESSARY AND SUFFICIENT CONDITION OF EXISTENCE OF GLOBAL SOLUTIONS FOR SOME NONLINEAR HYPERBOLIC EQUATIONS

ＡＮＥＣＥＳＳＡＲＹＡＮＤＳＵＦＦＩＣＩＥＮＴＣＯＮＤＩＴＩＯＮＯＦＥＸＩＳＴＥＮＣＥＯＦＧＬＯＢＡＬＳＯＬＵＴＩＯＮＳＦＯＲＳＯＭＥＮＯＮＬＩＮＥＡＲＨＹＰＥＲＢＯＬＩＣＥＱＵＡＴＩＯＮＳ￥ＺＨＡＮＧＱＵＡＮＤＥ（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅ...     

A NOTE FOR THE TOPOLOGICAL CLASSIFICATION OF STRUCTURALLY STABLE QUADRATIC DIFFERENTIAL SYSTEMS WITHOUT LIMIT CYCLES

ＡＮＯＴＥＦＯＲＴＨＥＴＯＰＯＬＯＧＩＣＡＬＣＬＡＳＳＩＦＩＣＡＴＩＯＮＯＦＳＴＲＵＣＴＵＲＡＬＬＹＳＴＡＢＬＥＱＵＡＤＲＡＴＩＣＤＩＦＦＥＲＥＮＴＩＡＬＳＹＳＴＥＭＳＷＩＴＨＯＵＴＬＩＭＩＴＣＹＣＬＥＳ￥ＹｅＷｅｉｙｉｎ（叶惟寅）（ＮａｎｊｉｎｇＮ...     

A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS：I．ALGORITHM AND GLOBAL CONVERGENCE

ＡＣＬＡＳＳＯＦＴＲＵＳＴＲＥＧＩＯＮＭＥＴＨＯＤＳＦＯＲＬＩＮＥＡＲＩＮＥＱＵＡＬＩＴＹＣＯＮＳＴＲＡＩＮＥＤＯＰＴＩＭＩＺＡＴＩＯＮＡＮＤＩＴＳＴＨＥＯＲＹＡＮＡＬＹＳＩＳ：Ｉ．ＡＬＧＯＲＩＴＨＭＡＮＤＧＬＯＢＡＬＣＯＮＶＥＲＧＥＮＣＥＸＩＵＮＡ...     

ON THE EXISTENCE OF PERIODIC SOLUTIONS FOR A CERTAIN SYSTEM OF THIRD ORDER NONLINEAR DIFFERENTIAL EQUATIONS

ＯＮＴＨＥＥＸＩＳＴＥＮＣＥＯＦＰＥＲＩＯＤＩＣＳＯＬＵＴＩＯＮＳＦＯＲＡＣＥＲＴＡＩＮＳＹＳＴＥＭＯＦＴＨＩＲＤＯＲＤＥＲＮＯＮＬＩＮＥＡＲＤＩＦＦＥＲＥＮＴＩＡＬ　ＥＱＵＡＴＩＯＮＳ　ＦｅｎｇＣｈｕｎｈｕａ（冯春 华）（ＧｕａｎｇｘｉＮｏｒｍａｌ?..     

ESTIMATES OF EIGENVALUES FOR UNIFORMLY ELLIPTIC OPERATOR OF SECOND ORDER

ＥＳＴＩＭＡＴＥＳＯＦＥＩＧＥＮＶＡＬＵＥＳＦＯＲＵＮＩＦＯＲＭＬＹＥＬＬＩＰＴＩＣＯＰＥＲＡＴＯＲＯＦＳＥＣＯＮＤＯＲＤＥＲＱＩＡＮＣＨＵＮＬＩＮ（钱椿林）ＣＨＥＮＺＵＣＨＩ（陈祖墀）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｔｎａｔｉｃｓ，Ｕｎｉｖｅｒ...     

Decision and forecast horizons,agreeable plans,and the maximum principle for infinite horizon control problems

This paper establishes a link between the concepts of optimality used in economic theory for infinite horizon planning models, and the concepts of decision and forecast horizons used in several areas of Management Science. It is shown that decision and forecast horizons induce an alternate definition of optimality which is stronger than the concept of ‘agreeable plan’ proposed by Hammond. All concepts of optimality share a common property, namely a Principle of Optimality. In an optimal control framework this implies that the maximum principle will be a necessary condition for optimality according to any of these definitions.     

Forecast horizon in nonstationary Markov decision problems

The paper extends the concept of decision and forecast horizons from classes of stationary to classes of nonstationary Markov decision problems. The horizons are explicitly obtained for a family of inventory models. The family is indexed by nonstationary Markov chains and deterministic sequences. For the proof only reference to simlier work on the stationary case is made.     

Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note

In this note, we extend the sufficiency conditions obtained by Bean and Smith for the existence of decision and forecast horizons in discounted deterministic problems to a stochastic environment. Also developed are some examples for illustration of the results and the need for the development of necessary and sufficient conditions for undiscounted problems.     

Strong planning and forecast horizons for a model with simultaneous price and production decisions

In this paper, we have solved a general inventory model with simultaneous price and production decisions. Both linear and non-linear (strictly convex) production cost cases are treated. Upper and lower bounds are imposed on state as well as control variables. The problem is solved by using the Lagrangian form of the maximum principle. Strong planning and strong forecast horizons are obtained. These arise when the state variable reaches its upper or lower bound. The existence of these horizons permits the decomposition of the whole problem into a set of smaller problems, which can be solved separately, and their solutions put together to form a complete solution to the problem. Finally, we derive a forward branch and bound algorithm to solve the problem. The algorithm is illustrated with a simple example.     

Forecast horizons and dynamic facility location planning

We consider a dynamic facility location model in which the objective is to find a planning horizon, *, and a first period decision,X ₁*, such thatX ₁* is a first period decision for at least one optimal policy for all problems with planning horizons equal to or longer than *. In other words, we seek a planning horizon, *, such that conditions after * do not influence the choice of the optimal initial decision,X ₁*. We call * aforecast horizon andX ₁* anoptimal initial decision. For the dynamic uncapacitated fixed charge location problem, we show that simple conditions exist such that the initial decision depends on the length of the planning horizon. Thus, a strictly optimal forecast horizon and initial policy may not exist. We therefore introduce the concepts ofe-optimal forecast horizons and -optimal initial solutions. Our computational experience inicates that such solutions can be found for practical problems. Although computing -optimal forecast horizons and initial decisions can be cumbersome, this approach offers the potential for making significantly better decisions than those generated by other approaches. To illustrate this, we show that the use of the scenario planning approach can lead to the adoption of the worst possible initial decision under conditions of future uncertainty. On the basis of our results, it appears that the forecast horizon approach offers an attractive tool for making dynamic location decisions.     

An on-line procedure in discounted infinite-horizon stochastic optimal control

We consider the discrete-time, infinite-horizon optimal control problem with discounted cost. We propose a test to detect forecast/planning horizons, and derive an on-line procedure for solving the original problem.     

Computing Minimal Forecast Horizons:An Integer Programming Approach

In this paper, we use integer programming (IP) to compute minimal forecast horizons for the classical dynamic lot-sizing problem (DLS). As a solution approach for computing forecast horizons, integer programming has been largely ignored by the research community. It is our belief that the modelling and structural advantages of the IP approach coupled with the recent significant developments in computational integer programming make for a strong case for its use in practice. We formulate some well-known sufficient conditions, and necessary and sufficient conditions (characterizations) for forecast horizons as feasibility/optimality questions in 0–1 mixed integer programs. An extensive computational study establishes the effectiveness of the proposed approach.     

不完全信息下军事冲突态势的模糊过程分析

本文以军事冲突决策为研究背景 ,给出了在不完全信息下 ,局中人处在冲突态势改变过程是一个模糊集上的马尔柯夫过程时状态转移的预测模型 ,并且探讨了当状态转移的无后效应是模糊概念时模糊马尔柯夫链状态转移的预测模型     

Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter?

Experts (managers) may have domain-specific knowledge that is not included in a statistical model and that can improve short-run and long-run forecasts of SKU-level sales data. While one-step-ahead forecasts address the conditional mean of the variable, model-based forecasts for longer horizons have a tendency to convert to the unconditional mean of a time series variable. Analysing a large database concerning pharmaceutical sales forecasts for various products and adjusted by a range of experts, we examine whether the forecast horizon has an impact on what experts do and on how good they are once they adjust model-based forecasts. For this, we use regression-based methods and we obtain five innovative results. First, all horizons experience managerial intervention of forecasts. Second, the horizon that is most relevant to the managers shows greater overweighting of the expert adjustment. Third, for all horizons the expert adjusted forecasts have less accuracy than pure model-based forecasts, with distant horizons having the least deterioration. Fourth, when expert-adjusted forecasts are significantly better, they are best at those distant horizons. Fifth, when expert adjustment is down-weighted, expert forecast accuracy increases.     

Control

An analysis of the control process is made emphasizing the element of decision choice involved. The thesis that every control system must contain a model of the system controlled is explained and illustrated.Methods are discussed of avoiding the recursion that the choice of any control action involves the use of a prediction from the model of the system and hence a prediction of further choices of action at later times.Methods of choice available are enumerated and compared in both the discrete and continuous cases. The terms decision and planning horizons are introduced.The idea of adaptive control is, by illustration from process control applications, explained in terms of a parameterization of the model.The necessary conditions for on-line control are derived by examples given from production and process control.