Application of an Extremization Method to a Linear Integral of a Statistical Decision Problem

We consider the variational inequality that represents the first-order optimality condition for the class of variational problems with the property that the integrand in the objective functional does not depend on the derivative of the unknown function. This allows the development of an iterative method for solving the statistical decision problem of testing simple hypotheses.     

Mixture estimation with state-space components and Markov model of switching

The paper proposes a recursive algorithm for estimation of mixtures with state-space components and a dynamic model of switching. Bayesian methodology is adopted. The main features of the presented approach are: (i) recursiveness that enables a real-time performance of the algorithm; (ii) one-pass elaboration of the data sample; (iii) dynamic nature of the model of switching active components; (iv) orientation at explicit solutions with exploitation of numerical procedures only in those parts which cannot be computed analytically; (v) systematic approach to the Bayesian mixture estimation theory.     

二氧化钒薄膜的光学特性及应用前景

本文着重介绍二氧化钒（ＶＯ２）薄膜的性质，相变原理，若干制备工艺对ＶＯ２薄膜相变特性的影响并给出ＶＯ２薄膜的应用方向。     

基于区间的不确定多目标优化方法研究

基于非线性区间优化,提出了一种不确定多目标优化方法.基于区间序关系和区间可能度,把不确定多目标的目标函数和约束转化为确定性的目标函数和确定性的约束.对于复杂的工程优化问题,为了提高效率,采用拉丁方试验设计方法,构建响应面近似模型,并基于近似模型进行不确定多目标优化,从而形成了非线性区间优化方法与近似模型相结合的高效不确定多目标优化方法.数值算例表明了该方法的有效性和工程实用性.     

面向多部门多属性的群决策应急方案调整方法

针对具有多部门多属性的基于案例推理的应急方案生成问题,提出了一种新的群决策应急方案调整方法。首先,各部门根据关注的属性生成案例库,并应用检索方法得到最相似历史案例,再运用置信规则库进行应急方案调整来生成各部门应急方案;然后,各部门对每个部门生成的应急方案进行评价;在此基础上,根据各部门的评价信息确定权重,进而对各部门生成的应急方案进行集结得到目标案例的应急方案。最后,通过一个算例验证了所提出方法的可行性和有效性。     

不确定性系统投入产出分析模型及预测

本综述了不确定性经济系统投入产出模型中直接消耗系数矩阵A=(aij）n的预测方法-RAS方法及其改进方法,定义了灰直接消耗系G（aij）,给出了不确定性经济系统灰色投入产出模型。     

基于不确定指数O-U过程带有浮动利率模型的亚式期权定价

不确定金融是不确定理论在现代金融领域的一种应用,在解决金融问题中发挥着越来越重要的作用。而利率是一个重要的经济指标,经常受到一些不确定因素的影响,在研究期权定价时,有必要考虑浮动利率。本文提出了一种新的不确定指数Ornstein-Uhlenbeck过程模型,假设利率服从不确定均值回复过程,研究了期权定价问题,运用α-轨道方法,分别推导了亚式看涨期权和看跌期权定价公式。最后,设计了计算期权价格的数值算法,并给出数值算例。     

An effective Markov based approach for calculating the Limit Matrix in the analytic network process

Analytic network process is a multiple criteria decision analysis (MCDA) method that aids decision makers to choose among a number of possible alternatives or prioritize the criteria for making a decision in terms of importance. It handles both qualitative and quantitative criteria, that are compared in pairs, in order to forge a best compromise answer according to the different criteria and influences involved. The method has been widely applied and the literature review reveals a rising trend of ANP-related articles. The ‘power’ matrix method, a procedure necessary for the stability of the decision system, is one of the critical calculations in the mathematical part of the method. The present study proposes an alternative mathematical approach that is based on Markov chain processes and the well-known Gauss-Jordan elimination. The new approach obtains practically the same results as the power matrix method, requires slightly less time and number of calculations and handles effectively cyclic supermatrices, optimizing thus the whole procedure.