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931.
We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean
vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period
where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which,
in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient
frontier and an illustrative example is given to demonstrate the application of the procedure. 相似文献
932.
The paper addresses bivariate surface fitting problems, where data points lie on the vertices of a rectangular grid. Efficient
and stable algorithms can be found in the literature to solve such problems. If data values are missing at some grid points,
there exists a computational method for finding a least squares spline by fixing appropriate values for the missing data.
We extended this technique to arbitrary least squares problems as well as to linear least squares problems with linear equality
constraints. Numerical examples are given to show the effectiveness of the technique presented.
AMS subject classification (2000) 65D05, 65D07, 65D10, 65F05, 65F20 相似文献
933.
A. I. Maksimov 《Thermophysics and Aeromechanics》2007,14(4):469-492
The paper briefly describes the life and activities of F.A. Zander and Yu.V. Kondratyuk (A.I. Shargei), pioneers of domestic
rocket engineering who made a significant contribution to the development of cosmonautics and rocket technologies. The main
ideas and proposals of these prominent scientists and inventors in the field of rocket and space engineering, which found
their application in space conquering, are considered.
To the 120th anniversary of F.A. Zander and 110th anniversary of Yu.V. Kondratyuk 相似文献
934.
935.
Stadia are popular models of chaotic billiards introduced by Bunimovich in 1974. They are analogous to dispersing billiards
due to Sinai, but their fundamental technical characteristics are quite different. Recently many new results were obtained
for various chaotic billiards, including sharp bounds on correlations and probabilistic limit theorems, and these results
require new, more powerful technical apparatus. We present that apparatus here, in the context of stadia, and prove “regularity”
properties.
相似文献
936.
We give a new independent self-dual 3-basis for the trivial variety with two binary operations.
Received October 24, 2006; accepted in final form January 25, 2007. 相似文献
937.
A mistake concerning the ultra LI-ideal of a lattice implication algebra is pointed out, and some new sufficient and necessary conditions for an LI-ideal to be an ultra LI-ideal are given. Moreover, the notion of an LI-ideal is extended to MTL-algebras, the notions of a (prime, ultra, obstinate, Boolean) LI-ideal and an ILI-ideal of an MTL-algebra are introduced, some important examples are given, and the following notions are proved to be equivalent in MTL-algebra: (1) prime proper LI-ideal and Boolean LI-ideal, (2) prime proper LI-ideal and ILI-ideal, (3) proper obstinate LI-ideal, (4) ultra LI-ideal.
This work was supported by the Zhejiang Provincial Natural Science Foundation of China (Grant No. Y605389) and K. C. Wong
Magna Fund in Ningbo University. 相似文献
938.
We use the Schaefer fixed-point theorem, combined with the Bressan-Colombo selection theorem for lower-semicontinuous multivalued
operators with nonempty closed and decomposable values, for the investigation of the existence of solutions for first-and
second-order impulsive functional differential inclusions with variable times.
Published in Neliniini Kolyvannya, Vol. 10, No. 4, pp. 443–463, October–December, 2007. 相似文献
939.
Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis
for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also
apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible
dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our
algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.
相似文献
940.
S.G. Li G. Fu I. Reading S.B. Tor N.H. Loh P. Chaturvedi S.F. Yoon K. Youcef-Toumi 《Applied Physics A: Materials Science & Processing》2007,89(3):721-728
Micro powder injection molding (μPIM) is one of the potential processes for the mass production of metallic microstructures
and micro components. Here, μPIM is the miniaturization of conventional PIM, which involves four processing steps: mixing,
injection molding, debinding and sintering. This paper looks into the feasibility and effectiveness of μPIM as a key mass
production process for the fabrication of metallic micro components. For it to be an effective re-production process, it is
imperative to examine how well parts can be duplicated/fabricated from a master mold. In this work, the dimensional variation
of high-aspect-ratio micro-pillars arrays, in particular the dimensional shrinkage, global warpage, and surface roughness
at each stage of the μPIM process for a range of molding pressures, are quantified and compared in detail. The sensitivity
of the dimensional variation of the microstructures to the packing pressure is reported. The mechanism behind the dimensional
variation is analyzed.
PACS 81.20.Ev; 81.20.Hy; 81.70.Fy; 07.60.Ly; 81.05.-t 相似文献