项目投资组合的风险度及其最优决策

本文针对项目组合投资问题引入了风险度概念，并建立其风险度模型．在无零风险度项目的情况下，给出了该模型的最优项目组合投资策略并证明该策略为马氏有效．在有零风险度项目的情况下，讨论了该模型的有效前沿的结构、性质和有效性，同时还论证了该模型的有效前沿与威廉·夏普提出的资本资产定价模型的有效前沿相一致的线性关系．最后作为本模型的应用，构造了”保证还本”模型，给出了其最优项目投资组合的策略．     

Duffing方程的静态与动态分岔特性研究

对于Duffing方程的静态和全局动态分岔,通过研究平均方程的全局行为得到了出现各种分岔的条件,揭示了Duffing方程周期解的变化过程及其具有的非线性动力学性质。     

A discrete time optimal control model with uncertainty for dynamic machine allocation problem and its application to manufacturing and construction industries

This paper proposed a discrete time optimal control model in which machine failure time is modeled assuming a Weibull distribution and machine productivity is regarded as a fuzzy variable for dealing with a dynamic machine allocation problem (DMAP) in manufacturing and construction industries. The aim is to maximize total production or construction throughput when uncertainties such as machine breakdowns are taken into account. A failure probability-work time equation is presented to describe the relationship between machine failure probability and mean time to work. To transform the uncertain optimal control model into a deterministic one, the expected value model (EVM) was introduced for forming an equivalent crisp model. The fuzzy variables in the model are also defuzzified by using an expected value operator with an optimistic–pessimistic index. Then a number of lemmas and theorems are presented and proved to formulate the theoretical algorithm so that the crisp model of the DMAP can be solved. Three actual construction and production projects are used as practical application examples. The theoretical algorithm results for the three project examples are compared with a particle swarm optimization approach and a genetic algorithm method, which demonstrates the practicality and efficiency of our optimization method.     

A probability maximization model based on rough approximation and its application to the inventory problem

In the present paper, we concentrate on dealing with a class of multi-objective programming problems with random coefficients and present its application to the multi-item inventory problem. The P-model is proposed to obtain the maximum probability of the objective functions and rough approximation is applied to deal with the feasible set with random parameters. The fuzzy programming technique and genetic algorithm are then applied to solve the crisp programming problem. Finally, the application to Auchan’s inventory system is given in order to show the efficiency of the proposed models and algorithms.     

非对称信息下预期通货膨胀的动力学模型及实证分析

本针对非对称信息条件下货币政策与公众通倾货膨胀预期问题,运用微分动力学的理论与方法,建立了非对称信息下公众通货膨胀预期的微分动力学模型,并根据中国1990－1999年预期通货膨胀率与货币发行增长率数据,运用所建模型进行实证分析。     

A class of possibilistic portfolio selection model with interval coefficients and its application

Because of the existence of non-stochastic factors in stock markets, several possibilistic portfolio selection models have been proposed, where the expected return rates of securities are considered as fuzzy variables with possibilistic distributions. This paper deals with a possibilistic portfolio selection model with interval center values. By using modality approach and goal attainment approach, it is converted into a nonlinear goal programming problem. Moreover, a genetic algorithm is designed to obtain a satisfactory solution to the possibilistic portfolio selection model under complicated constraints. Finally, a numerical example based on real world data is also provided to illustrate the effectiveness of the genetic algorithm.     

A multi-objective chance-constrained network optimal model with random fuzzy coefficients and its application to logistics distribution center location problem

The problem of the distribution center is concerned with how to select distribution centers from a potential set in order to minimize the total relevant cost comprising of fixed costs of the distribution center and transport costs, and minimize the transportation time. In this paper, we propose a multi-objective network optimal model with random fuzzy coefficients for the logistics distribution center location problem. Furthermore, we convert the uncertain model into a deterministic one by the probability and possibility measure. Then the spanning tree-based genetic algorithm (st-GA) by the Prüfer number representation is introduced to solve the crisp multiobjective programming. At last, the proposed model and algorithm are applied to the Xinxi Dairy Holdings Limited Company to show the efficiency.     

转轨经济中财政与金融政策的一个基本原则

对转轨经济中由政府部门、企业和个人所组成的经济系统建立了一个货币经济动力学模型.通过对模型的均衡分析和动力学分析,阐明了在转轨经济中特别是当经济处于不景气情形时,财政、金融政策的一个基本原则是实行价格稳定化政策.     

A kind of fuzzy linear programming problems based on interval-valued fuzzy sets

Abstract. The objective of this paper is to deal with a kind of fuzzy linear programming problem based on interval-valued fuzzy sets (IVFLP) through the medium of procedure that turns IVFLP into parametric linear programming via the mathematical programming. Some useful results for the benefit of solving IVFLP are expounded and proved,developed and discussed. Furthermore,that the proposed techniques in this paper allow the decision-maker to assign a different degree of importance can provide a useful way to efficiently help the decision-maker make their decisions.