港口设备维修优化模型及实例研究

为了提高港口企业的经济效益,必须有效控制港口设备的停机损失.首先依据更新报酬定理,把单位时间设备的平均停机损失最小作为决策目标;其次以时间延迟理论为基础,建立港口设备的维修优化模型,根据故障记录数据和PM活动检查数据,运用MATLAB软件进行参数拟合;然后建立维修周期与单位时间设备平均停机损失之间的关系函数,求解最优的维修周期;最后进行实例验证,通过运用此模型,R3取料机每年能减少22万元的停机损失.由此得出结论:企业应加强维修力度,缩短维修周期.     

Failure of the index theorem in an incomplete market economy

Recently, it was proved that the index of an economy with incomplete real asset markets is typically +1$+1$ when the degree of incompleteness, which is defined as the difference between the number of states and the number of securities, is an even number. This paper considers the case where the degree of incompleteness is an odd number and proves that any odd number can be realized as the index of such an economy.     

正弦信号抽样序列的周期性与伪调制性

在满足抽样定理条件前提下，当抽样频率处于某个范围内时，正弦信号抽样序列的包络与抽样序列的周期性与原始信号相比产生了很大的变化，抽样序列的包络出现了不应有的调制——伪调制，这种调制干扰了对原始信号包络的分析和提取。文中首先研究了抽样序列的周期性规律，然后从理论上分析了伪调制性产生的原因，推导出了伪调制的普适公式，得到了伪调制的调制规律和调制规律的周期性，最后得出了消除伪调制两个基本的方法。     

A positional version of Arrow’s theorem

Arrow’s theorem is based on two “vertical” aggregation conditions expressed in terms of the relative positions of two alternatives in a preference ranking. This note obtains the same result for the strict preference case using instead two “horizontal” aggregation conditions expressed in terms of the absolute position of an alternative in a preference ranking.     

Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type

We study Merton's classical portfolio optimization problem for an investor who can trade in a risk-free bond and a stock. The goal of the investor is to allocate money so that her expected utility from terminal wealth is maximized. The special feature of the problem studied in this paper is the inclusion of stochastic volatility in the dynamics of the risky asset. The model we use is driven by a superposition of non-Gaussian Ornstein-Uhlenbeck processes and it was recently proposed and intensively investigated for real market data by Barndorff-Nielsen and Shephard (2001) . Using the dynamic programming method, explicit trading strategies and expressions for the value function via Feynman-Kac formulas are derived and verified for power utilities. Some numerical examples are also presented.     

“Agreeing to disagree” type results: a decision-theoretic approach

This paper explores interactive epistemology within Morris’ [S. Morris, Alternative definitions of knowledge, in: M.O.L. Bacharach, L.-A. Gerard-Varet, P. Mongin, H.S. Shin (Eds.), Epistemic Logic and the Theory of Games and Decisions, Kluwer Academic Publishers, Amsterdam, 1997, pp. 217–233] framework of knowledge. Specifically, this paper proves a generalized “agreeing to disagree” result. The major features of this formalization are: (i) non-expected utility receives a unified treatment; (ii) the information structure is not necessarily partitional; (iii) Aumann’s celebrated result of “agreeing to disagree” and Milgrom and Stokey’s well-known result of “no trade” are derived as special cases. This paper also presents some new extensions of the “no trade theorem”.     

半三角Lagrange插值函数的构造

讨论了半三角Lagrange插值问题,在插值节点为奇数和偶数时给出了插值基和插值函数的具体表达,当被插值函数具有一定解析性时,给出了插值函数和插值余项的积分表达式.     

企业发展的六大法则

企业进入新世纪将面临更严峻的考验，如何迎接挑战？本文提出了企业发展的六大“黄金法则”。     

EXPLAINING THE GROWTH OF GOVERNMENT SPENDING IN SOUTH AFRICA

What determines government spending in South Africa? The paper estimates the determinants of real per capita government spending in the Republic of South Africa using annual data for the period 1960‐2007, a tumultuous period during which South Africa experienced a variety of internally imposed changes (e.g. the abolition of apartheid, changes in political institutions) and externally generated shocks (e.g. war, oil shocks). Using multivariate cointegration techniques, we find that per capita government spending, per capita income, the tax share and the wage rate are cointegrated, a result that supports the notion that government spending is associated not only with per capita income and the true cost of government service provision as given by the wage rate but also with the fiscal illusion caused by budget deficits. We also find evidence that per capita government spending was positively affected by external shocks. These external shocks seem to play a significant role in explaining the dynamics of government spending growth.