Index Heuristics for Multiclass M/G/1 Systems with Nonpreemptive Service and Convex Holding Costs

We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs.     

Control Policy for a Manufacturing System with Random Yield and Rework

We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived.     

审讯过程的数学模型

本文从经济学的观点出发，利用对策论方法建立了审讯过程的数学模型，并由此研究了讯问人三种主要策略对审讯成功的效度。     

创业投资与金融体系关系的实证研究

本文实证研究了创业投资产业与金融体系的内在关系,并对目前我国以银行为中心的金融体系下发展创业投资产业提出了一些建议.     

基于Web的图书馆管理系统访问控制策略

针对基于Web的图书馆管理系统资源访问控制的动态性问题，提出了一种基于角色的访问控制策略描述方案．通过对基于Web的图书馆管理系统访问控制管理影响因素和访问控制需求的分析，结合NIST基于角色的访问控制统一模型标准，构造了一种基于角色的访问控制元模型．并在这一元模型的基础上，提出了一种紧凑的基于角色的访问控制XML策略描述语言框架．结果表明该访问控制策略描述语言框架适合表述动态环境下对图书馆资源的访问策略，提高了基于Web的图书馆管理系统资源访问的安全性．     

我国封闭式投资基金业绩评价实证研究

随着我国基金行业超常发展,恰当的分析和评价基金业绩已越来越重要。本文根据CAPM的基本原理,利用国外先进的基金业绩评价方法对我国封闭式基金的综合业绩进行实证研究。研究结果表明:总体来看,基金获得的市场超额收益显著为负。基金经理不具有证券选择能力,但具有一定的市场择时能力,但这两种能力均不显著。同时,我们还发现不同投资风格的基金经理具有不同的证券选择能力和市场择时能力。     

OPTIMAL HARVESTING POLICY FOR INSHORE-OFFSHORE FISHERY MODEL WITH IMPULSIVE DIFFUSION

This article studies the inshore-offshore fishery model with impulsive diffusion. The existence and global asymptotic stability of both the trivial periodic solution and the positive periodic solution are obtained. The complexity of this system is also analyzed. Moreover, the optimal harvesting policy are given for the inshore subpopulation, which includes the maximum sustainable yield and the corresponding harvesting effort.     

Compact, reliable asymmetric optical configuration for cost-effective fabrication of multiplex dot matrix hologram in anti-counterfeiting applications

This study presents a compact optical configuration that can generate a multiplex dot-matrix hologram with complex interlaced images for anti-counterfeiting applications on valuable paper. Varying the orientation of the interference plane can enable the multiplex hologram to be recorded without changing the interference angle of two laser beams. With its simple asymmetric optical setup, a multiplex hologram with many interlaced images can be efficiently fabricated, increasing the cost of imitation. Experimental details of the asymmetric optical setup are also described.     

证券价格按几何布朗运动变化的微观解释

金融市场研究中经常不加解释地假设证券价格按几何布朗运动变化 .本文通过假定投资者要求来自证券的期望收益率与证券价格无关 ,在理想市场的前提条件下 ,对证券价格运动将遵循有漂移率的几何布朗运动给予严格的证明 .