Logic optimality for multi-objective optimization

Pareto dominance is one of the most basic concepts in multi-objective optimization. However, it is inefficient when the number of objectives is large because in this case it leads to an unmanageable number of Pareto solutions. In order to solve this problem, a new concept of logic dominance is defined by considering the number of improved objectives and the quantity of improvement simultaneously, where probabilistic logic is applied to measure the quantity of improvement. Based on logic dominance, the corresponding logic nondominated solution is defined as a feasible solution which is not dominated by other ones based on this new relationship, and it is proved that each logic nondominated solution is also a Pareto solution. Essentially, logic dominance is an extension of Pareto dominance. Since there are already several extensions for Pareto dominance, some comparisons are given in terms of numerical examples, which indicates that logic dominance is more efficient. As an application of logic dominance, a house choice problem with five objectives is considered.     

Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

The paper discusses both pth moment and almost sure exponential stability of solutions to neutral stochastic functional differential equations and neutral stochastic differential delay equations, by using the Razumikhin-type technique. The main goal is to find sufficient stability conditions that could be verified more easily then by using the usual method with Lyapunov functionals. The analysis is based on paper [X. Mao, Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations, SIAM J. Math. Anal. 28 (2) (1997) 389-401], referring to mean square and almost sure exponential stability.     

Shuffles of copulas

We show that every copula that is a shuffle of Min is a special push-forward of the doubly stochastic measure induced by the copula M. This fact allows to generalize the notion of shuffle by replacing the measure induced by M with an arbitrary doubly stochastic measure, and, hence, the copula M by any copula C.     

基于DNA遗传算法的随机整数规划期望值模型求解

为了求解随机整数规划问题,提出了随机整数规划期望值模型的概念,分析了利用DNA遗传算法求解此类问题的优点,并设计了求解算法,最后通过报童问题,验证了算法的可行性和有效性.     

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.     

条件g-期望的矩不等式

找到了几个使条件g-期望的矩不等式在一般意义下成立的关于g和g-期望的充分条件.     

带反馈的多重休假M~X/G/1排队

研究批量到达带反馈的多重休假M/G/1排队.建立休假,反馈,和成批到达的多类型相结合的排队模型.采用了嵌入马尔可夫链的方法研究了该排队系统,推导出稳态队长分布的母函数及其随机分解结果,给出忙期的LST和全假期的均值.最后考虑了批量等于1的特殊情况.     

Forward-backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem

In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic optimal control problem. And we also give the linear feedback regulator for the optimal control problem by using the solutions of a group of Riccati equations.     

中国乡镇企业增长的随机前沿生产函数分析

论文在运用中国1990-2005年间省际平衡面板数据的基础上,采用考虑非效率项的非中性技术进步随机前沿生产函数模型,分析了影响我国各省区乡镇企业增长的规模报酬、技术效率和技术进步因素。主要得出结论如下:在乡镇企业的发展过程中,资本产出弹性不断接近甚至有超过劳动产出弹性的趋势,呈现出一定的"资本深化"过程;整个规模报酬略大于1,这表明适当扩大乡镇企业经营规模存在着一定的规模经济效应;而整体平均技术效率水平逐年递增,技术进步率则逐年下降。在这些实证工作的基础上,论文还得出一些政策建议,希冀能够对实现我国乡镇企业的可持续发展有所裨益。     

正倒向重随机微分方程

该文研究了一类正倒向重随机微分方程, 在某些自然的单调性假设下, 得到了解的存在唯一性结果.