Contingent Solutions for the Bellman Equation in Infinite Dimensions

The present paper is concerned with the study of the Hamilton–Jacobi–Bellman equation for the time optimal control problem associated with infinite-dimensional linear control systems from the point of view of continuous contingent solutions.     

新形势下土建类中高端人才继续教育培训的思考

通过阐述当前土建类中高端人才继续教育现状,分析了现阶段土建类中高端人才继续教育存在的三个主要矛盾：业务范围扩展的现实需求与目前工程师不能胜任之间的矛盾;工程师自身知识体系更新的需求与单一短期培训无法满足需求之间的矛盾;单位轻视规范培训与重视规范落实之间的矛盾。结合浙江理工大学实践探索经验进一步分析了三个主要矛盾产生的深层次原因及其带来的影响,并提出了从法制角度规范各项工作、通过开展相关模块化培训提供各级设计人员迫切需要的继续教育培训,以及针对设计人员自身需求提供个性化培训指导等对策,以提高土建类中高端人才的素质。     

论国家公务员职业道德的养成

经济社会的大发展必然带来人们思想观念的大变革。社会对国家公务员职业道德的期许与国家公务员自身素质的实际还存有一定的差距,因此,国家公务员的职业道德建设就是一项极具重要性和紧迫性的课题。本文拟从"养成"这一视角,对国家公务员职业道德的建设作一些有益探讨。     

基于主机厂-供应商模式下的民用飞机机载软件更改影响分析研究

机载软件,即安装在飞机上作为飞机型号设计组成部分的软件。在整个飞机研制过程中,针对不同的研制阶段以及试验科目,机载软件的构型也随之发生变化。主机厂如何执行软件更改影响分析活动,是民用飞机研制和取证过程中的一个重要环节。     

离散时间不完全金融市场中未定权益的定价

对一类连续时间不完全市场（其中的股票价格由Brown运动驱动），ElKarouiandQuenez[1]讨论了一般的不可达未定权益的定价问题．本文利用FollmerandKabanov[2]建立的分解定理，证明[1]中关于买方与卖方价格过程的结果与方法适用于一般的离散时间不完全金融市场（定理1）．特别，关于买方与卖方价格我们给出另一种合理的解释（定理3）．     

关于建设高素质干部队伍的若干思考

建设高素质干部队伍，对于推进党的建设这个伟大工程，尤其是加强和改善党的作风建设具有很强的现实意义和历史意义，本从高素质干部队伍的内涵，为什么要建设高素质干部队伍和怎样建设高素质干部队伍，加快培养和选拔优秀年轻干部，认真做地干部培养选择任用工作等方面，理论联系实际地进行了较为深刻的阐述。     

基于动态规划原理的平方套期保值策略研究

在自融资约束下研究了标的资产价格服从跳扩散过程时欧式未定权益的平方套期保值问题。假定套期保值者用与未定权益相关的风险资产和另一种无风险资产来进行套期保值,利用动态规划原理,得到了离散时间集上均方最优套期保值策略的显式解。文章最后通过对比分析不同期限、不同策略调整频率的欧式看涨期权的套期保值结果表明:(1)对冲头寸与期限具有相依关系,期限越长,头寸比例通常也高;(2)对冲头寸与标的资产价格呈同向变化,标的资产价格越高,可以持有的头寸比例也高;(3)对冲头寸与交割价格呈反向变化,交割价格越高,可以适当降低头寸比例。     

When does management matter in a dog-eat-dog world: An “Interaction Value Analysis” model of organizational climate

Interaction Value Interaction Value Analysis (I.V.A.) models a network of rational actors who generate value by interacting with each other. This model can be used to understand human organizations. Since people form organizations to facilitate interactions between productive individuals, the value added by interaction is the contribution of the organization. This paper examines the result of varying the queuing discipline used in selecting among back-logged interaction requests. Previously developed I.V.A. models assumed a First-in-first-out (FIFO) discipline, but using other disciplines can better represent the “Climate” of an organization. I.V.A. identifies circumstances under which organizations that control members’ interaction choices outperform organizations where individuals choose their own interaction partners. Management can be said to “matter” when individual choices converge to a point where interactions generate a lower than optimal value. In previous I.V.A. models, relinquishing central control of interaction choices reduced the aggregate value by anything from 0% to 12%, depending on circumstances. This paper finds the difference between the two modes of organization to go as high as 47% if actors display preferences between interaction partners instead of treating all equally. A politically divided, dog-eat-dog, “Capitalist” climate follows one queuing discipline, which is found to generally increase the value that a strong control structure can add. A chummy, in-bred “Fraternal” climate gains from control in some circumstances (low interdependence or low differentiation), but not in others (high or medium interdependence and differentiation under low diversity, for example). These are compared to the previous version of I.V.A., in which the queuing discipline was FIFO and the climate deemed “Disciplined”. Previously published findings on Organizational Climate are duplicated and extended with a higher level of detail. Priority queuing in an I.V.A. model is thus a useful proxy for Organizational Climate, open to future validation because its detailed predictions can be confirmed or falsified by observation. Walid Nasrallah is currently Assistant Professor in the Engineering Management program at the American University of Beirut (AUB). He received his Ph.D. from the Construction Engineering and Management program at Stanford University in 2000 and his Master’s degree at MIT in 1989. Between the two, he occupied several positions in the construction and software engineering fields. His research interests today include simulation, decision theory, and the evolution of organizations in response to new technologies.     

论我国民事主体的多元结构

民法作为法律体系中的重要法律部门,对规范市场经济的运作具有极其重要的作用。随着改革开放的不断深入,特别是对82年宪法的修正,把社会主义市场经济成份中私有制经济和个体经济提高至与公有制经济平等的法律地位,这一深刻的变革将促使不同经济成份之间以及同一经济成份不同经营者之间的横向经济联系,从而使得我国传统民事主体范围已被突破,而必然呈现多元化。     

集值映射的弱余切广义梯度及应用

给出了集值映射的弱次微分与弱余切广义梯度的关系,并且借助弱余切广义梯度得到了集值优化问题的一个最优性条件。