基于不对称需求信息的数量折扣设计

通过建立数量折扣设计优化模型,利用委托代理理论分别分析了完全和不完全需求信息条件下,商品供应商如何为一群异质的零售商制定价格政策,实现其中望利润的最大化.在完全需求信息条件下,单一价格就能使供应商实现利润最大化;而在需求信息为不对称条件下,逆向选择使单一价格失效,此时,数量折扣是一种能够有效增加零售商订货量的激励方式.     

A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information

The paper is concerned with a stochastic optimal control problem in which the controlled system is described by a fully coupled nonlinear forward-backward stochastic differential equation driven by a Brownian motion. It is required that all admissible control processes are adapted to a given subfiltration of the filtration generated by the underlying Brownian motion. For this type of partial information control, one sufficient (a verification theorem) and one necessary conditions of optimality are proved. The control domain need to be convex and the forward diffusion coefficient of the system can contain the control variable. This work was partially supported by Basic Research Program of China (Grant No. 2007CB814904), National Natural Science Foundation of China (Grant No. 10325101) and Natural Science Foundation of Zhejiang Province (Grant No. Y605478, Y606667)     

TSP的量子蚂蚁算法求解

在分析量子算法的基本概念的基础上,提出了一种新的算法——量子蚂蚁算法。量子蚂蚁算法结合了量子计算中量子旋转门的量子信息和蚂蚁寻优的特点,为解决实际问题提供的一种新的优化方法。本文将量子蚂蚁算法应用于TSP问题的研究,通过选取国际通用的TSP实例库中多个实例进行测试,表明了新算法具有很好的精确度和鲁棒性,即使对于大规模问题,也能以很小的种群和不长的时间求得相对误差较小的满意解。     

A new kernel function yielding the best known iteration bounds for primal-dual interior-point algorithms

Kernel functions play an important role in defining new search directions for primal-dual interior-point algorithm for solving linear optimization problems. In this paper we present a new kernel function which yields an algorithm with the best known complexity bound for both large- and small-update methods.     

Lower bounds in communication complexity based on factorization norms

We introduce a new method to derive lower bounds on randomized and quantum communication complexity. Our method is based on factorization norms, a notion from Banach Space theory. This approach gives us access to several powerful tools from this area such as normed spaces duality and Grothendiek's inequality. This extends the arsenal of methods for deriving lower bounds in communication complexity. As we show, our method subsumes most of the previously known general approaches to lower bounds on communication complexity. Moreover, we extend all (but one) of these lower bounds to the realm of quantum communication complexity with entanglement. Our results also shed some light on the question how much communication can be saved by using entanglement. It is known that entanglement can save one of every two qubits, and examples for which this is tight are also known. It follows from our results that this bound on the saving in communication is tight almost always. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2009     

Computational representations of architectural design for tall buildings

Building design process is a significantly complex procedure taking into account many different factors and variables, such as the site context, environment, material availability, cost, and function. One of the most complex forms in the built environment is tall building because of the scale, design considerations, and multidisciplinary nature. This article discusses development of ontological model for understanding, presenting, relating, and managing knowledge influencing architectural design of tall buildings. Ontology is a knowledge‐based model that represents certain domain by abstraction of concepts, and a network of relationships and properties describing these concepts. By creating an architectural ontology, the factors, relations, and characteristics in the design process can be clearly defined and presented. The model incorporates physical systems such as structure, building elements, and geometry, as well as environmental effects, social aspects and other complex attributes. © 2009 Wiley Periodicals, Inc. Complexity, 2009     

New demodulation filter in digital phase rotation beamforming

In this paper, we present a new quadrature demodulation filter to reduce hardware complexity in digital phase rotation beamforming. Due to its low sensitivity to phase delay errors, digital quadrature demodulation is commonly used in ultrasound machines. However, since it requires two lowpass filters for each channel to remove harmonics, the direct use of conventional finite impulse response (FIR) filters in ultrasound machines is computationally expensive and burdensome. In our new method, an efficient multi-stage uniform coefficient (MSUC) filter is utilized to remove harmonic components in phase rotation beamforming. In comparison with the directly implemented FIR (DI-FIR) and the previously-proposed signed-power-of-two FIR (SPOT-FIR) lowpass filters, the proposed MSUC filter reduces the necessary hardware resources by 93.9% and 83.9%, respectively. In simulation, the MSUC filter shows a negligible degradation in image quality. The proposed method resulted in comparable spatial and contrast resolution to the DI-FIR approach in the phantom study. These preliminary results indicate that the proposed quadrature demodulation filtering method could significantly reduce the hardware complexity in phase rotation beamforming while maintaining comparable image quality.     

组合优化若干经典问题新进展

组合优化是20世纪中后期发展起来的一个运筹学与计算机科学交叉学科分支, 研究具有离散结构的优化问题解的性质和求解方法. 由于不同离散问题的结构差异, 出现了各种各样的研究手段和技巧. 针对组合优化的若干经典问题, 简述了算法和复杂性理论的研究进展.     

Splitting Single-Photon Polarization State with Weak Cross—Kerr Nonlinearity

We propose a three-party scheme for quantum information splitting (QIS) of an arbitrary single-photon polarization state based on weak cross-Kerr nonlinearity combined with linear optics elements such as polarization beam splitters (PBSs) and half wave plates (HWPs). The scheme is generalized to the arbitrary-party case. With the help of quantum nondemolition (QND) measurements, our schemes can be accomplished in an almost deterministic way. The two schemes are feasible with the current technology.     

基于贝叶斯信息更新的风险规避库存策略研究

在贝叶斯库存控制研究中一个著名的结论是：当缺货需求不能被观测到时,最优贝叶斯库存水平总会高于短视策略库存水平,原因是决策者需要通过多订货来获取对需求分布的认识. 这是基于风险中性的研究,然后现实中决策者都期望规避风险. 基于贝叶斯信息更新研究了风险规避背景下需求部分可观测的多周期报童问题,决策者的周期内效用函数满足独立可加性公理. 通过引入非正规化概率,研究发现,对风险规避的决策者,当其效用函数具有不变绝对风险规避特征时,最优贝叶斯库存水平也会高于短视策略库存水平. 非正规化概率简化了动态规划方程与结果的证明.