Dynamic portfolio selection with market impact costs

This paper concerns optimal dynamic portfolio choice with quadratic utility when there are market impact costs. The optimal policy is difficult to characterize, so we look instead for sub-optimal policies. Our proposed suboptimal policy solves a tractable dynamic portfolio choice problem where the cost of trading is captured in the objective instead of the price dynamics. A multiple time scale asymptotic expansion shows that our proposed policy has sensible structural properties, while numerical experiments show promising performance and robustness properties.     

Mixed partial elasticities in constant returns-to-scale production technologies

Recently, Podinovski and Førsund (2010) developed a linear programming approach to the analysis and calculation of a class of mixed partial elasticity measures in variable returns-to-scale (VRS) production technologies. In the current paper, we extend their approach to the constant returns-to-scale (CRS) technologies and formulate linear programs required for the computation of elasticity measures. Among other results obtained in this paper, we prove a new result, valid in both VRS and CRS technologies, that allows us to identify the reason why the corresponding elasticity measure is undefined at the unit. This removes the need for a preliminary sorting of the units into those units where the elasticity measure applies and those where it does not.     

膨胀土分类的灰色变权聚类法

将灰色变权聚类法应用于膨胀土的分类.结果表明,用灰色变权聚类法对膨胀土的胀缩等级进行分类,其结果更合理、更客观.     

时间测度上一类时滞半比率依赖扩散系统的周期解(英文)

In this paper,we investigate the existence of periodic solutions of a semi-ratiodependent predator-prey diffusion system with functional responses and time delays in a two-patch environment on time scales by using a continuation theorem based on coincidence degree theory.     

直剪颗粒体系的尺寸效应研究

本文通过改变直剪盒内高精度球形玻璃珠粒径、直剪盒厚度和长度的比例关系来观察体系剪切应力同试样边界条件的关系．发现随着玻璃珠粒径的减小样品所能承受的剪切应力会略微减小,而直剪盒长度的减小也会导致剪切应力的下降．实验结果表明直剪盒长度不足35倍颗粒粒径或者其厚度小于0．5倍直剪盒长度的时候,直剪实验具有明显的尺寸效应,现行的直剪实验指导标准应当予以修正．     

涡旋轴对称化的分形维数表征

涡旋轴对称化是影响热带气旋预报的重要动力学过程．截止目前的研究,均用等值线图形主观识别涡旋轴对称化．本文用一个准地转无幅散的正压涡度方程模式,数值积分48h,模拟了初始非轴对称涡旋演变为轴对称涡旋的轴对称化过程．根据模式输出数据,计算了逐时涡旋外缘线的分形维数DB,用分形维数DB的逐时变化客观表征涡旋轴对称化．在此基础上,计算了分形维数De与热带气旋尺度参数R。和热带气旋强度参数Vmax的相关系数．结果显示,DB与Rm的相关系数为-0．70,DB与Kmax的相关系数为-0．75,相关均显著．用此途径,客观表征了涡旋轴对称化与热带气旋参数的联系．结果在热带气旋预报中有应用前景．     

利用分幅相机测量铋球表面发射X射线图像

设计了一种塑料靶表面涂铋(Bi)的靶丸替代常规内爆靶,利用分幅相机获取辐射驱动内爆替代靶丸Bi等离子体再发射X射线的2维图像。实验时,从主激光中分出一束光信号,经光电转换后作为分幅相机的触发信号,以激光直接驱动金球靶建立相机的时标。根据分幅相机的时标可确定每幅X射线图像相对于主激光的时间延迟。分析Bi球靶的X射线分幅图像,得到夹持内爆靶丸的CH膜的烧蚀时间及Bi球靶半径的变化关系。通过X射线图像还可反推出诊断孔的大小和CH膜支撑靶丸的对称性。     

Effect of radiation-induced mean wavelength shift in optical fibers on the scale factor of an interferometric fiber optic gyroscope at a wavelength of 1300 nm

In order to analyze the effect of wavelength-dependent radiation-induced attenuation (RIA) on the mean trans- mission wavelength in optical fiber and the scale factor of interferometric fiber optic gyroscopes (IFOGs), three types of polarization-maintaining (PM) fibers are tested by using a 60 Co γ-radiation source. The observed different mean wave- length shift (MWS) behaviors for different fibers are interpreted by color-center theory involving dose rate-dependent absorption bands in ultraviolet and visible ranges and total dose-dependent near-infrared absorption bands. To evaluate the mean wavelength variation in a fiber coil and the induced scale factor change for space-borne IFOGs under low radiation doses in a space environment, the influence of dose rate on the mean wavelength is investigated by testing four germanium (Ge) doped fibers and two germanium-phosphorus (Ge-P) codoped fibers irradiated at different dose rates. Experimental results indicate that the Ge-doped fibers show the least mean wavelength shift during irradiation and their mean wavelength of optical signal transmission in fibers will shift to a shorter wavelength in a low-dose-rate radiation environment. Finally, the change in the scale factor of IFOG resulting from the mean wavelength shift is estimated and tested, and it is found that the significant radiation-induced scale factor variation must be considered during the design of space-borne IFOGs.     

Low-Latency Short-Packet Transmission over a Large Spatial Scale

Short-packet transmission has attracted considerable attention due to its potential to achieve ultralow latency in automated driving, telesurgery, the Industrial Internet of Things (IIoT), and other applications emerging in the coming era of the Six-Generation (6G) wireless networks. In 6G systems, a paradigm-shifting infrastructure is anticipated to provide seamless coverage by integrating low-Earth orbit (LEO) satellite networks, which enable long-distance wireless relaying. However, how to efficiently transmit short packets over a sizeable spatial scale remains open. In this paper, we are interested in low-latency short-packet transmissions between two distant nodes, in which neither propagation delay, nor propagation loss can be ignored. Decode-and-forward (DF) relays can be deployed to regenerate packets reliably during their delivery over a long distance, thereby reducing the signal-to-noise ratio (SNR) loss. However, they also cause decoding delay in each hop, the sum of which may become large and cannot be ignored given the stringent latency constraints. This paper presents an optimal relay deployment to minimize the error probability while meeting both the latency and transmission power constraints. Based on an asymptotic analysis, a theoretical performance bound for distant short-packet transmission is also characterized by the optimal distance–latency–reliability tradeoff, which is expected to provide insights into designing integrated LEO satellite communications in 6G.     

时间尺度上具阻尼项的二阶半线性时滞动力方程振动性的新结果

本文讨论一类具阻尼项的二阶半线性时滞动力方程解的振动性质, 利用广义Riccati 变换和不等式技巧, 在一定条件下, 建立了4 个新的振动准则, 其结果改进和推广了已知的一些结果.