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1.
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. 相似文献
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Employing positive-definiteness arguments we analyse Boson field states, which combine classical and quantum mechanical features (signal and noise), in a constructive manner. Mathematically, they constitute Bauer simplexes within the convex, weak-*-compact state space of the C*-Weyl algebra, defined by a presymplectic test function space (smooth one-Boson wave functions) and are affinely homeomorphic to a state space of a classical field. The regular elements are expressed in terms of weak distributions (probability premeasures) on the dual test function space. The Bauer simplex arising from the bare vacuum is shown to generalize the quantum optical photon field states with positive P-functions. 相似文献
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具有交易成本的证券组合投资决策研究 总被引:2,自引:0,他引:2
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。 相似文献
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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. 相似文献
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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. 相似文献
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毛二万 《高校应用数学学报(英文版)》1999,14(4)
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. 相似文献
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本文考虑的是转移速率族任意且费用率函数可能无界的连续时间马尔可夫决策过程的折扣模型.放弃了传统的要求相应于每个策略的 Q -过程唯一等条件,而首次考虑相应每个策略的 Q -过程不一定唯一, 转移速率族也不一定保守, 费用率函数可能无界, 且允许行动空间非空任意的情形. 本文首次用"α-折扣费用最优不等式"更新了传统的α-折扣费用最优方程,并用"最优不等式"和新的方法,不仅证明了传统的主要结果即最优平稳策略的存在性, 而且还进一步探讨了( ∈>0 )-最优平稳策略,具有单调性质的最优平稳策略, 以及(∈≥0) -最优决策过程的存在性, 得到了一些有意义的新结果. 最后, 提供了一个迁移率受控的生灭系统例子, 它满足本文的所有条件, 而传统的假设(见文献[1-14])均不成立. 相似文献