Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming

This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage) stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and future research is described. Bibliography: 49 titles. __________ Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129.     

凸域内单叶函数的导数

设函数f（w）为凸区域D内的单叶解析函数,对于2≤n≤8和所有w∈D,本文得到估计式|f（n）（w）/f＇（w）|的精确上界.这个结果推广了一些已知的结论.     

Quantum General Relativity,Torsion and Uncertainty Relations

It is shown that in gravitational theories with torsion one is led to commutation rules corresponding to Landau-Peierls type uncertainty relations.     

Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

Stationary turbulent closure via the Hopf functional equation

Exact closed-form solutions are exhibited for the Hopf equation for stationary incompressible 3D Navier-Stokes flow, for the cases of homogeneous forced flow (including a solution with depleted nonlinearity) and inhomogeneous flow with arbitrary boundary conditions. This provides an exact method for computing two- and higher-point moments, given the mean flow.     

激光等离子体2660紫外探针及干涉系统

成功地在六路高功率Nd玻璃激光装置上建立了2660紫外激光探针和适合紫外波段的Normaski干涉仪,首次将可见波长的连续激光应用于紫外干涉仪中靶成像调整和光路准直。利用该紫外光干涉仪,在铜柱状靶(φ500μm)上测量了厚等离子体中高达0.6n。的电子密度。     

Study of the reaction238U (α, α′f) atE α=480 MeV

The excitation function of the fission probability P _E E _x) for²³⁸U has been measured in the reaction²³⁸U(α, α′ f) at 480 MeV bombarding energy. The reaction mechanism of this reaction is discussed for excitation energies belowB _nf , the threshold for second chance fission, and aboveB _nf up toE _x =37 MeV. In comparing with results from fission induced by photons and by particle transfer reactions the (α, α′f) reaction gives too low values for the fission probabilityP _f at excitation energies well aboveB _nE . The role of the quasi-elastic knock-out process in this reaction is discussed.     

τ-CHEBYSHEV AND τ-COCHEBYSHEV SUBPSACES OF BANACH SPACES

The concepts of quasi-Chebyshev and weakly-Chebyshev and σ-Chebyshev were defined [3 - 7], andas a counterpart to best approximation in normed linear spaces, best coapprozimation was introduced by Franchetti and Furi^[1]. In this research, we shall define τ-Chebyshev subspaces and τ-cochebyshev subspaces of a Banach space, in which the property τ is compact or weakly-compact, respectively. A set of necessary and sufficient theorems under which a subspace is τ-Chebyshev is defined.     

Schmidt analysis of pure-state entanglement

We examine the application of Schmidt mode analysis to pure-state entanglement. Several examples permitting exact analytic calculation of Schmidt eigenvalues and eigenfunctions are included, as well as evaluation of the associated degree of entanglement.