基于可信性测度的模糊线性不等式组的确定性等价

在模糊优化决策问题中,约束条件包含模糊线性不等式组.如何把它们转化为确定性的等价形式,这在模糊控制和模糊决策中起着重要的作用.可信性测度是模糊数学实现公理化体系的一个基础.本文在可信性测度的基础上,探讨了模糊约束在一定的满意度水平之下转化为确定性的等价式,同时就三角形模糊变量给出了模糊线性不等式组的确定性等价的具体表达式.     

非扩张映像不动点新的简单逼近算法

提出了一个简单的非扩张映像不动点的逼近算法,该算法通过非迭代的逼近序列来实现.从算法的复杂性来看,提出的算法比经典的Mann迭代算法、Ishikawa迭代算法和Halpern迭代算法更简单.提出的算法紧密联系着非扩张映像不动点的存在性,因此,还得到了非扩张映像的新不动点定理, 拓展和改进了经典的Goebel-Kirk,Kim-Xu等作者的结果.     

新产品定价决策的影响因素分析

新产品的成功销售取决于两个重要的因素:一是具有生产特性的工程变量,比如产品的可靠性水平;一是具有市场特征的影响因素,比如价格和保障机制。为了实现收益,制造商必须认真审视价格、产品可靠性和保障机制的选择。因此,本文将价格作为外生变量,将保障机制与可靠性作为决策变量,建立了以最大化为目标的收益模型,分析可靠性与保障机制的最优策略。另外,探讨当不同变量的敏感性参数发生变化时,最优保障机制与产品可靠性的变化规律。最后,通过算例分析收益函数的基本特性,结论显示消费者总是从产品保障机制的信号中判断产品的可靠性水平,这对新产品销售有一定的借鉴意义。     

Optimal reinsurance under risk and uncertainty

This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk and uncertainty, though the classical uncertainty free case is also included. The insurer and reinsurer degrees of uncertainty do not have to be identical. The decision variable is not the retained (or ceded) risk, but its sensitivity with respect to the total claims. Thus, if one imposes strictly positive lower bounds for this variable, the reinsurer moral hazard is totally eliminated.Three main contributions seem to be reached. Firstly, necessary and sufficient optimality conditions are given in a very general setting. Secondly, the optimal contract is often a bang–bang solution, i.e., the sensitivity between the retained risk and the total claims saturates the imposed constraints. Thirdly, the optimal reinsurance problem is equivalent to other linear programming problem, despite the fact that risk, uncertainty, and many premium principles are not linear. This may be important because linear problems may be easily solved in practice, since there are very efficient algorithms.     

闭极大线性子空间正交补的判别及应用

继续前面的工作,证得对于赋范线性空间中固定线性子空间成为迫近子空间的充分必要条件.特别的,对于闭极大线性子空间来说,的迫近性等价于的正交可补性.做为其直接推论,给出Banach空间成为自反空间的5个等价条件,其中4个条件为经典结果,一个条件为已有文献中给出的条件,但给出全新的证明.     

内积空间上最小二乘形式的矩阵Pade-型逼近

当矩阵幂级数的展开式的系数产生微小摄动时,矩阵Padé-型逼近解往往变化很大.本文在矩阵Padé-型逼近研究的基础上,受Brezinski的启发,借助于误差公式和最小二乘法构造了一种稳定性和精确度均有所提高的矩阵Padé-型逼近的新方法,即最小二乘形式的矩阵Padé-型逼近(LSMPTA),并给出了LSMPTA完整的分子和分母行列式表达式.最后,通过数值实例说明了这一方法的有效性.     

混合幂的素变数丢番图逼近

证明了,如果λ1,λ2,λ3,λ4是正实数,λ1/λ2是无理数和代数效,V是well-spaced序列,δ>0,那么对于ν,∈V,ν≤X,ε>0,使得|λ1p21+λ2p22+λ3p33+λ4p34-ν|<ν-δ没有素数解P1,p2,p3,p4的ν的个数不超过O(X20/21+2δ+ε).     

GL(n,K)中一类准可解子群的结构及其在Fuchsian系统中的应用(英文)

本文研究了单值群的可解性与Fuchsian方程可积性之间的关系.利用可解群及GL(n,K)的性质,获得GL(n,K)中一类准可解子群的结构定理,并将之心用于Fuchsian系统的可积性研究之中.     

Gap formulas for closed linear relations

A classical formula for the gap between two densely defined closed operators in a Hilbert space is extended to the case of linear relations. Copyright © 2014 John Wiley & Sons, Ltd.     

Approximation properties for solutions to non‐Lipschitz stochastic differential equations with Lévy noise

In this paper, we consider the non‐Lipschitz stochastic differential equations and stochastic functional differential equations with delays driven by Lévy noise, and the approximation theorems for the solutions to these two kinds of equations will be proposed respectively. Non‐Lipschitz condition is much weaker condition than the Lipschitz one. The simplified equations will be defined to make its solutions converge to that of the corresponding original equations both in the sense of mean square and probability, which constitute the approximation theorems. Copyright © 2014 John Wiley & Sons, Ltd.