Top-Down Fuzzy Decision Making with Partial Preference Information

This paper proposes a multi-stage decision procedure to cope with a hierarchical multiple objective decision environment in which the upper-level DM only provides partial preference information and the lower-level DM is fuzzy about the tradeoff questions such that to achieve substantially more than or equal to some values is delivered to maximize the objectives. Therefore, the procedure consists of two levels, a upper-level and a lower-level. The main idea is that after the upper-level provides partial preference information to the lower-level as a guideline of decision, the lower-level DM determines a satisfactory solution from the reduced non-dominated set in the framework of multi-objective fuzzy programs.     

各国信息产业综合水平的比较

使用因子分析法对世界 4 1个国家的信息产业发展作横向关联和时间纵向的综合水平比较 ,在定量分析的基础上 ,提出了自己的观点和看法。     

Empirical Likelihood Estimation for the Two-Sample Mean under Density Ratio Models Using Auxiliary Information

Auxiliary population information is often available in finite population inference problems, and the empirical likelihood (EL) approach has been demonstrated to be flexible and useful for such problems. The present paper concerns EL when interest centers on inference for the mean of the baseline distribution under two-sample density ratio models. Although dual EL is a convenient technical tool since it has the same maximum point and maximum likelihood as DRM-based EL, it can not combine such auxiliary information into the likelihood conveniently and may have loss of efficiency. By contrast, the classical EL approach of Qin andLawlessucite{21} does not have this problem and incorporate seamlessly auxiliary information. Based on the EL using auxiliary information and thedual EL methods, we construct both point and interval estimations and make a careful comparison. Though the point estimation efficiency gain obtainedby the former is not noticeable, we find that they may have different performances in interval estimation. In terms of coverage accuracy, the two intervals are comparable for not or moderate skewed populations, and the EL interval using auxiliary information can be much superior for severely skewed populations.     

利他偏好下供应链效率和公平度动态演进研究

根据零售商利他偏好信息非对称性和动态演进特征,将零供博弈信息结构分为4个演进过程,采用逆向归纳法求解各个过程中供应链主观效率和客观效率、以"公平熵"计算供应链主观公平度和客观公平度,从主观与客观2个维度分析供应链利他偏好行为对供应链效率和公平度动态演进的影响.通过对比分析得出:信息对称下零售商利他偏好行为不改变供应链利润但会改变各个成员在供应链中的利润分配比例,起到"供应链利润分配机制"的作用;供应链主观效率总是不低于客观效率,供应链主观公平度总是不低于客观公平度;从主观评价供应链能够实现协调且供应链能够兼顾效率和公平.     

Birnbaum‐Saunders distribution: A review of models,analysis, and applications

Birnbaum and Saunders introduced a two‐parameter lifetime distribution to model the fatigue life of a metal, subject to cyclic stress. Since then, extensive work has been done on this model providing different interpretations, constructions, generalizations, inferential methods, and extensions to bivariate, multivariate, and matrix‐variate cases. More than 200 papers and one research monograph have already appeared describing all these aspects and developments. In this paper, we provide a detailed review of all these developments and, at the same time, indicate several open problems that could be considered for further research.     

Enterprise security economics: A self‐defense versus cyber‐insurance dilemma

We propose a model that optimizes enterprise investments in cybersecurity using expected utility theory. The model allows computing (a) investment in self‐defense to reduce the risk of security breaches, (b) investment in cyber insurance to transfer the residual risk to insurance companies, and (c) investment in forensic readiness to make the insured firms capable of generating provable insurance claims about security breaches. A three‐phase–based model of vulnerability rate evolution over time is proposed and used to estimate the different planned security expenditures throughout the investment horizon. At the starting time of investment, a decision maker invests to cover the existing risk of breach and periodically spends to cover the additional risk observed due to the release of new vulnerabilities. In this work, the intermediate tranches are determined while considering three different attitudes of decision makers, namely, optimistic, pessimistic, and realistic. An analysis is conducted to assess the performance of the proposed models.     

市场需求信息不对称下的保兑仓融资风险控制策略

信息不对称风险广泛存在于保兑仓融资过程当中,本文运用Stackelberg博弈模型刻画融资系统成员关系,运用动态规划优化分析方法求解对应博弈均衡策略。总结出需求信息不对称的三种表现形式:信息造假,信息优势及信息隐匿,分析各类信息不对称情形对融资系统所造成影响,并相应提出实现信息显示功能的契约甄别机制。研究表明:零售商可从信息不对称中获取巨大信息优势,但对其他成员造成损害,其中信息隐匿对生产商损害程度更高;二部定价机制可实现信息甄别,但生产商须为之付出信息租金,造成效率损失;而合理参数设定下的二部定价加回购机制有助于进一步改进融资系统及各成员收益,甚至达到次协调状态,最终实现融资成员收益的帕累托改进。本研究对于控制供应链融资中的信息风险、改善融资效率提供了理论依据及决策参考。     

灰色随机变量的熵和信息量

在定义灰随机变量的基础上,应用熵和信息量理论,研究了灰随机变量熵和随机量,得到若干公式和运算性质,拓展了胡庆贺在文[3]中对灰数信息量给出的定义和运算法则,揭示了灰随机变量两类不肯定性的特征及其相互关系,为进一步了解某些信息不完全事物的未知信息量提供了理论依据。     

部分支集已知的信号恢复

稀疏信号恢复是压缩感知的主要研究问题, 目前已经取得了非常丰富的成果. 而在实际应用中,往往有一些先验信息可以利用, 以提高恢复的效率, 减少测量次数. 本文主要讨论部分支集已知的稀疏或可压缩信号恢复问题, 提出了一个松弛零空间条件并且改进了保证信号稳定恢复的限制等距常数界.     

Truth-telling and Nash equilibria in minimum cost spanning tree models

In this paper we consider the minimum cost spanning tree model. We assume that a central planner aims at implementing a minimum cost spanning tree not knowing the true link costs. The central planner sets up a game where agents announce link costs, a tree is chosen and costs are allocated according to the rules of the game. We characterize ways of allocating costs such that true announcements constitute Nash equilibria both in case of full and incomplete information. In particular, we find that the Shapley rule based on the irreducible cost matrix is consistent with truthful announcements while a series of other well-known rules (such as the Bird-rule, Serial Equal Split, and the Proportional rule) are not.