STRATEGIC EXERCISE OF REAL OPTIONS：INVESTMENT DECISIONS IN TECHNOLOGICAL SYSTEMS

Viewing investment projects in new technologies as real options, this paper studies the effects ofendogenous competition and asymmetric information on the strategic exercise of real options. We firstdevelop a multi-period, game-theoretic model and show how competition leads to early exercise andaggressive investment behaviors and how competition erodes option values. We then relax the typicalfull-information assumption found in the literature and allow information asymmetry to exist acrossfirms. Our model shows, in contrast to the literature that payoff is independent of the ordering ofexercise, that the sequential exercise of real options may generate both informational and payoffexternalities. We also find some surpising but interesting results such as having more information isnot necessarily better.     

Spectral matching algorithm based on nonsubsampled contourlet transform and scale-invariant feature transform

A new spectral matching algorithm is proposed by using nonsubsampled contourlet transform and scale-invariant feature transform.The nonsubsampled contourlet transform is used to decompose an image into...     

GPS抗干扰单星约束自适应滤波器组设计与仿真

提出了一种分别针对多颗GPS卫星的波束形成自适应抗干扰实现方法,称为单星约束自适应滤波器组方法,用于GPS抗干扰处理,各个滤波器使阵列天线形成的主瓣分别对准每个期望卫星,从而提高接收信干噪比。该方法的自适应部分通过Givens旋转实现,并利用Givens旋转的结构特点,共用了大部分运算,降低了单星约束滤波器组的运算量。相比多星约束方法,能够提高信干噪比,并且计算量不会显著增加。仿真结果表明该方法相比多星约束方法,能显著提高信干噪比。     

A line search filter inexact SQP method for nonlinear equality constrained optimization

This paper proposes an inexact SQP method in association with line search filter technique for solving nonlinear equality constrained optimization.For large-scale applications,it is expensive to get an exact search direction,and hence the authors use an inexact method that finds an approximate solution satisfying some appropriate conditions.The global convergence of the proposed algorithm is established by using line search filter technique.The second-order correction step is used to overcome the Maratos effect,while the line search filter inexact SQP method has q-superlinear local convergence rate.Finally,the results of numerical experiments indicate that the proposed method is efficient for the given test problems.     

模型误差与轨道精度

应用模型与实际模型总是存在差异,如何从理论上探讨这种差异的影响以及在实际处理中如何进行选择是非常困难的。本文中分析了差异的主要原因,明确了模型误差的概念,并从理论上探讨了模型误差对轨道估计精度的影响,给出了具体的影响误差计算公式;在此基础上,提出了轨道参数的估计效率和客户效率的概念,并由此导出了模型误差处理原则,从而回答了实际数据处理中,模型误差处理方案的选择问题。最后,给出了一个应用实例     

航空电子综合化数据传输网络建模方法研究

采用Petri网理论对航空电子综合化数据传输网络系统的建模方法进行研究。通过对研究对象的基本假设、研究对象与Petri网理论之间的关系,给出了航空电子综合化数据传输网络系统的Petri网模型     

最优资金流施工进度计划的风险分析

本文以合成事件技术为基础,研究进度计划中非关键路径对于关键路的时间干扰问题,定义了安全使用时差的新概念,以便对松驰时间和资金最佳运用情况作出可靠的风险决策。     

A line search filter secant method for nonlinear equality constrained optimization

<正> This paper formulates and analyzes a line search method for general nonlinear equalityconstrained optimization based on filter methods for step acceptance and secant methods for searchdirection.The feature of the new algorithm is that the secant algorithm is used to produce a searchdirection,a backtracking line search procedure is used to generate step size,some filtered rules areused to determine step acceptance,second order correction technique is used to reduce infeasibility andovercome the Maratos effect.Global convergence properties of this method are analyzed:under mildassumptions it is showed that every limit point of the sequence of iterates generated by the algorithmis feasible,and that there exists at least one limit point that is a stationary point for the problem.Moreover,it is also established that the Maratos effect can be overcome in our new approach by addingsecond order correction steps so that fast local superlinear convergence to a second order sufficient localsolution is achieved.Finally,the results of numerical experiments are reported to show the effectivenessof the line search filter secant method.     

优序法在管理成果评价中的应用

在对管理成果进行评价时 ,首先要建立指标体系 ,而在这些指标当中有的可以定量描述 ,有的只能定性来描述 ,所以在评价时应当将定性和定量指标进行综合考虑。优序法就是通过对多目标决策问题进行两两相对比较 ,最后给出全部方案的优序排序。此方法应用简单 ,既能处理定量问题 ,又能处理定性问题。在建立管理成果指标体系的基础上 ,利用优序法 ,给出了管理成果评价方法。     

初始段安控信息系统的应用研究

从发射场的实际需要出发 ,对飞行初始段安控信息的获取进行了分析研究。采用新的初始段安控测量体制 ,把电视图像和计算机数字信息量化合成为一体 ,使安控指挥员能够及时直观地进行安全判断 ,并采取相应的安控措施。应用此项技术成功地研制了初始段安控电视信息系统 ,提供直观、准确的初始段飞行实况、比对弹道和安全管道等安控信息 ,有效地实现了初始段安控信息的获取。该系统经济、实用、可靠 ,已在发射场推广使用。