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.     

Analytic hierarchy process for multi-sensor data fusion based on belief function theory

Multi-sensor data fusion is an evolving technology whereby data from multiple sensor inputs are processed and combined. The data derived from multiple sensors can, however, be uncertain, imperfect, and conflicting. The present study is undertaken to help contribute to the continuous search for viable approaches to overcome the problems associated with data conflict and imperfection. Sensor readings, represented by belief functions, have to be fused according to their corresponding weights. Previous studies have often estimated the weights of sensor readings based on a single criterion. Mono-criteria approaches for the assessment of sensor reading weights are, however, often unreliable and inadequate for the reflection of reality. Accordingly, this work opts for the use of a multi-criteria decision aid. A modified Analytical Hierarchy Process (AHP) that incorporates several criteria is proposed to determine the weights of a sensor reading set. The approach relies on the automation of pairwise comparisons to eliminate subjectivity and reduce inconsistency. It assesses the weight of each sensor reading, and fuses the weighed readings obtained using a modified average combination rule. The efficiency of this approach is evaluated in a target recognition context. Several tests, sensitivity analysis, and comparisons with other approaches available in the literature are described.     

Stable multi-sets

In this paper we introduce a generalization of stable sets: stable multi-sets. A stable multi-set is an assignment of integers to the vertices of a graph, such that specified bounds on vertices and edges are not exceeded. In case all vertex and edge bounds equal one, stable multi-sets are equivalent to stable sets.  For the stable multi-set problem, we derive reduction rules and study the associated polytope. We state necessary and sufficient conditions for the extreme points of the linear relaxation to be integer. These conditions generalize the conditions for the stable set polytope. Moreover, the classes of odd cycle and clique inequalities for stable sets are generalized to stable multi-sets and conditions for them to be facet defining are determined.  The study of stable multi-sets is initiated by optimization problems in the field of telecommunication networks. Stable multi-sets emerge as an important substructure in the design of optical networks. Received: February 14, 2001/Revised version: September 7, 2001     

A Genetic Search for Exploiting a Fuzzy Preference Model of Portfolio Problems with Public Projects

When an organization solves a portfolio problem with public projects evaluated by multiple criteria, in which the economic dimension is not essential or not well characterized, the classical methods are not useful. We propose a non-linear preference model developed from normative Value Theory and using fuzzy sets to model some sources of imprecision. This model can be considered as a generalization of the classical approaches. However, the optimization problem is very complex in order to be solved with non-linear programming techniques. Therefore, the model is exploited by an evolutionary algorithm, able to achieve a strong improvement of the quality of solution.     

Optimal entropic uncertainty relation for successive measurements in quantum information theory

We derive an optimal bound on the sum of entropic uncertainties of two or more observables when they are sequentially measured on the same ensemble of systems. This optimal bound is shown to be greater than or equal to the bounds derived in the literature on the sum of entropie uncertainties of two observables which are measured on distinct but identically prepared ensembles of systems. In the case of a two-dimensional Hilbert space, the optimum bound for successive measurements of two-spin components, is seen to be strictly greater than the optimal bound for the case when they are measured on distinct ensembles, except when the spin components are mutually parallel or perpendicular     

Moments of an exponential functional of random walks and permutations with given descent sets

The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial Y = 1 + ξ₁ + ξ₁ξ₂ + ξ₁ξ₂ξ₃ + ⋯ of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables μ _k = E(ξ ^k ) < 1 with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle. This revised version was published online in August 2006 with corrections to the Cover Date.     

Decomposition Methods for Differentiable Optimization Problems over Cartesian Product Sets

This paper presents a unified analysis of decomposition algorithms for continuously differentiable optimization problems defined on Cartesian products of convex feasible sets. The decomposition algorithms are analyzed using the framework of cost approx imation algorithms. A convergence analysis is made for three decomposition algorithms: a sequential algorithm which extends the classical Gauss-Seidel scheme, a synchronized parallel algorithm which extends the Jacobi method, and a partially asynchronous parallel algorithm. The analysis validates inexact computations in both the subproblem and line search phases, and includes convergence rate results. The range of feasible step lengths within each algorithm is shown to have a direct correspondence to the increasing degree of parallelism and asynchronism, and the resulting usage of more outdated information in the algorithms.     

非空交定理及其应用

本文得到了广义区间空间中几个参数型非空交定理，并用此结果证明了一些新型极大极小定理，截口定理，重合定理，以及变分不等式解的存在性定理。本文中的结果包含（１，３，５－１２，１４－１６）中相应结果。     

The Potts model representation and a Robinson–Schensted correspondence for the partition algebra

We construct a correspondence between the set of partitions of a finite set M and the set of pairs of walks to the same vertex on a graph giving the Bratteli diagram of the partition algebra on M. This is the precise analogue of the correspondence between the set of permutations of a finite set and the set of pairs of Young tableaux of the same shape, called the Robinson–Schensted correspondence.     

On practical metrology and chemical analysis: etalons and traceability systems

 National measurement systems are infrastructures to ensure, for each nation, a consistent and internationally recognised basis for measurement. Such complex systems have historical, technical, legal, organisational and institutional aspects to connect scientific metrology with practical measurements. Underlying any valid measurement is a chain of comparisons linking the measurement to an accepted standard. The ways the links are forged and the etalons (measurement standards) to which they connect are defining characteristics of all measurement systems. This is often referred to as traceability which aims at basing measurements in common measurement units – a key issue for the integration of quantitative chemical analysis with the evolving physical and engineering measurement systems. Adequate traceability and metrological control make possible new technical capabilities and new levels of quality assurance and confidence by users in the accuracy and integrity of quantitative analytical results. Traceability for chemical measurements is difficult to achieve and harder to demonstrate. The supply of appropriate etalons is critical to the development of metrology systems for chemical analysis. An approach is suggested that involves the development of networks of specialised reference laboratories able to make matrix-independent reference measurements on submitted samples, which may then be used as reference materials by an originating laboratory using its practical measurement procedures. Received: 31 July 1995 Accepted: 19 August 1995