关于G/G/1排队模型中排队长度的积分

考虑了一个具有中度正则变化服务时间的G/G/1模型.假设Q(t)是排队长度,则在忙期[0,l]上,Q(t)下方所扫过的面积也具有中度正则变化的性质.     

电子政务信息资源整合研究

通过对近年来电子政务信息资源整合相关文献进行分析整理,分析了电子政务信息整合的含义、特点等理论知识,同时对电子政务信息整合的技术和框架进行了探讨。     

带平方根因子过程的保险与再保险公司联合利益的稳健最优投资策略(英文)

A general insurance company which comprises both insurance and reinsurance business lines is considered. The senior management, who is uncertain about the model parameters and ambiguity-averse, is seeking a robust optimal investment-reinsurance strategy. The risky asset price is assumed to satisfy a square root factor process. From the interests of both sides, the maximized goal is the expected utility ofthe weighted surplus sum of the insurer and reinsurer. On the one hand, the closed-form expressions ofthe robust optimal strategy and the corresponding value function are derived. On the other hand, the verificationtheorem is proved completely. Finally, by presenting some numerical examples, model parameters sensitivity to the optimal strategy is shown and explained.     

关于多元函数条件极值问题

<正>本文利用多元函数微分学求解条件极值问题的拉格朗日乘子法[1-2]给出了关于多元函数条件极值问题的两个结论.结论 1设曲线L的方程为φ(x,y)=0,其中:φ(x,y)的偏导数连续且φy(x,y)不为零.P(a,b)为L外一点,PQ为点P到曲线L的最短距离,Q点在曲线L上,则连线PQ必位于曲线L在点Q的法线上.