公路货运行业政府管制的变迁

本文首先阐述了管制的概念内涵以及进行管制的必要性 ,并对影响管制的主要因素进行分析 .随后运用管制经济学和规范经济学的基本理论 ,考察公路货运业行业管制制度的变迁与管制效果 ,对管制失效的原因加以分析 .最后对加入 WTO后如何对公路运输行业进行管制加以探讨     

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 .     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.      

“选择资费”的多重价格歧视特性

本文在分析电信业选择资费实例和价格结构的基础上 ,研究了选择资费中的三级和二级价格歧视 ,并提出了多重价格歧视的概念 .研究结果表明 ,电信公司在选择资费中综合运用了三级、二级价格歧视 ,且通过提供多个二部资费计费方案 ,达到双重二级价格歧视和优化二部资费的目的 .选择资费是电信公司应对市场竞争的一种定价策略 ,认识其经济特性有利于我国电信公司和电信管制部门进行科学决策     

原木随机存贮策略的最优化问题

本主要介绍原木经销商在周期内原木变价销售情况下的最佳期初贮存量的决策方法，在建立期望机会成本的数学模型基础上，探讨原木随机存贮策略的最优化问题。     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

一般工商业零售电价套餐适应性评估与优化方法

在电力体制改革的大背景下,合理评估零售电价套餐适应性,对控制电网经营风险和推进售电侧改革有重要意义。针对我国电力市场以及一般工商业的特点,首先从竞争、用户以及市场环境角度出发建立了一般工商业零售电价套餐评估指标体系;其次将层次分析法和改进的灰色白化权函数相结合,对电价套餐进行适应性评估;最后针对该评估方法建立了基于蚁群算法的优化模型,以最小成本得到提高电价套餐适应性等级的优化方案,并验证了该方法具有良好的鲁棒性,具有一定的参考意义。     

A generalized Dantzig—Wolfe decomposition principle for a class of nonconvex programming problems

Since Dantzig—Wolfe's pioneering contribution, the decomposition approach using a pricing mechanism has been developed for a wide class of mathematical programs. For convex programs a linear space of Lagrangean multipliers is enough to define price functions. For general mathematical programs the price functions could be defined by using a subclass of nondecreasing functions. However the space of nondecreasing functions is no longer finite dimensional. In this paper we consider a specific nonconvex optimization problem min {f(x):h _j (x)g(x),j=1, ,m, xX}, wheref(·),h _j (·) andg(·) are finite convex functions andX is a closed convex set. We generalize optimal price functions for this problem in such a way that the parameters of generalized price functions are defined in a finite dimensional space. Combining convex duality and a nonconvex duality we can develop a decomposition method to find a globally optimal solution.This paper is dedicated to Phil Wolfe on the occasion of his 65th birthday.     

基于拍卖的网络带宽分配方法的研究

基于拍卖的网络带宽分配方法的研究日益受到学术界的重视,主要集中在具有激励兼容性的Vickrey拍卖上.本文首先分析并比较了目前最具代表性的两种Vickrey拍卖方案(灵活市场模型和改进的第二价格拍卖),指出其在网络可扩展性、工程效率等方面的不足.然后提出了一种新的基于统一价格拍卖的资源分配算法,论证了其在网络这一特定环境中具有激励兼容性.该算法具有与网络状态无关的特性和更高的运行效率.最后,用NS-2仿真平台验证了该算法的有效性.     

频谱拍卖中投标者共谋策略与多频段拍卖中共谋问题的讨论

本文通过对单频段拍卖中共谋问题的研究,从抑制共谋的角度,提出了最优的拍卖机制是第一价格封闭式拍卖,论证了频谱拍卖中投标者的最优共谋策略,给出了拍卖方基于保留价格的应对投标者共谋的对策。在单频段拍卖研究的基础上,进一步将频谱拍卖中的共谋问题引申到多频段拍卖中,讨论了当待售频段之间具有互补性和替代性时的共谋情况。