模糊交货期下置换Flow Shop调度的禁忌搜索算法

实际生产过程中由于各种客观因素的影响，交货期往往具有不确定性．对模糊交货期下置换Flow Shop调度问题以及禁忌搜索算法的邻域、禁忌表和搜索策略进行研究，提出一种求解该问题的禁忌搜索算法．仿真结果表明，此算法不仅可以解决模糊交货期下的最小满意度最大化问题，而且具有较高的效率。     

Mean-Variance Hedging for General Claims in an Incomplete Market： Numeraire Method

This paper considered the problem of hedging a European call (put) option for a diffusion model where the asset price is influenced by n uncertain factors. The market is thus incomplete implying that perfect hedging is not possible. To derive a hedging strategy, it follows the approach based on the idea of hedging under a mean-vari-ance criterion suggested by Schweizer. A very simple solution of this hedging problem by using the numeraire method was presented and some examples with explicit solutions were given.     

合约不完全条件下设计外包旁支付激励机制

为使项目业主收益最大化，提出了设计外包旁支付激励机制．针对1个项目业主和2个设计承包商组成的设计外包体系，利用博弈论和信息经济学理论和方法，研究了在合约不完全条件下，该旁支付激励机制对项目业主收益的影响．研究表明：项目业主对设计竞赛胜出者的奖励越大，参与的设计承包商的努力程度越大；项目业主对设计质量的评价与项目设计的实际质量的差距越大，设计承包商的设计努力程度越小．然而，项目业主是否采用旁支付激励机制，需综合考虑项目设计的价值、补偿和惩罚系数等因素．     

机车和动车转向架构架强度试验方法应用

根据TB/T 2368《动力转向架构架强度试验方法》,对机车、动车转向架构架强度试验中有关试验工况、加载力值、合成原则、判定、应力采集及计算等若干具体问题进行了研究,总结出不同结构转向架试验时的具体方法,使标准更易理解,执行更快捷、准确。     

STUDY ON CONTINUOUS-TIME HEDGING PROBLEM IN INCOMPLETE MARKETS

Introduction　　 The essence of dynamic- hedging is the abilityto replicate exactly the payoff ofa complex securityby a dynamic portfolio strategy of simpler securi-ties which is self- financing,i.e.,no cash inflowsor outflows except at the start and at the end.Ifthis strategy exists,the initial cost of the portfoliomust equal the price of the complex security.Oth-erwise,an arbitrage opportunity exists. In reality,the market is incomplete.There are institutionalrigidities,transaction costs,te…     

挂篮静载试验方法设计及计算分析

大跨度连续结构桥梁已经成为现代桥梁结构中的一个经典类型,其中挂篮悬臂灌注施工是大跨度连续结构桥梁施工的主要手段。根据目前该类型施工的一般要求,所有挂篮在首节段施工前均要做静载试验,对静栽试验方法及其后续数据处理进行探讨,提出设计及计算方法并对同类型的施工提供借鉴。     

不完备信息系统中属性增减下粗集近似概念的更新

考虑不完备信息系统中可能具有空值及多值的情况,对属性的增减导致给定集合的上、下近似集的更新的方法进行了探讨,推导和证明一组相关的计算公式,并通过例子加以验证,避免了信息系统中知识变化时需重新分类以计算近似集而带来的庞大的时空开销。建立了不完备信息系统中的知识依赖的概念,对于属性增减时知识依赖的度量变化进行了讨论,进行了相关定理的证明,为不完备信息系统中的动态信息处理提供了有效的数学理论方法。     

基于遗传算法的交货期Job-shop调度问题研究

研究遗传算法求解非传统的交货期Job-shop调度问题,其染色体编码采用基于工序的编码。为了减少搜索空间,利用插入式贪婪解码机制将染色体解码至主动调度。为了克服传统遗传算法易于早熟收敛的缺点,运用一种优先交叉操作POX(precedence operation crossover)和设计了一种子代产生模式的遗传算法。将提出的遗传算法求解交货期调度问题,试验结果验证提出算法的有效性。     

利用增益率构建混合型选择性不完整数据分类器

鉴于已有的绝大多数选择性分类算法主要用于完整数据,而现实中的数据通常是不完整的并且包含许多冗余属性或无关属性,本文在已有工作基础上利用信息增益率构建了一种用于不完整数据的混合型的选择性贝叶斯分类器：GBSD．在12个标准的不完整数据集上的实验结果表明,GBSD不仅能大幅度减少属性数目,而且比已有工作更能有效改善分类准确率和效率．     

Collection Cost Screening Mechanism in a Closedloop Supply Chain

Recently, the product remanufacturing has been a hot topic in the field of operational management, and more manufacturers are beginning to recover the value in their end-of-life (EOL) products by remanufacturing. This paper focuses on the closed-loop supply chain where the retailer takes charge of not only retail, but also collection. There are two possible types of the retailer's collection cost as an assumption, i.e. high cost or low cost, and the retailer knows his type, whereas the manufacturer only has a prior probability over the two possible cost types. This paper deploys the contracts with which the manufacturer can screen the type of the retailer to improve her profit under incomplete information. As a result, the pooling contract can perfectly coordinate the decentralized system under incomplete information, but the manufacturer obtains the lower profit; nevertheless, with the separating contracts the manufacturer obtains the larger profits though the system profit is lower.