CDMA蜂窝移动通信系统中的无线资源管理算法研究

无线资源管理是CDMA蜂窝移动通信系统保证业务质量(QoS)和提高频谱利用率的关键技术，本文提出了CDMA系统中无线资源管理算法的一般模型，阐述了三种重要的无线资源管理算法，即功率控制算法、呼叫接纳控制算法和分组调度算法的主要研究情况，并分析了目前研究中仍然存在和需要解决的问题。     

Multiscale variety in complex systems

The Law of Requisite Variety is a mathematical theorem relating the number of control states of a system to the number of variations in control that is necessary for effective response. The Law of Requisite Variety does not consider the components of a system and how they must act together to respond effectively. Here we consider the additional requirement of scale of response and the effect of coordinated versus uncoordinated response as a key attribute of complex systems. The components of a system perform a task, with a number of such components needed to act in concert to perform subtasks. We apply the resulting generalization—a Multiscale Law of Requisite Variety—to understanding effective function of complex biological and social systems. This allows us to formalize an understanding of the limitations of hierarchical control structures and the inadequacy of central control and planning in the solution of many complex social problems and the functioning of complex social organizations, e.g., the military, healthcare, and education systems. © 2004 Wiley Periodicals, Inc. Complexity 9: 37–45, 2004     

AN ENCOMPASSING APPROACH TO MODELING FISHERY DYNAMICS: MODELING DYNAMIC NONLINEAR SYSTEMS

Uncertainty about the nature and significance of nonlinearities and the manner in which dynamics affect future realizations makes model specification the most difficult aspect of modeling dynamic systems. By interpreting several popular fishery models as subcases of a nesting dynamic Taylor series approximation, we isolate the specification differences between these models in a way that accounts for commonalities. On the argument that the differences due to alternative nonlinear forms are likely to be small compared to more mundane considerations such as delay difference and general dynamic lag specification, we propose an alternative model that uses the terms from the first order approximation common to all models combined with a data-based determination of the appropriate lags using the methods of state space time series analysis. Finally, the success of the alternative models is judged in an application to Pacific halibut data.     

PARTIAL VERSUS GENERAL STORAGE POLICY: COMMODITIES AND RESOURCES

This paper examines joint storage considerations when both commodities and resources can be stored, e.g., grain and water for irrigation. Results suggest that when separate agencies control public resource and commodity storage, suboptimal storage rules occur unless (i) each agency is sensitive to the policies of the other, (ii) commodity inventories are adjusted in response to prices, and (iii) resource inventories are adjusted in response to both commodity demand and resource supply conditions. For example, the common case where water storage depends on weather and reservoir conditions alone is not sufficiently general. The results imply that water management agencies that tend to be dominated by engineers and hydrological considerations need to incorporate economic considerations into decision processes.     

投资组合保险CPPI策略研究

随着期权理论应用的发展,投资组合保险在国外已成为一种盛行的资产配置策略, 常数比例投资组合保险策略(CPPI)以其模型简单、参数的设置又能充分反映投资人不同的风险偏好、而且易于实施,成为大型安全型基金的基金经理首选的投资策略.本文研究并推广了CPPI策略,找出CPPI与期权的关系,讨论了借贷限制对(CPPI策略的影响,最后对CPPI策略在中国市场的可投资性进行了评测.     

An integer goal programming model for hazardous waste treatment and disposal

The improper handling and disposal of hazardous wastes cause threats to human health and the environment. One reason for the improper handling and disposal of these wastes is that not much consideration is usually given to the logistical aspects of hazardous waste systems. In this paper an integer goal programming model is developed that takes into consideration the multiple goals and needs of many groups involved in managing and planning hazardous waste systems. The model can easily be implemented and can be used to address many of the issues related to facility location, recycling, treatment, and disposal of hazardous wastes.     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

基于遗传禁忌算法的双资源约束下并行生产线调度研究

并行生产线调度问题兼有并行机器和流程车间调度问题的特点,是一类新型的调度问题。在考虑遗传算法早熟收敛特性和禁忌搜索法自适应优点的基础上,将遗传算法和禁忌搜索法结合起来,提出了基于遗传算法和禁忌搜索算法的双资源并行作业车间的调度优化问题算法,即考虑到了产品的调度受到机器、工人等资源制约的影响,对算法中种群的构造,适应度计算,遗传操作等方面进行了研究,最后给出了实例仿真和结论。     

中国上市公司资本结构影响因素之实证研究

资本结构不仅是财务理论研究中的热点及难点,也日益成为公司理财决策的关键问题.本文从影响因素角度对资本结构进行实证研究.文中以深沪两市部分非金融类上市公司为样本,利用本世纪最初三年的企业财务数据,选取可能影响企业资本结构的多个指标为解释变量,利用单因素方差分析、主成分分析、逐步回归分析找出了主要影响因素及其影响方式,试图为国内上市公司资本结构决定因素提供最新实证研究证据,并为企业财务决策提供支持.     

On the multi-attribute stopping problem with general value functions

We examine a sequential selection problem in which a single option must be selected. Each option's value is a function of its attributes, whose precise values can be ascertained at a given cost. We prove the optimality of a threshold stopping rule for a general class of objective functions.