Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm

In this paper, we propose a Weighted Stochastic Mesh (WSM) algorithm for approximating the value of discrete‐ and continuous‐time optimal stopping problems. In this context, we consider tractability of such problems via a useful notion of semitractability and the introduction of a tractability index for a particular numerical solution algorithm. It is shown that in the discrete‐time case the WSM algorithm leads to semitractability of the corresponding optimal stopping problem in the sense that its complexity is bounded in order by with being the dimension of the underlying Markov chain. Furthermore, we study the WSM approach in the context of continuous‐time optimal stopping problems and derive the corresponding complexity bounds. Although we cannot prove semitractability in this case, our bounds turn out to be the tightest ones among the complexity bounds known in the literature. We illustrate our theoretical findings by a numerical example.     

统合管理的再思考

本文从分割管理弊端与统合管理优势的比较研究中,创造性地提出了统合管理的新概念和主要论点,首次对统合管理的实施要点进行了设计。     

试述用异或算法来实现计算机软件外壳加密的程序

计算机软件产品是一种知识密集的特殊产品,生产一个软件产品需要大量的人力物力,生产难度大,成本高,周期慢。但是,软件产品的复制却是相当的容易。这就导致了非法复制、盗版软件之风的泛滥。加密是目前保护知识产权的一种有效方式。但任何加密软件都可能被破译、我们不能因噎废食。加密与解密,是矛和盾的关系,要想防止被解读,必须提高加密技术。本文利用异或算法对文件的关键代码节来实现了这种加密,防止通过使用Soft-ice或者其他的调试软件来对程序进行反汇编,阻止分析源程序,以此来实现对软件的保护。     

基于.NET的XML Web服务安全性

Web服务使得基于组建开发与网络相结合并且成为了微软.NET编程模型的基石。而无论是对机构还是他们的客户而言,通过安全的应用程序模型以确保Web服务的完整性、机密性和安全性是非常重要的。从身份验证、授权、加密等三方面研究了XML Web服务的安全性。     

物流系统优化问题研究方法概述

结合物流系统的特点,分析了物流系统中存在的优化问题。并针对一些关键技术问题对近年来国内外有关文献进行梳理和研究。文章首先综述了物流系统中四类组合优化问题以及此类问题的传统确定性算法及智能优化算法,同时分析这些方法在处理不同的问题时各自的优缺点。最后对物流系统优化问题的研究方法及研究方向做了分析和展望。     

How to control a chaotic economy?

An economic system which exhibits chaotic behaviour has been stabilized on various periodic orbits by use of the Ott-Grebogi-Yorke method. This procedure has been recently applied to controlling chaotic phenomena in physical, chemical and biological systems. We adopt this method successfully for Feichtinger's generic model of two competing firms with asymmetrical investment strategies. We show that the application of this control method to the particular economic process considered brings a substantial advantage: one can easily switch from a chaotic trajectory to a regular periodic orbit and simultaneously improve the system's economic properties. Numerical simulations are presented in order to illustrate the effectiveness of the whole procedure.The work was supported by the Alexander von Humboldt-Stiftung and by the Polish National Council (KBN) Grant No 2 P302 038 04.     

网站管理中若干安全问题的研究

文章从当今主流的加密技术、防火墙管理、常见攻击的类型和预防等方面,寻求解决网站安全度量的行之有效的办法,对近年来因特网用户数呈爆炸性增长,黑客攻击、病毒和信用卡欺诈等安全威胁因为存在更多潜在途径的进入而进一步加剧的情况进行探讨。     

烟草物流配送路线问题的实例研究

烟草物流配送问题可以抽象为车辆路径问题（VRP）,本文根据烟草物流配送的特点,设计相应的用于解决带时间窗的VRP问题的遗传算法.将该算法应用于具体的烟草物流配送案例中,编程实现并测试分析.最终验证了该方法在解决实际的大规模复杂问题的优越性.     

Economic forecasting with evolved confidence indicators

We present a machine-learning method for sentiment indicators construction that allows an automated variable selection procedure. By means of genetic programming, we generate country-specific business and consumer confidence indicators for thirteen European economies. The algorithm finds non-linear combinations of qualitative survey expectations that yield estimates of the expected rate of economic growth. Firms’ production expectations and consumers’ expectations to spend on home improvements are the most frequently selected variables – both lagged and contemporaneous. To assess the performance of the proposed approach, we have designed an out-of-sample iterative predictive experiment. We found that forecasts generated with the evolved indicators outperform those obtained with time series models. These results show the potential of the methodology as a predictive tool. Furthermore, the proposed indicators are easy to implement and help to monitor the evolution of the economy, both from demand and supply sides.     

企业逆向物流系统优化研究

随着市场竞争的加剧、产品生命周期的日益缩短、自然资源的日渐枯竭、人们环保意识的加强,逆向物流越来越受到企业的重视。因而,构建并优化自己的逆向物流系统成为企业具有战略意义的工作。文章首先分析了企业构建逆向物流系统的指标体系和优化时所应采取的措施．并据此建立数学模型,运用遗传算法来进行求解,并对结果进行了分析。,最后用一个算例来验证模型的可行性,并总结了模型的不足之处和将来的研究方向。