一类经典”秘书问题”的推广

”秘书问题”在最优停时理论的发展中曾起过重要作用 ,实际中的一类问题与”秘书问题”有类似之处 ,但比”秘书问题”更复杂 .本文将经典”秘书问题”进行推广 ,建立了一类比经典”秘书问题”更有实际意义的模型 ,并给出了该类模型的解 .     

Compensatory transfers in two-player decision problems

This paper presents an axiomatic characterization of a family of solutions to two-player quasi-linear social choice problems. In these problems the players select a single action from a set available to them. They may also transfer money between themselves.The solutions form a one-parameter family, where the parameter is a non-negative number, t.The solutions can be interpreted as follows: Any efficient action can be selected. Based on this action, compute for each player a “best claim for compensation”. A claim for compensation is the difference between the value of an alternative action and the selected efficient action, minus a penalty proportional to the extent to which the alternative action is inefficient. The coefficient of proportionality of this penalty is t. The best claim for compensation for a player is the maximum of this computed claim over all possible alternative actions. The solution, at the parameter value t, is to implement the chosen efficient action and make a monetary transfer equal to the average of these two best claims. The characterization relies on three main axioms. The paper presents and justifies these axioms and compares them to related conditions used in other bargaining contexts. In Nash Bargaining Theory, the axioms analogous to these three are in conflict with each other. In contrast, in the quasi-linear social choice setting of this paper, all three conditions can be satisfied simultaneously.This work was supported by the Division of Research at the Harvard Business School. Thanks are due to the Cowles Foundation for Research in Economics at Yale University for its kind hospitality during the Spring of 2002. I have received helpful advice and comments from Youngsub Chun, Ehud Kalai, Herve Moulin, Al Roth, Ilya Segal, Adam Szeidl, Richard Zeckhauser, and other members of the Theory Seminars at Harvard, MIT, Princeton, Rice and Northwestern.     

管理人因素对风险项目期权估值的影响

本基于对风险项目及其“孪生证券”风险和收益特性的分析，认为真正的“孪生证券”实际中很难存在，进而提出利用“近似孪生证券”与无风险证券构造资产组合来复制实物期权收益特征，利用无风险套利分析确定项目实物期权价值的方法。但考虑到管理人因素造成的实物期权内部风险特征的不可复制性，本进一步提出利用“确定性等值”将内部风险价值V1具体化，从而实现对“近似孪生证券”方法进行修正。     

Coordinating inventory control and pricing strategies: The continuous review model

We analyze an infinite horizon, single product, continuous review model in which pricing and inventory decisions are made simultaneously and ordering cost includes a fixed cost. We show that there exists a stationary (s,S) inventory policy maximizing the expected discounted or expected average profit under general conditions.     

安全质量费用工期在网络计划中的系统优化研究

施工网络计划中安全、质量、费用、工期达到综合优化是工程管理决策追求的目标,在工程项目管理中对这4个指标进行全面系统分析,并且进行综合均衡优化,对于提高工程项目的综合效益至关重要.采取在网络计划所有可行的施工方案中寻求最优的方案组合,从而达到总目标的优化.并且通过一个实例来说明本方法的应用.     

短波通滤光片膜系设计

详细介绍用等效折射率概念设计短波通滤光片的原理和计算方法。根据原理和方法，选择二氧化钛（TiO2）作为高折射率材料、二氧化硅（SiO2）作为低折射率材料。首先从理论上计算出用这2种材料设计的波长λ=950～1150nm的短波通滤光片所需要的周期数，然后给出短波通滤光片的主膜系和光谱曲线。由于据此周期数设计出的膜系光谱曲线在750～810nm处的透过率不符合要求，因此对该膜系进行了改进。依照改进的设计进行多次制备，最终制备出了符合要求的短波通滤光片，找到了最佳制备工艺和方法。最后，对制备出来的短波通滤光片薄膜进行了各种环境实验。实验结果表明，膜层的各项指标符合设计要求。     

阻尼落体运动的分析力学研究

应用分析力学理论和方法,研究了两种情况下的阻尼落体运动:1)阻力大小与速度成正比;2)阻力大小与速度平方成正比.对两种运动分别给出了等效的Lagrange函数和Hamilton函数,并应用第一积分法、点变换法、正则变换法和Ham-ilton-Jacobi方程法等不同的求解方法进行了求解.     

A locally computed suboptimal control strategy for a class of interconnected systems

In this paper, a locally computed suboptimal control strategy for a class of interconnected systems is introduced. First, optimal statefeedback control equations are derived for a finite-horizon quadratic cost. Then, the control for each subsystem is separated into two portions. The first portion stabilizes the isolated subsystem, and the second portion corresponds to the interactions. To achieve a locally calculable control, an approximation to the optimal control equations is introduced, and two iterative suboptimal control algorithms are developed. In the first algorithm, the initial conditions of subsystems are assumed to be known; in the second algorithm, this information is replaced by statistical distributions. The orders of errors in the iterations of the algorithm and in the suboptimality are given in terms of interconnections. An example with comparisons is also included to show the performance of the approach.     

“Optimization of aircraft maintenance/support infrastructure using genetic algorithms—level of repair analysis”

Level of repair analysis (LORA) is an approach used during the design stage of complex equipment for analysis of the cost effectiveness of competing maintenance strategies. LORA is carried as a part of the life cycle cost and cost of ownership analysis and plays a significant role in minimizing the life cycle cost and cost of ownership of the capital equipment. Since many purchasing decisions of complex equipment are based on cost of ownership, it has become essential to carry out LORA to compete in the market. In this paper, we develop a mathematical model for LORA and propose a solution methodology based on genetic algorithms. The concept is illustrated using a hypothetical aircraft engine.     

光学系统的等效变换

本文在普遍情况下使用矩阵方法详细讨论了光学系统的等效变换,证明光线变换矩阵为的光学系统当C≠0时可等效为一个薄透镜,当C=0时等效为一个薄透镜组。文中所得结果能用于分析光线或光束通过复杂光学系统的变换和多元件光腔的问题。