基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

Current air quality analytics and monitoring: A review

This review summarizes the different tools and concepts that are commonly applied in air quality monitoring. The monitoring of atmosphere is extremely important as the air quality is an important problem for large communities. Main requirements for analytical devices used for monitoring include a long period of autonomic operation and portability. These instruments, however, are often characterized by poor analytical performance. Monitoring networks are the most common tools used for monitoring, so large-scale monitoring programmes are summarized here. Biomonitoring, as a cheap and convenient alternative to traditional sample collection, is becoming more and more popular, although its main drawback is the lack of standard procedures. Telemonitoring is another approach to air monitoring, which offers some interesting opportunities, such as ease of coverage of large or remote areas, constituting a complementary approach to traditional strategies; however, it requires huge costs.     

可变抽样区间的非参数控制图

最近几年一些学者研究了可变抽样区间的质量控制图。Amin等提出了可变抽样区间(VSI)的非参数控制图———符号 (Sign)统计量图〔1〕。本文在此基础上研究位置VSI符号控制图的制定方法 ,并设计离散VSI符号控制图。符号控制图的优点是对非正态总体亦可应用 ,并且不需要过程方差的信息。本文将所设计的VSI符号控制图同固定抽样区间 (FSI)的常规图作比较 ,并举实例说明符号控制图的应用     

Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations

Let {X_k}_k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Y_k=X_g(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Y_k} is studied when X_k has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Y_k} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd.     

Order restricted randomized designs for control versus treatment comparison

We develop a method of randomizing units to treatments that relies on subjective judgement or on possible coarse modeling to produce restrictions on the randomization. The procedure thus fits within the general framework of ranked set sampling. However, instead of selecting a single unit from each set for full measurement, all units within a set are used. The units within a set are assigned to different treatments. Such an assignment translates the positive dependence among units within a set into a reduction in variation of contrasting features of the treatments. A test for treatment versus control comparison, with controlled familywise error rate, is developed along with the associated confidence intervals. The new procedure is shown to be superior to corresponding procedures based on completely randomized or ranked set sample designs. The superiority appears both in asymptotic relative efficiency and in power for finite sample sizes. Importantly, this test does not rely on perfect rankings; rather, the information in the data on the quality of rankings is exploited to maintain the level of the test when rankings are imperfect. The asymptotic relative efficiency of the test is not affected by estimation of the quality of rankings, and the finite sample performance is only mildly affected.     

数字全息图变频采样研究

根据Whittaker-Shannon抽样定理,对菲涅耳全息图进行变频率采样,保证整个全息图各部分采样频率为该处相应空间频率的两倍,从而完全消除数字全息图由于采样冗余而带来全息图的信息冗余.并且,对变频采样后的全息图进行线性插值恢复即可获得良好的再现像质.实验和理论均证明了该方法的有效性和可行性,为全息图的信息存贮与传输提出一条新的思路.     

合作联盟资源集成计划一种新方法

合作联盟里，资源集成计划往往是联盟成员群体谈判博弈的结果。本以两人博弈为例，对联盟的资源集成计划给出一个谈判博弈模型，能够较好地模仿和反映合作联盟资源整合计划的制订过程。     

多小波子空间上的单小波表示

本文在较弱的条件下,建立了2重多小波子空间与单小波子空间的关系.即由2重多小波构造出单小波.一方面,这种单小波的平移伸缩与2重多小波的平移伸缩生成的子空间是完全相同的;另一方面,它具有插值性.因此通过构造出的单小波建立了多小波子空间上的Shannon型采样定理.     

Sets of sampling and interpolation in Bergman spaces

Properties of the unions of sampling and interpolation sets for Bergman spaces are discussed in conjunction with the examples given by Seip (1993). Their relationship to the classical interpolation sequences is explored. In addition, the role played by canonical divisors in the study of these sets is examined and an example of a sampling set is constructed in the disk.

     

连续调查的整群抽样

本文讨论了连续调查中应用普查方法时的整群抽样和分层整群抽样。