OPTIMAL INVESTMENT OF A LIFE INTEREST

We consider the problem of a trustee faced with investing a sum of money, the interest from which will be received by one party (the life-tenant) during his lifetime while the capital will go to another party (the survivor) on the death of the life-tenant. We assume mat there are n + 1 assets in which the trustee may invest— n risky assets of geometric Brownian motion type and one nonrisky asset. Under assumptions as to the utility functions of the two parties, we find the collection of Pareto optimal investment strategies for the trustee together with the corresponding payoffs. We do this by optimizing the payoff of the Lagrangian for the problem. We go on to present the Nash optimal solution for the trustee.     

A serial supply chain of newsvendor problem with safety stocks under complete and partial information sharing

We consider a supply chain where multiple members are serially connected. The decision is to determine the ordering quantity of a member to the next upstream member in the supply chain. The basic cost model is similar to the newsvendor problem with additional consideration to safety stock. This paper presents optimal approaches for coordination of the supply chain under both complete and partial information sharing in order to maximize the total expected benefit. For complete information sharing we develop an optimal coordination algorithm. For partial information sharing, we propose an optimal coordination algorithm based on the Alternating Direction Method and the Diagonal Quadratic Approximation Method. A numerical example is discussed to show the optimal convergence of ordering quantities and discuss the properties of the proposed algorithms.     

采用目标假设的三被动式传感器数据关联算法

被动式传感器目标跟踪是多传感器多目标跟踪领域的一个重要研究方向。针对三被动式传感器多目标定位系统全局最优数据关联的三维分配问题，在允许传感器漏检和虚警的情况下，通过分析拉格朗日松弛算法，提出一种假定真实目标的快速收敛算法。该算法通过粗关联假定真实目标并重新修改代价矩阵，然后进行细关联，使得拉格朗日松弛算法在保证关联精度的前提下有效地提高了收敛速度。理论分析和实验结果表明，该算法提高了数据关联的速度,并在一定程度上提高了关联准确率。     

风机锚杆松弛对基础局压混凝土疲劳损伤的影响分析

为了对特定状态下风机构件疲劳损伤发展进行有效评估,以维持风机平稳运转,通过ABAQUS有限元软件建立起风机基础精细化整体模型,对锚杆松弛发育过程进行模拟,探究了疲劳荷载工况下局压混凝土的应力分布与变化规律,并采用德国劳埃德船级社推荐规范（GL）中混凝土疲劳计算方法对局压混凝土热点开展了疲劳寿命评估。结果表明：1）风机锚杆松弛会影响局压混凝土的应力分布,背风侧混凝土应力集中会更加突出,且应力会随着锚杆松弛加剧而同步增大,因此可将背风侧混凝土的受力情况作为锚杆松弛程度的判断依据;2）综合参考风机结构混凝土疲劳抗压强度设计值和疲劳寿命期望值2项指标评判后显示,锚杆松弛达到8%时,局压混凝土极有可能发生压碎失效,应当及时对松弛锚杆复加预紧力,避免锚杆松弛恶化发展。研究得到的锚杆松弛下风机基础局压混凝土的疲劳损伤规律,可为其在实际工程中的安全运维提供数据支撑。     

情绪放松训练对大一新生考试焦虑影响的实验研究

考试焦虑广泛存在于大学生中，过度的考试焦虑会影响学生的学业成绩及其身心健康。为研究适合大学生缓解考试焦虑的方法，促进其身心健康，采用问卷调查法与实验法，以大一新生为研究对象，调查其考试焦虑现状，并挑选出高焦虑水平学生进行实验，考察情绪放松训练对缓解考试焦虑的效果。结果表明，大一新生普遍会产生考试焦虑，男女生之间、文理科学生之间的考试焦虑差异均不显著；情绪放松训练对缓解大一新生的考试焦虑具有良好的效果。     

Reassessing the Structure of Enduring Leisure Involvement

The study compared the importance of spending time in interacting with nature to other leisure activities regarding recovery from work demands. In addition, a multiple mediation model between time spent in interacting with nature and need for recovery through four mediators was tested. Employees of five organizations answered a questionnaire (N = 527). Exercise and being outdoors during free-time was evaluated as the most effective activity for recovery from work stress, and the time spent in interacting with nature was mentioned as second in importance. Time spent in exercise and being outdoors, life satisfaction, and relaxation mediated significantly the relationship between time spent in interacting with nature and need for recovery from work.     

Monte Carlo valuation of American options

This paper introduces a dual way to price American options, based on simulating the paths of the option payoff, and of a judiciously chosen Lagrangian martingale. Taking the pathwise maximum of the payoff less the martingale provides an upper bound for the price of the option, and this bound is sharp for the optimal choice of Lagrangian martingale. As a first exploration of this method, four examples are investigated numerically; the accuracy achieved with even very simple choices of Lagrangian martingale is surprising. The method also leads naturally to candidate hedging policies for the option, and estimates of the risk involved in using them.     

调息放松、心理放松及音乐放松对消除学生课后疲劳的研究

为了探讨调息放松、心理放松及音乐放松对消除学生课后疲劳的作用,对120名大学生在同等运动强度后分别采用五种不同放松方法来消除课后疲劳做了实验。结果表明:不同放松方法对促进学生课后生理恢复、心理恢复均显示出不同的影响;调息放松、心理放松及音乐放松等方法,对于消除学生课后疲劳尽快得到"超量恢复"具有一定的实效。     

期权定价与金融监管模式的理性分析

本文通过分析期权定价中信息的作用以及最优投资问题，阐述了金融市场的管制和放松管制是在投资者的最优收益和市场的稳定程度两者之间权衡的。如果金融市场的管制增加，投资者的最优收益将减少。在开放经济条件下，公司的国际竞争力将处于劣势。相反，放松金融市场的管制，虽然有助于投资者在国际市场中的竞争，但要以牺牲市场的稳定为代价。在充分信息化后，适当放松管理制是可行的。     

拉格朗日插值多项式于平方收敛意义下的收敛逼近阶

本文得到了以 Legendre 多项式及以 Tchebycheff 多项式的导数的零点为插值结点组的拉格朗日插值多项式于平方收敛意义下的收敛速度。