基于结构方程的高速公路BOT项目政策风险评价

借助结构方程方法建立了高速公路BOT项目政策风险的评价指标体系和评价模型.通过问卷调查得到的数据,对所构建的模型进行了拟合检验和模型参数估计,进而分析了政策风险中各种因素的影响程度以及各政策风险因素之间的相关关系.     

基于BP神经网络的供应链绩效评价方法

动态供应链绩效评价是一个包含多个指标输入输出的复杂评估系统,各绩效指标具有模糊性、不确定性,绩效指标数量较多,彼此之间存在非线性关联性。针对这样一个复杂的评估系统,本文讨论利用神经网络技术来对动态供应链绩效进行综合评价。本文首先介绍了人工神经网络的基本概念。针对供应链绩效的五维平衡计分卡模型,利用BP神经网络(Back Propagation NeuralNetwork,BP网络)来对供应链综合绩效评价结果进行学习和预测,文中我们详细讨论了供应链绩效评价中BP网络的学习过程和存在的问题,并给出了仿真结果。计算实例表明本文提出的动态供应链绩效评价模型是合理、有效的,能够为供应链的合理分析和决策制定提供依据。     

基于二层模糊综合决策的图书馆绩效评估模型

对当前图书馆绩效评估的体系和方法进行了研究,给出了基于二层模糊综合决策的图书馆绩效评估模型,结合模型对评估结果进行了分析并提出了有关改进工作的建议.     

基于熵值法和突变理论地铁深基坑施工安全性评估

针对地铁深基坑的难度大、风险高等特点,提出采用熵值法和突变理论相结合的方法进行地铁基坑施工的安全性评估方法.选取人员、机械、材料、技术、环境5个方面的因素建立3级20个评估指标的安全评估指标体系,在此基础上通过熵值权重和突变级数构建了地铁深基坑施工安全性评估数学模型.依托福州轨道交通6号线工程第3标段明挖深基坑工程,对评估模型进行验证,其结果符合实际工程情况,说明模型可行,结果可靠,能够指导实际工程.     

基于节点重要性的供应链网络风险跨层次评估研究

近几年,随着扰动供应链稳定运作事件的多次发生,供应链风险评估研究日益受到人们重视,然而以往研究大多针对某一企业的具体风险进行评估,鲜有从整个供应链网络角度进行系统的分析.对此,文章结合复杂网络节点位置特性的相关理论,首先建立了基于多指标最优策略的企业重要性评估模型,实现了对企业重要性的综合评估.其次,将企业重要性评估结果作为过渡参量引入供应链网络风险评估模型中,实现从"微观企业风险"到"宏观供应链网络风险"的跨层次评估.最后实证研究表明,多属性指标的企业重要性评估模型和供应链网络风险综合评估模型可以对企业综合重要性以及供应链网络综合风险进行更为准确的定量评判.     

结构方程模型评价体系的可比性问题

随着结构方程模型评价体系的推广应用,评价体系的可比性问题值得关注。本文以顾客满意度指数(CSI)为例说明结构方程模型评价体系的可比性问题,并通过模拟研究说明结构方程模型评价体系保持可比性的关键,那就是在其他条件一致的情况下,各结构方程模型中对核心变量的显变量设定一致,而各结构方程模型纳入何种潜变量以及如何设定潜变量之间关系,对评价体系可比性的影响并不显著。     

行政垄断对铁路多经物流业绩效水平的影响研究

通过结构方程理论模型,研究行政垄断对铁路多经物流业绩效水平的影响。其中行政垄断为外生自变量,用级别、企业性质和管理关系三个指标来衡量。铁路多经物流业绩效水平为内生因变量,分别用人力绩效和财务绩效来衡量。通过LISREL8.5进行了验证性因子分析和结构方程检验。结果表明,行政垄断对人力绩效和财务绩效的影响均是负的,且均是显著的,其中人力绩效是-0.15,财务绩效是-0.3。人力绩效对财务绩效的影响是-0.05,也是显著的。     

基于夏普比率的最优再保险策略

当保险公司承保巨灾风险时,通过再保险转移风险是非常必要的。再保险是保险人将其承保业务的一部分转移给再保险人的行为,而再保险业务中核心是最优再保险策略问题,即以何种形式分保以及具体分保的额度。本文引入基金业中风险管理和绩效评估等方面常用的指标-夏普比率,构建了基于该指标的再保险策略风险模型.对于分保业务中常见的两种形式:成数再保险和止损再保险,文章通过分析得出使得保险人夏普比率最大化的风险自留比率和风险自留额度。基于夏普比例对最优再保险策略的研究可以为保险公司的再保险业务提供决策依据。     

激励中测评行为对绩效的影响研究

绩效评估一直是激励设计的核心问题,直接决定激励的强度与有效性.绩效评估是否有效取决于评估指标与真实产出的一致性或扭曲程度,对企业有价值的绩效指标能够尽可能反映被评估行为的最大价值.在“多任务”代理理论的框架下,将测评指标内生为管理者的行为,构造了三级激励结构,讨论了管理者测评行为的努力对激励强度、被测行为等的影响.该激励模型可用于供应链上的激励机制分析.     

自由飞行环境下的碰撞风险安全评估

针对自由飞行的安全性,对自由飞行环境下的碰撞风险进行研究.首先,通过对飞机在航迹上任意时刻的三维坐标的研究,建立了自由飞行环境下的碰撞风险安全评估模型.然后,在三维坐标系的基础上加入了时间变量,推导出纵向重叠概率计算公式.分析自动相关监视(ADS)对纵向碰撞风险影响,据此建立了自由飞行环境下基于ADS性能的纵向碰撞风险评估模型.最后,通过实例对纵向碰撞风险进行了安全评估计算,计算结果符合实际情况,评估模型是可行的.并在此基础上提出了自由飞行环境下的碰撞风险安全评估的未来研究方向.     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

Qualitative Analysis of Bifurcating Solutions in the Lengyel-Epstein Model

One of the most fundamental problems in theoretical biology is to explain the mechanisms by which patterns and forms are created in the＇living world. In his seminal paper ＂The Chemical Basis of Morphogenesis＂, Turing showed that a system of coupled reaction-diffusion equations can be used to describe patterns and forms in biological systems. However, the first experimental evidence to the Turing patterns was observed by De Kepper and her associates（1990） on the CIMA reaction in an open unstirred reactor, almost 40 years after Turing＇s prediction. Lengyel and Epstein characterized this famous experiment using a system of reaction-diffusion equations. The Lengyel-Epstein model is in the form as follows     

(0,1 ;0)-INTERPOLATION ON INFINITE INTERVAL (-∞, +∞)

In this paper, we study the explicit representation and convergence of (0, 1; 0)-interpolation on infinite interval, which means to determine a polynomial of degree ≤ 3n - 2 when the function values are prescribed at two set of points namely the zeros of Hn(x) and H′n(x) and the first derivatives at the zeros of H′n(x).     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].