Ruin Probability with Variable Premium Rate and Disturbed by Diffusion in a Markovian Environment

We consider a risk model with a premium rate which varies with the level of free reserves. In this model, the occurrence of claims is described by a Cox process with Markov intensity process, and the influence of stochastic factors is considered by adding a diffusion process. The integro-differential equation for the ruin probability is derived by a infinitesimal method.     

Newton's Easy Quadratures ``Omitted for the Sake of Brevity'

In the 1687 Principia, Newton gave a solution to the direct problem (given the orbit and center of force, find the central force) for a conic-section with a focal center of force (answer: a reciprocal square force) and for a spiral orbit with a polar center of force (answer: a reciprocal cube force). He did not, however, give solutions for the two corresponding inverse problems (given the force and center of force, find the orbit). He gave a cryptic solution to the inverse problem of a reciprocal cube force, but offered no solution for the reciprocal square force. Some take this omission as an indication that Newton could not solve the reciprocal square, for, they ask, why else would he not select this important problem? Others claim that ``it is child's play' for him, as evidenced by his 1671 catalogue of quadratures (tables of integrals). The answer to that question is obscured for all who attempt to work through Newton's published solution of the reciprocal cube force because it is done in the synthetic geometric style of the 1687 Principia rather than in the analytic algebraic style that Newton employed until 1671. In response to a request from David Gregory in 1694, however, Newton produced an analytic version of the body of the proof, but one which still had a geometric conclusion. Newton's charge is to find both ``the orbit' and ``the time in orbit.' In the determination of the dependence of the time on orbital position, t(r), Newton evaluated an integral of the form ∫dx/x <sup>n</sup> to calculate a finite algebraic equation for the area swept out as a function of the radius, but he did not write out the analytic expression for time t = t(r), even though he knew that the time t is proportional to that area. In the determination of the orbit, θ (r), Newton obtained an integral of the form ∫dx/√(1−x<sup>2</sup>) for the area that is proportional to the angle θ, an integral he had shown in his 1669 On Analysis by Infinite Equations to be equal to the arcsin(x). Since the solution must therefore contain a transcendental function, he knew that a finite algebraic solution for θ=θ(r) did not exist for ``the orbit' as it had for ``the time in orbit.' In contrast to these two solutions for the inverse cube force, however, it is not possible in the inverse square solution to generate a finite algebraic expression for either ``the orbit' or ``the time in orbit.' In fact, in Lemma 28, Newton offers a demonstration that the area of an ellipse cannot be given by a finite equation. I claim that the limitation of Lemma 28 forces Newton to reject the inverse square force as an example and to choose instead the reciprocal cube force as his example in Proposition 41. (Received August 14, 2002) Published online March 26, 2003 Communicated by G. Smith     

并行仿真计算的任务划分问题研究

本文首先分析总结了并行仿真计算任务的三类任务划分方法：算术运算级划分、程序方程级划分和状态变量级划分，然后重点讨论状态变量级的最优划分问题。文中针对同构型的多处理机系统和多计算机系统，分别建立了仿真计算的性能模型，并求出了系统的最优划分粒度。     

一类供应商逆向选择问题的报酬机制研究

研究了采购企业在缺乏供应商实际业务能力、服务成本等方面信息的情况下 ,利用博弈论显示原理设计不同的供货合同来让供应商选择 ,从而根据供应商的选择结果来判断其真实的能力或类型 ,从而避免了供应商逆向选择问题的发生 .通过分析 ,得出了最优报酬机制的特征 ,并证明了上述报酬机制下的最优合同与采购企业对供应商综合能力和成本的先验认识无关 .     

组织决策过程及其涌现性研究

取得决策优势是信息化战争的关键问题之一。重大的战略决策往往是组织决策。如何对组织决策过程进行有效管理和控制，以实现整体大于部分之和的组织增效潜力，是组织决策理论需要研究解决的重点问题。本文研究了组织决策过程的复杂性及其中的涌现现象，分析了涌现性对组织决策效能的作用和影响，提出对组织决策过程中的涌现性进行控制，是组织决策过程管理控制的重心，也是提高组织决策效能的重要途径。     

LOGISTICS SCHEDULING： ANALYSIS OFTWO-STAGE PROBLEMS

This paper studies the coordination effects between stages for scheduling problems where decision-making is a two-stage process. Two stages are considered as one system. The system can be a supply chain that links two stages, one stage representing a manufacturer; and the other, a distributor It also can represent a single manufacturer, while each stage represents a different department responsible for a part of operations. A problem that jointly considers both stages in order to achieve ideal overall system performance is defined as a system problem. In practice, at times, it might not be feasible for the two stages to make coordinated decisions due to (i) the lack of channels that allow decision makers at the two stages to cooperate, and/or (ii) the optimal solution to the system problem is too difficult (or costly) to achieve.Two practical approaches are applied to solve a variant of two-stage logistic scheduling problems. The Forward Approach is defined as a solution procedure by which the first sta     

社会主义道德建设的系统辩证思考

社会主义道德建设要用系统辩证的眼光来认识 ,要遵循系统辩证论的基本规律来推进和完善     

STABILITY CRITERIA FOR A CLASS OF UNCERTAINSYSTEMS WITH TIME—DELAY

Some stability criteria are obtained for a class of uncertain systems with time-delay usingLyapunov functional and analytic techniques. It is easy to check the criteria by making use of theboundedness of the uncertainties.     

静电屏蔽物理原理

本文从电场强度、电势两方面探讨了静电屏蔽的物理原理以及静电屏蔽的实质。     

Technical Notes ：STUDIES ON THE VALUE OF SECONDARY MARKET TO THE SUPPLY CHAIN

This paper investigates the impact of a secondary market, where retailers can buy and sell excessinventories, on the supply chain. We develop a two-period model with a single manufacturer and tworetailers. At the beginning of the first period the retailers order and receive products from themanufacturer, but at the beginning of the second period, they can trade surplus products betweenthemselves in the secondary market. We investigate the impact of the correlated dependence ofretailers' demand on both the quantity effect and the allocation effect under the secondary market.Lastly,we study potential strategies for the manufacturer to increase sales with the existence of thesecondary market.