关於Newton-Moser型方法的收敛性

本文在Banach空间中,对於非线性算子方程 P(X)=0 讨论了Newton-Moser型方法,这是对Hald(1975)文章[1]的进一步推广。在[1]中Hala对一维情形证明了算法的局部收敛性,而对多维情形只给出了算法的误差界限,对於存在-收敛性问题,则並未涉及。我们这里却成功地利用了Kantorovich的优界原     

非线性变延迟微分方程隐式Euler方法的数值稳定性

在减弱对非线性刚性变延迟微分方程初值问题本身的约束条件的前提下 ,将已有的文献中隐式Euler方法数值稳定性的结论由常延迟的情形推广到了变延迟的情形 ,证明了隐式Euler方法是稳定的     

关于可列马氏链状态出现频率延迟平均的强大数定律

对于齐次马氏链由有限状态推广到可列的情形,由于可列和与极限运算不能交换,与文中证明方法与有限情形不同.利用了二元函数延迟平均的强极限定理和条件期望的平滑性,研究可列齐次马氏链状态出现频率延迟平均的强大数定律.     

具有常数利率的延迟更新风险模型

考虑常数利率情形下的延迟更新风险过程．得到了该延迟更新风险模型下的Gerber-Shiu期望折现罚金函数的表达式,并得到了常数利率下的一种特殊的延迟更新风险模型的破产概率的显示表达式.     

具有常数利率的延迟更新风险模型（英文）

考虑常数利率情形下的延迟更新风险过程.得到了该延迟更新风险模型下的Gerber-Shiu期望折现罚金函数的表达式,并得到了常数利率下的一种特殊的延迟更新风险模型的破产概率的显示表达式.     

非线性刚性变延迟微分方程单支方法的数值稳定性

现有文献中对于非线性延迟微分方程渐近稳定性及其数值方法的稳定性研究大都局限于常延迟的情形,例如可参见匡蛟勋[1-3],黄乘明[4],Torelli[5]等人的大量工作.1994年A.Iserles[6] 首次研究了比例延迟微分方程数值方法的线性稳定性,随后有相当多的文献对比例延迟微分方程的各种数值方法的线性稳定性进行了讨论.1997年Zennaro[7]首次研究了非线性刚性变延迟微分方程的渐近稳定性,但该文中对于延迟量的限制十分苛刻,同时该文也首次研究了非线性刚性变延迟微分方程Runge-Kutta方法的非线性稳定性. 本文目的是试图在上述基础上进一步研究非线性刚性变延迟微分方程的渐近稳定性及其数值方法的稳定性.首先在第二节我们给出了非线性刚性变延迟微分方程模型问题（2.1）渐     

ARMA（1,1）需求下的信息延迟对供应链最优决策的影响

在假定顾客需求满足ARMA（1,1）过程的前提下,考虑了由一个零售商和一个供应商所组成的两级供应链系统最优订购决策问题.分别建立了需求信息不延迟与延迟这两种情形下零售商和供应商的最优订购决策模型,通过比较得出：当需求呈正相关时,需求信息延迟不仅可以减小牛鞭效应,而且可以降低供应链系统的平均总成本.     

一类新的分批排序问题的NP完备性证明

本文研究了加权的延迟工作和的排序问题,即极小化的批处理问题, 其中.本文主要考虑了B≥n的情形,即 证明了这个问题是NP-完备的.     

具有延迟索赔风险模型的破产概率

本文考虑一类具有延迟索赔的风险模型,模型中包含两种索赔,其中一种索赔可能延迟发生.在索赔额服从指数分布的情形下,建立此风险模型破产概率所满足的微分方程,得到破产概率的精确表达式,给出了数值模拟结果.     

需求不确定情形下采用延迟定价的延迟生产系统最优生产决策

本文在考虑采用延迟生产的大规模定制企业能够实施延迟定价的环境下,建立了需求不确定情形下关于替代产品的延迟生产模型(企业在需求不确定的情况下生产通用中间产品,等待需求出现后再按客户需求定制最终产品并定价销售)和无延迟生产模型(企业在需求不确定的情况下按预测直接生产最终产品,等待需求出现后再定价并销售),通过对模型的推理分析,给出了企业采用延迟生产策略的适用条件以及当采用延迟生产策略时通用中间产品单位生产成本、延迟定制成本、产品之间的替代性、客户需求的方差和相关性与通用中间产品的最优生产数量和利润之间的关系,为企业在决策是否采用延迟生产策略以及通用中间产品生产数量提供理论支持。     

Stability of neutral stochastic delayed systems with switching and distributed-delay dependent impulses

This paper is devoted to discuss the exponential stability in mean square of neutral stochastic delayed systems (NSDDs) with switching and distributed-delay dependent impulses. By using multiple Lyapunov functions and average dwell time (ADT), we provide some sufficient conditions for the exponential stability in mean square for NSDDs with switching and distributed-delay dependent impulses. Compared with the existing related works, we consider not only the influences of switches and neutral type on the stability of NSDDs with switching and distributed-delay dependent impulses but also the influences of both the stable continuous dynamics case and the stable discrete dynamics case. Finally, we provide two examples to illustrate the effectiveness of the theory.     

A delayed chemostat model with general nonmonotone response functions and differential removal rates

A chemostat model with general nonmonotone response functions is considered. The nutrient conversion process involves time delay. We show that under certain conditions, when n species compete in the chemostat for a single resource that is allowed to be inhibitory at high concentrations, the competitive exclusion principle holds. In the case of insignificant death rates, the result concerning the attractivity of the single species survival equilibrium already appears in the literature several times (see [H.M. El-Owaidy, M. Ismail, Asymptotic behavior of the chemostat model with delayed response in growth, Chaos Solitons Fractals 13 (2002) 787-795; H.M. El-Owaidy, A.A. Moniem, Asymptotic behavior of a chemostat model with delayed response growth, Appl. Math. Comput. 147 (2004) 147-161; S. Yuan, M. Han, Z. Ma, Competition in the chemostat: convergence of a model with delayed response in growth, Chaos Solitons Fractals 17 (2003) 659-667]). However, the proofs are all incorrect. In this paper, we provide a correct proof that also applies in the case of differential death rates. In addition, we provide a local stability analysis that includes sufficient conditions for the bistability of the single species survival equilibrium and the washout equilibrium, thus showing the outcome can be initial condition dependent. Moreover, we show that when the species specific death rates are included, damped oscillations may occur even when there is no delay. Thus, the species specific death rates might also account for the damped oscillations in transient behavior observed in experiments.     

Bargaining over a climate deal: deadline and delay

Assuming that a North-South transfer is the key to effective climate cooperation, we ask when and how much the North should offer to the South in return for a commitment to reduce deforestation and forest degradation. In light of the risk of irreversible damage over time, we examine a negotiation with a deadline. In this case, the North threatens the South over a negotiation dead-end in case an agreement is not reached rapidly. We assess the conditions for an agreement to be immediate or delayed, and discuss those situations likely to result in negotiation failure. Despite the risk of irreversible damage over time, we show that cooperation is likely to be delayed and we identify situations wherein the North and South do not reach an agreement within the deadline. Although Pareto-improving, cooperation may collapse because of inefficiencies related to incomplete information. What’s more, we show that in negotiations with a deadline, uncertainty about the benefits deriving from cooperation and the irreversibility of the damage that will be caused if cooperation is delayed are the two key components affecting choice.     

Controlling for supplier switching in the presence of real options and asymmetric information

Applying a real option approach, this paper examines how asymmetric information alters key variables of a firm’s supplier switching process, such as the timing of contracting (hurried versus delayed contracting), transfer payments, set-up, switching, and abandonment decisions. In a symmetric information setting, delayed contracting is unambiguously beneficial. Abandoning the once established relation with the entrant supplier is never an issue. In contrast, under asymmetric information hurried contracting with potentially abandoning the relation can be beneficial. Consistent with adverse selection models, we find that under delayed contracting, in equilibrium, the firm switches less frequently to the entrant supplier (switching inertia). Surprisingly, we also find that under hurried contracting the firm switches more frequently to the entrant supplier (switching acceleration) and may abandon the relation. Finally, we study how these key variables of the supplier switching process change when also the incumbent supplier has private information (two-sided asymmetric information case).     

Two crucial examples related to properness of weakly relaxed delayed controls

In this paper, we deal with the problem of finding a proper relaxation procedure (in the sense that relaxed minimizers can be approximated with ordinary controls) for optimal control problems involving delays in the control variables. For systems involving commensurate delays it is well known that a ‘strong’ model provides a proper relaxation procedure. For the noncommensurate case, however, the question of how to properly relax delayed controls has remained open and a natural candidate has been a modified version of the strong model, which we call the ‘weak’ procedure, first introduced by Warga. In this paper, we show by means of two examples that this procedure may fail to be proper for systems with either commensurate or noncommensurate delays. It is expected that these examples will provide some insight into the problem of finding a proper relaxation procedure applicable to the general case.     

Existence and Uniqueness of Periodic Solution of Delayed Logistic Equation and Its Asymptotic Behavior

In this paper, our main aim is to study the existence and uniqueness of the periodic solution of delayed Logistic equation and its asymptotic behavior. In case the coefficients are periodic, we give some sufficient conditions for the existence and uniqueness of periodic solution. Furthermore, we also study the effect of time-delay on the solution.     

Stability of a nonlocal delayed reaction–diffusion equation with a non-monotone bistable nonlinearity

The present work is devoted to the stability and attractivity analysis of a nonlocal delayed reaction–diffusion equation (DRDE) with a non-monotone bistable nonlinearity that describes the population dynamics for a two-stage species with Allee effect. By the idea of relating the dynamics of the nonlinear term to the DRDE and some stability results for the monostable case, we describe some basin of attractions for the DRDE. Additionally, existence of heteroclinic orbits and periodic oscillations are also obtained. Numerical simulations are also given at last to verify our theoretical results.     

Laws of the single logarithm for delayed sums of random fields II

In an earlier paper we extended Lai's (1974) law of the single logarithm for delayed sums to a class of delayed sums of random fields. In this paper we allow for more general windows.     

Some Limit Theorems for Delayed Sums of Dependent Random Sequence

In this paper we introduce a new concept of asymptotic logarithmic delayed likelihood ratio ${\mathcal{LR}(w)}$ as a measure of deviation of the joint distribution from the product of their margins. In the continuous case, we prove the generalized strong law of large numbers for delayed averages ρ _n , k _n , i.e. strong deviation theorems (strong law expressed by inequalities).