动态规划在教学管理中的应用

本将动态规划理论应用于高校教学管理当中，得出了教学管理中重要的环一排课的最优策略。     

CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

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.     

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.     

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.     

USING A SYSTEM DYNAMICS APPROACH TO MODEL SUSTAINABILITY INDICATORS FOR IRRIGATION SYSTEMS IN AUSTRALIA

ABSTRACT. An indicator defined as a function of the total water diversion through the Coleambally canal and the potential irrigation demand is selected to represent the sustainability of the irrigation water system in the Coleambally irrigation area, Australia. A simulation procedure using a system dynamics approach was developed to evaluate the indicator. The procedure includes water diversion assessment, potential crop water demand and total gross margin. Three cases of water supply options (surface water, ground water pumping and water trading), two cases of changes in the total agricultural area and three cropping pattern scenarios were simulated to better understand their impact on sustainability. The simulated results indicate that increasing the agricultural area reduces the sustainability of the irrigation system because the demand of water increased despite increase in the gross margin. The scenarios show that imposed water trading and ground water pumping would considerably increase the supply system having a positive impact on the sustainability. The paper concludes that a multi‐objective sustainability indicator taking account of economic and environmental issues could be more useful.