Solving multistage asset investment problems by the sample average approximation method

The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects the solution quality of multistage stochastic programming problems. We present a new heuristic for determining good feasible solutions for a multistage decision problem. For power and log-utility functions we address the question of how tree structures, number of stages, number of outcomes and number of assets affect the solution quality. We also present a new method for evaluating the quality of first stage decisions.     

有限重数的Dirichlet移位

In this paper, we show that a multiplication operator on the Dirichlet space D is unitarily equivalent to Dirichlet shift of multiplicity n ＋ 1 （n ≥ 0） if and only if its symbol is c zn＋1 for some constant c. The result is very different from the cases of both the Bergman space and the Hardy space.     

混沌量子克隆算法求解认知无线网络频谱分配问题

对认知无线网络中的频谱进行有效分配是实现动态频谱接入的关键技术.考虑3次用户对频谱的需求和分配的公平性,给出了频谱分配的数学模型,并将其转换为以最大化网络收益为目标的带约束优化问题,进而提出一种采用混沌量子克隆优化求解的认知无线网络频谱分配算法, 并证明了该算法以概率1收敛.最后,通过仿真实验比较了本文算法与颜色敏感图着色算法、基于遗传算法的频谱分配、基于量子遗传算法的频谱分配的性能.结果表明:本文算法性能较优, 能更好地实现网络收益最大化. 关键词： 混沌量子克隆算法 认知无线网络 频谱分配     

Existence of solutions for a damped nonlinear impulsive problem with Dirichlet boundary conditions

In this paper, we consider the existence of solutions for second‐order nonlinear damped impulsive differential equations with Dirichlet boundary condition. By critical point theory, we obtain some existence theorems of solutions for the nonlinear problem. We extend and improve some recent results. Copyright © 2013 John Wiley & Sons, Ltd.     

半平面内无限级Dirichlet级数的正规增长性

本文研究了半平面内无穷级Dirichlet级数的正规增长性问题.利用型函数的方法,获得了关于无穷X级的正规增长性的几个等价定理,推广了已有的结果.     

Stochastic models for strategic resource allocation in nonprofit foreclosed housing acquisitions

Increased rates of mortgage foreclosures in the U.S. have had devastating social and economic impacts during and after the 2008 financial crisis. As part of the response to this problem, nonprofit organizations such as community development corporations (CDCs) have been trying to mitigate the negative impacts of mortgage foreclosures by acquiring and redeveloping foreclosed properties. We consider the strategic resource allocation decisions for these organizations which involve budget allocations to different neighborhoods under cost and return uncertainty. Based on interactions with a CDC, we develop stochastic integer programming based frameworks for this decision problem, and assess the practical value of the models by using real-world data. Both policy-related and computational analyses are performed, and several insights such as the trade-offs between different objectives, and the efficiency of different solution approaches are presented.     

On the core of cost-revenue games: Minimum cost spanning tree games with revenues

In this paper, we analyze cost sharing problems arising from a general service by explicitly taking into account the generated revenues. To this cost-revenue sharing problem, we associate a cooperative game with transferable utility, called cost-revenue game. By considering cooperation among the agents using the general service, the value of a coalition is defined as the maximum net revenues that the coalition may obtain by means of cooperation. As a result, a coalition may profit from not allowing all its members to get the service that generates the revenues. We focus on the study of the core of cost-revenue games. Under the assumption that cooperation among the members of the grand coalition grants the use of the service under consideration to all its members, it is shown that a cost-revenue game has a nonempty core for any vector of revenues if, and only if, the dual game of the cost game has a large core. Using this result, we investigate minimum cost spanning tree games with revenues. We show that if every connection cost can take only two values (low or high cost), then, the corresponding minimum cost spanning tree game with revenues has a nonempty core. Furthermore, we provide an example of a minimum cost spanning tree game with revenues with an empty core where every connection cost can take only one of three values (low, medium, or high cost).