关于影子价格的一个理论误区

对影子价格的理论基础进行了研究,通过对线性规划及其对偶问题经济涵义的分析,揭示了以线性规划中的影子价格为基础定义国民经济评价中的影子价格是一个理论误区,并指出影子价格的理论定义应为帕累托最优状态下的均衡价格.     

基于观测器的广义时滞系统最优保成本控制

讨论一类含有参数不确定性且具有状态滞后的广义时滞系统的观测器型最优保成本控制器设计问题.不确定性假设是时变的且范数有界.通过基于状态观测器的线性状态反馈控制并采用一种新方法,结合凸优化理论得到了不确定广义时滞系统的最优保成本控制器的设计方法.该控制器的设计使得在满足一定的条件下对所有的不确定性,广义时滞系统是鲁棒可镇定的且二次型保成本指标最小,并证明了所得结论等价于一组线性矩阵不等式(LMIs)的可解性问题.最后给出实际算例验证了设计方法的有效性.     

非线性算子方程变号解的存在性与多解性及其应用

利用Banach空间中的锥理论和不动点理论讨论了非线性算子方程变号解的存在性和多解性,通过一个上解给出了非线性算子方程变号解的存在性定理,进而又在一个上解和一个下解的条件下得到了四解存在定理,同时还针对一种重要的非线性算子方程即一类Sturm-Liouville两点边值问题,具体讨论了其变号解的存在性及四解的存在性,相应得到了变号解存在定理和四解存在定理.最后通过一个具体的例子给出定理的应用.     

一种新的时滞细胞神经网络全局渐近稳定性准则

研究了一类具有时滞的细胞神经网络全局稳定性问题。首先,提出所研究的时滞细胞神经网络模型、系统激活函数所需满足的条件及本文需要用到的引理。然后,将所研究的系统通过一个等式进行线性变换,在定义一个与系统相关的积分操作基础上讨论时滞细胞神经网络的全局渐近稳定性。与早期的文献结果相比,本文所得结果具有更少保守性,并且该条件是与时滞相关的。本文所得到的稳定性准则可以很容易地求出系统稳定的时滞上界,进而可以很容易得到时滞无关稳定性结果。最后,用一个数值例子证明本文所得的稳定性条件是有效的。     

地图线状符号空间关系的处理

地图线状符号的空间关系的处理一般是解决由线状地理要素符号化后所带来的目标要素间在视觉上的冲突,尤其是当地图比例尺缩小时,所带来的冲突更加严重,但要处理此类空间关系就比较复杂。笔者提出了一些地图线状符号空间关系的处理方法并通过Visual C+6.0语言的编程进行了实验。     

Patterns of artificial avian nest predation by introduced rats in a fragmented laurel forest (Tenerife,Canary Islands)

The importance of introduced rats as damaging factors on island biotas is globally recognized. The predation of artificial avian nests by Ship rats (Rattus rattus) in fragmented laurel forests in Tenerife (Canary Islands) was explored. The influence of road edge, patch type, and position (ground versus tree) on nest survival in two forest remnants differing in conservation degree, were assessed using failure‐time analysis. Overall, nest predation was greater in the preserved than in the disturbed remnant. Nest predation also differed among and within patches, variation being greater within the disturbed remnant. The probability of nest failure was higher at the interior than along the road edge in both remnants, but the road edge effect on nest predation was more intense in the disturbed remnant. Predation pressure was higher in patches of mature, closed canopy or dense understorey with stump sprouting. Ground nests were predated at higher rates than tree nests at any location. These results contrast with other nest predation studies in fragmented landscapes where forest edges rather than the interior are more frequently used by predators. Predatory activity by rats seems negatively affected by forest disturbance and road edge effect. Overall, artificial nest predation patterns by rats confirm a potential predation risk for the avifauna of the Canarian laurel forest. This should be considered in implementing conservation management programmes.     

The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models

We study the effect of parameter and model uncertainty on the left‐tail of predictive densities and in particular on VaR forecasts. To this end, we evaluate the predictive performance of several GARCH‐type models estimated via Bayesian and maximum likelihood techniques. In addition to individual models, several combination methods are considered, such as Bayesian model averaging and (censored) optimal pooling for linear, log or beta linear pools. Daily returns for a set of stock market indexes are predicted over about 13 years from the early 2000s. We find that Bayesian predictive densities improve the VaR backtest at the 1% risk level for single models and for linear and log pools. We also find that the robust VaR backtest exhibited by linear and log pools is better than the backtest of single models at the 5% risk level. Finally, the equally weighted linear pool of Bayesian predictives tends to be the best VaR forecaster in a set of 42 forecasting techniques.     

资源均衡问题的峰值最小化模型

将资源峰值作为资源均衡程度的一种度量,以资源峰值最小化为优化目标,分别建立了工序不可分拆、可分拆和有条件分拆的资源均衡问题的整数线性规划模型,通过算例和工程案例验证了模型的有效性,并给出了多种资源情形下资源均衡问题的序贯解法.所建模型不涉及关键路线的确定和非关键工序浮时的计算,且各种资源峰值表述相互独立,因而对部分资源用量受限和对工序开(完)工时间有特殊要求的广义资源均衡问题也有较好的适应性.     

耗散介观电子谐振腔的量子kirchhoff方程与量子能谱

基于电荷离散化的事实,实现对耗散介观电子谐振腔的量子化.运用Heisenberg运动方程给出体系的量子kirchhoff方程;通过求解体系Hamilton算符的本征值方程分析和研究体系的量子能谱性质.结果表明,量子回路方程、量子能谱均与电荷的量子性质有关.     

带有多属性偏好决策模型的应用

多属性决策方法是决策者在管理和项目选择中的重要辅助工具,在分析多属性决策问题的基础上,依据LINMAP法的基本思想,在给出群体一致度和非一致度的基础上,构造了一个估计正理想点和权重的线性规划模型,通过计算每个方案与正理想点之间的距离来确定最优方案.