完全市场中的Yaari对偶效用最大化问题

效用最大化问题是经济学和金融学中的最重要和最基本的问题之一.经典的von NeumannMorgenstern期望效用模型在实践中都受到诸多挑战.Yaari对偶效用理论是重要的非期望效用模型之一.本文研究完全金融市场中的Yaari对偶效用最大化问题.前人在某种单调性条件下得到了该问题最优解的显式刻画.而在本文中,无需任何单调性条件,我们得到了最优解的显式刻画.     

寡头垄断市场下的广告竞争策略研究

在寡头垄断市场条件下 ,给出了广告竞争下进行同时决策及两阶段决策时的广告策略模型 ,得出了厂商利润最大化时的广告策略 ,通过对结果的分析 ,说明了在不同情况下广告策略的选择 ,并在此基础上 ,分析了利润最大化时的市场份额的确定。     

组织和个体激励效益合理最大化的规划模型

激励是人力资源管理中的一项重要职能 ,激励是有投入与产出的管理活动 .文章通过定义激励过程中的组织和个体的激励效益及其合理最大化的概念 ,建立了一个组织激励效益和个体效益合理最大化的规划模型     

基于期望最大化加速算法的正交频分复用信道估计

针对基于期望最大化（EM）迭代算法的正更频分多路复用（OFDM）信道估计方法复杂度高、收敛慢，严重制约OFDM的传输速率的缺陷，提出了一种基于EM加速算法的OFDM信道估计方法．该方法基于拟牛顿加速算法，并结合一种带调整参数的Broyden对称秩1校正公式来实现，具有二次收敛性，提高了EM的计算速度，降低了计算复杂度．仿真结果表明，相比于空间选择期望最大算法，在性能损失只有0．1dB的情况下，EM算法的复杂度得到很大的降低，且其计算速度可提高十几倍．     

跨期消费的动态风险投资模型

在古典Modigliani-Brumberg生命周期假设和Friedman的持久收入假设下,给出一个有代表性的消费者的最优消费、投资和储蓄的风险投资组合数学模型,通过该模型合理确定投资、消费和储蓄的最佳份额;同时给出了该模型的现实含义.     

基于多主体建模的社会化养老形成分析

在国家大力推进社会化养老服务体系不断发展的背景下,研究了社会化养老的形成.根据效用最大化原则,利用多主体建模方法,构建了一个包含政府、养老机构、家庭三大类主体的社会化养老仿真模型,模拟了社会化养老行为这一宏观社会经济现象的形成.仿真结果表明:就业率和工资水平对社会化养老的形成有显著影响;政府补贴对社会化养老有效需求的产生影响不显著,而对服务供给产生较大影响;而老年人的财富水平、对父母的关爱水平、对下一代资金投入和对下一代关爱水平对社会化养老的形成影响不显著.     

Semantic image annotation based on GMM and random walk model

Automatic image annotation has been an active topic of research in computer vision and patternrecognition for decades.A two stage automatic image annotation method based on Gaussian mixturemodel (GMM) and random walk model (abbreviated as GMM-RW) is presented.To start with,GMM fitted by the rival penalized expectation maximization (RPEM) algorithm is employed to estimatethe posterior probabilities of each annotation keyword.Subsequently, a random walk processover the constructed label similarity graph is implemented to further mine the potential correlations ofthe candidate annotations so as to capture the refining results, which plays a crucial role in semanticbased image retrieval.The contributions exhibited in this work are multifold.First, GMM is exploitedto capture the initial semantic annotations, especially the RPEM algorithm is utilized to train themodel that can determine the number of components in GMM automatically.Second, a label similaritygraph is constructed by a weighted linear combination of label similarity and visual similarity ofimages associated with the corresponding labels, which is able to avoid the phenomena of polysemyand synonym efficiently during the image annotation process.Third, the random walk is implementedover the constructed label graph to further refine the candidate set of annotations generated byGMM.Conducted experiments on the standard Corel5k demonstrate that GMM-RW is significantlymore effective than several state-of-the-arts regarding their effectiveness and efficiency in the task of automatic image annotation.     

A comparison of optimization theories for energy conservation in heat exchanger groups

In general,thermal processes can be classified into two categories: heat-work conversion processes and heat transfer processes. Correspondingly,the optimization of thermal processes has to have two different criteria:the well known entropy generation minimization method and the recently proposed entransy dissipation maximization method. This study analyzes the thermal issues in a heat exchanger group,and optimizes the unit arrangements under different constraints based on a suitable optimization crite-rion. The result indicates that the principle of minimum entropy generation rate is valid for optimizing heat exchangers in a ther-modynamic cycle with given boundary temperatures. In contrast,the entransy dissipation maximization is more suitable in heat exchanger optimizations involving only heat transfer processes. Furthermore,the entropy generation rate induced by dumping used streams into ambient surroundings has to be taken into account,except for that originating from the hot and cold-ends of heat exchangers,when using the entropy generation minimization to optimize heat exchangers undergoing a thermodynamic cycle.     

调查过程中行为特征的几个定量模型

本文指出了行为规律探讨需用定量分析的六个方面:基于调查过程是被调查者与调查者之间对策的观点,提出了四个调查过程中行为特征的定量模型,模型4的D.D.M法容易为人接受。     

美日企业经营比较

本文从决策、组织与控制、领导及领导人才、员工录用及考核、经营目标等几个方面将美日企业经营管理模式进行了对比和分析,指出了美日企业管理中各自的不足和优势,说明日本企业在追赶美国企业过程中发挥了自己文化的长处,阐明两种管理模式竞争、比较的结果是:两种模式发展趋势是优势互补,趋向于融合成为一种新型的具有这两种模式优点的管理模式。本文通过这两种模式的分析、比较,提出我国企业管理模式探索的基本问题。