On the Existence of Solutions to Vector Quasivariational Inequalities and Quasicomplementarity Problems with Applications Break to Traffic Network Equilibria

For vector quasivariational inequalities involving multifunctions in topological vector spaces, an existence result is obtained without a monotonicity assumption and with a convergence assumption weaker than semicontinuity. A new type of quasivariational inequality is proposed. Applications to quasicomplementarity problems and traffic network equilibria are considered. In particular, definitions of weak and strong Wardrop equilibria are introduced for the case of multivalued cost functions.     

Viscoelastic properties of nanostructured natural rubber/polystyrene interpenetrating polymer networks

The effects of the blend ratio and initiating system on the viscoelastic properties of nanostructured natural rubber/polystyrene‐based interpenetrating polymer networks (IPNs) were investigated in the temperature range of ?80 to 150 °C. The studies were carried out at different frequencies (100, 50, 10, 1, and 0.1 Hz), and their effects on the damping and storage and loss moduli were analyzed. In all cases, tan δ and the storage and loss moduli showed two distinct transitions corresponding to natural rubber and polystyrene phases, which indicated that the system was not miscible on the molecular level. However, a slight inward shift was observed in the IPNs, with respect to the glass‐transition temperatures (T_g's) of the virgin polymers, showing a certain degree of miscibility or intermixing between the two phases. When the frequency increased from 0.1 to 100 Hz, the T_g values showed a positive shift in all cases. In a comparison of the three initiating systems (dicumyl peroxide, benzoyl peroxide, and azobisisobutyronitrile), the dicumyl peroxide system showed the highest modulus. The morphology of the IPNs was analyzed with transmission electron microscopy. The micrographs indicated that the system was nanostructured. An attempt was made to relate the viscoelastic behavior to the morphology of the IPNs. Various models, such as the series, parallel, Halpin–Tsai, Kerner, Coran, Takayanagi, and Davies models, were used to model the viscoelastic data. The area under the linear loss modulus curve was larger than that obtained by group contribution analysis; this showed that the damping was influenced by the phase morphology, dual‐phase continuity, and crosslinking of the phases. Finally, the homogeneity of the system was further evaluated with Cole–Cole analysis. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 1680–1696, 2003     

具有交易成本的证券组合投资决策研究

本文利用均值－方差模型，分析了有交易成本的证券投资组合的决策问题，给出了风险资产和无风险资产的最优投资比例与交易成本关系的一个有意义的结论。     

一种有交易费用的交互式组合证券投资方法

本基于乘积最大化准则，提出一种新的交互式组合证券投资方法，即将不可微的双目标规划问题转化为可微的单目标规划问题。该方法可以充分考虑投资的要求，在考虑交易费用的前提下，在整个投资方案达到投资要求底限的同时，实现收益和风险的权衡。     

On the Existence Of Consistent Price Systems

We formulate a sufficient condition for the existence of a consistent price system (CPS), which is weaker than the conditional full support condition (CFS). We use the new condition to show the existence of CPSs for certain processes that fail to have the CFS property. In particular this condition gives sufficient conditions, under which a continuous function of a process with CFS admits a CPS, while the CFS property might be lost.     

An evaluation of semidefinite programming based approaches for discrete lot-sizing problems

The present work is intended as a first step towards applying semidefinite programming models and tools to discrete lot-sizing problems including sequence-dependent changeover costs and times. Such problems can be formulated as quadratically constrained quadratic binary programs. We investigate several semidefinite relaxations by combining known reformulation techniques recently proposed for generic quadratic binary problems with problem-specific strengthening procedures developed for lot-sizing problems. Our computational results show that the semidefinite relaxations consistently provide lower bounds of significantly improved quality as compared with those provided by the best previously published linear relaxations. In particular, the gap between the semidefinite relaxation and the optimal integer solution value can be closed for a significant proportion of the small-size instances, thus avoiding to resort to a tree search procedure. The reported computation times are significant. However improvements in SDP technology can still be expected in the future, making SDP based approaches to discrete lot-sizing more competitive.     

带交易费用的可数无限态两期经济的均衡存在性

To some two-period economies with countable infinite state spaces,the existence of expectation equilibrium of real asset economies with transaction costs is given. This work extends the researches of Zame in 1993.