金融衍生证券定价理论进展评述

准确地为金融衍生证券定价是金融交易市场规避风险的迫切需要，Ｂｌａｃｋ－Ｓｃｈｏｌｅｓ期权定价方程的基础上，研究了衍生证券的一般定价方法，对金融衍生证券的定价理论的研究内容，方法和结果作了初步的介绍，并对这一领域中存在的问题及最新研究方向进行了简单的综合评述。     

装配型拉动生产系统离散事件模型及扰动分析

以柔性联接装配型拉动生产系统为对象，应用极大代数法，建立了柔性联接装配型拉动生产系统的离散事件模型；并进行了系统有限扰动分析，扰动分析证明装配型拉动生产系统能有效降低库存．     

Downside Risk-Aversion Analysis for a Single-Stage Newsvendor Problem

We extend the classical newsvendor problem by introducing a downside risk constraint from the perspective of inventory control. At the beginning of a replenishment period the newsvendor will place an order, then he will review the inventory level at the end of the period. If the inventory level is positive then he will bear the holding cost and if the inventory level is negative then he will bear the backorder cost. The optimal order quantity has a simple form. We analyze the form of the optimal order quan-tity when we restrict that the probability that the cost level is larger than or equal to a fixed cost constant is less than a fixed value of probability. At last, we analyze the case that the fixed cost constant is equal to the expected cost.     

AN EXPONENTIAL INEQUALITY FOR AUTOREGRESSIVE PROCESSES IN ADAPTIVE TRACKING

A wide range of literature concerning classical asymptotic properties for linear models with adaptive control is available, such as strong laws of large numbers or central limit theorems. Unfortunately, in contrast with the situation without control, it appears to be impossible to find sharp asymptotic or nonasymptotic properties such as large deviation principles or exponential inequalities. Our purpose is to provide a first step towards that direction by proving a very simple exponential inequality for the standard least squares estimator of the unknown parameter of Gaussian autoregressive process in adaptive tracking.     

Data Location Mechanism in Agent-Based Autonomic Storage Systems

This paper introduces agent-based methodology to build a distributed autonomic storage system infrastructure, and an effectively negotiation mechanism based on agent is applied for data location. We present Availability-based Data Allocation （ADA） algorithm as a data placement strategy to achieve high efficient utilization of storage resources by employing multiple distributed storage resources. We use Bloom filter in each storage device to track the location of data. We present the data lookup strategy that small size of read request is handled directly, and large size of read request is handled by cooperation with storage devices.The performance evaluation shows that the data location mechanism is high available and can work well for heterogeneous autonomic storage systems.     

有界齐性算子空间及其应用

本文证明了赋范线性空间中有界齐性算子与在零点连续的齐性算子等价，对两个赋范线性空间X与Y之间的有界齐性算子全体H（X，Y），按引入的范数及线性运算，构成赋范线性空间；证明了有界齐性算子空间H（X，Y）为Banach空间当且仅当空间Y是完备的，最后，我们给出有界齐性算子空间在算子广义逆问题上的应用。     

用Ada实现一军事辅助指挥系统

本文论及用Ada开发一军事辅助指挥系统的体会及一些实用技术,其中包括用Ada实现并发进程间的同步和通信,用Ada对dBASE-Ⅲ文件的存取等,并论及了一军事辅助指挥系统的原理。     

Linear Conjugate Boundary Value Problems

We discuss the linear conjugate boundary value problems on the unit circle and the real axis. We obtain some Fredholm integral equations. Using thess equations we discuss the solvable conditions on these problems and we also give a direct method for the extension problems on the real axis.     

Revitalizing the Public Sphere: The Current System of Discourse and the Need for the Participative Design of Social Action

Public discourse in Western democracies, particularly in the United States, is far from the Habermasian ideal of citizens engaging in a rational discussion of public affairs. Rather than providing an arena for informed deliberation, the growing expertise of the media, lobbyists, and politicians has sub-optimized the current system of discourse to focus on emotional manipulation and the creation of polarized interests, each competing with each other for dominance. Avoiding a potentially disastrous outcome from this unbalancing of public discourse requires a revitalization of the public sphere and a return of the citizen voice in public decision making. To that end, systems thinkers have a tremendous opportunity and can play an important role. This article will explore the current challenges facing public discourse and outline that potential role.