具有高安全性和有效性的Ⅱ期两阶段临床试验

Ⅱ期临床试验的主要目的是对药物治疗的安全性和有效性进行评估.针对具有高安全性的Ⅱ期两阶段临床试验,给出小样本量下关于安全性和有效性的精确检验方法,并证明最大Ⅰ类错误概率与Ⅱ类错误概率分别在原假设和备择假设的边界处达到.在期望样本量最小原则下,给出最优两阶段设计的构造方法和常用设计表,供实际应用选用.     

GDP vs. LDP: A Survey from the Perspective of Information-Theoretic Channel

The existing work has conducted in-depth research and analysis on global differential privacy (GDP) and local differential privacy (LDP) based on information theory. However, the data privacy preserving community does not systematically review and analyze GDP and LDP based on the information-theoretic channel model. To this end, we systematically reviewed GDP and LDP from the perspective of the information-theoretic channel in this survey. First, we presented the privacy threat model under information-theoretic channel. Second, we described and compared the information-theoretic channel models of GDP and LDP. Third, we summarized and analyzed definitions, privacy-utility metrics, properties, and mechanisms of GDP and LDP under their channel models. Finally, we discussed the open problems of GDP and LDP based on different types of information-theoretic channel models according to the above systematic review. Our main contribution provides a systematic survey of channel models, definitions, privacy-utility metrics, properties, and mechanisms for GDP and LDP from the perspective of information-theoretic channel and surveys the differential privacy synthetic data generation application using generative adversarial network and federated learning, respectively. Our work is helpful for systematically understanding the privacy threat model, definitions, privacy-utility metrics, properties, and mechanisms of GDP and LDP from the perspective of information-theoretic channel and promotes in-depth research and analysis of GDP and LDP based on different types of information-theoretic channel models.     

带常利率的Erlang(2)风险模型的罚金折现期望函数

The purpose of this paper is to consider the expected value of a discounted penalty due at ruin in the Erlang（2） risk process under constant interest force. An integro-differential equation satisfied by the expected value and a second-order differential equation for the Laplace transform of the expected value are derived. In addition, the paper will present the recursive algorithm for the joint distribution of the surplus immediately before ruin and the deficit at ruin. Finally, by the differential equation, the defective renewal equation and the explicit expression for the expected value are given in the interest-free case.     

基于风险-均值分析的供应商选择与订单分配集成优化模型与求解

针对不确定环境下具有不同供应合约的供应商选择与订单分配问题,本文构建了基于风险-均值分析的模糊两阶段多周期集成优化模型。与传统的该问题研究并未充分考虑供应商选择与订单分配两阶段决策的交互影响不同,在该模型中,第一阶段供应商选择的评价目标依赖于后期实际运营中的订单分配决策;并考虑未来需求和实际运营成本的不确定性,引入在险价值和期望值两种决策准则对供应商选择方案的绩效进行评价。提出了该模型的分析求解方法,在险价值得以精确评估,期望值被控制在确定的误差范围内,并可以达到足够的精度要求。     

Solving stochastic convex feasibility problems in hilbert spaces

In a stochastic convex feasibility problem connected with a complete probability space (Ω,A,μ) and a family of closed convex sets (C_ω)_ωεΩ in a real Hilbert space H, one wants to find a point that belongs to C_ω for μ almost all ω ε Ω. We present a projection based method where the variable relaxation parameter is defined by a geometrical condition, leading to an iteration sequence that is always weakly convergent to a μ almost common point. We then give a general condition assuring norm convergence of this equation to that μ almost common point     

单部件可修系统的一个几何过程维修模型

本文研究了单部件、一个修理工组成的可修系统的最优更换问题,假定系统不能修复如新,以系统年龄T为策略,利用几何过程求出了最优的策略T^*,使得系统经长期运行单位时间内期望效益达到最大,并求出了系统经长期运行单位时间内期望效益的显式表达式。在一定条件下证明了T^*的唯一存在性。最后还证明了策略T^*比文献[6]中的策略T^*优。     

具有违约风险的人寿保险的最优定价

本文探讨具有违约风险的人寿保险的最优定价.我们从Black-Scholes的期权定价模型出发,考虑风险管理和准备金的要求,根据一次支付和均衡支付这两种不同的假设分别建立两个优化模型,并且借助于优化技术获得最优解.数量化分析结果表明,两个模型的最优价格对于利息率参数以及非索赔成本的变化都不敏感.这说明这两个模型是稳定的,而且是实用的.     

Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

Yang and Qiu proposed and reframed an expected utility–entropy (EU-E) based decision model. Later on, a similar numerical representation for a risky choice was axiomatically developed by Luce et al. under the condition of segregation. Recently, we established a fund rating approach based on the EU-E decision model and Morningstar ratings. In this paper, we apply the approach to US mutual funds and construct portfolios using the best rating funds. Furthermore, we evaluate the performance of the fund ratings based on the EU-E decision model against Morningstar ratings by examining the performance of the three models in portfolio selection. The conclusions show that portfolios constructed using the ratings based on the EU-E models with moderate tradeoff coefficients perform better than those constructed using Morningstar. The conclusion is robust to different rebalancing intervals.     

三级备件保障系统下的备件库存优化模型

目前我军装备备件保障通常采用三级保障模式,以各级备件期望短缺数量之和最小为目标,研究在不同库存水平条件下,三级备件保障系统的备件库存优化模型.经示例分析,验证了该模型的可行性和有效性,该结果可为多级备件保障提供理论依据.     

修理工单重定期休假可修系统更换模型研究

针对修理工带有单重休假的单部件可修系统,提出了一种新的维修更换模型.假定系统是可修的,逐次故障后的维修时间构成随机递增的几何过程,系统工作时间构成随机递增的几何过程,在修理工休假时间为定长的情况下,分别选取系统的总工作时间T和故障维修次数N为更换策略,以长期运行单位时间内的期望效益为目标函数,通过更新过程和几何过程理论建立数学模型,导出了目标函数的解析表达式,通过最大化目标函数来获取系统最优的更换策略T*和N*.并在一定条件下给出了策略N比策略T优的充分条件.最后,通过数值例子验证了方法的有效性.