现代混沌管理的渊源：理论·实践·文化

在第三次自然科学革命混沌的思想上形成的混沌理论,其涉及的范围几乎涵盖了所有的领域和学科。在混沌理论的基础上形成的管理,是自然科学和社会科学发展了几千年的成就积淀和创新。从原始混沌、传统混沌发展到现代混沌,进而形成混沌学,是混沌管理的理论渊源;将混沌理论引入管理实践而形成混沌管理,既是现代科学技术的发展变化所致,也是管理实践发展的结果,是混沌管理的实践渊源;从中国传统的混沌管理到西方现代的混沌管理,体现了中西方在哲学理念、价值观和人本主义观上的不同,更是中西方文化的差异,是混沌管理的文化渊源。     

阿罗不可能定理假设条件的混沌学解读

公理性假设条件是解决阿罗悖论的突破口,本文以混沌学的视角来对其进行解读。通过文献梳理,三个特点说明混沌学可以用来研究社会选择过程。通过对社会选择过程的系统动力学建模与分析,证明在阿罗不可能定理的假设下,社会选择动力学系统存在混沌。进而发现,对阿罗不可能定理的假设条件,经济学家所提出的放松约束的路径与用混沌学解析得出的结论具有一致性,得到三方面启示：①在简单的假设条件下,社会选择过程依然表现出一定的复杂性。②社会选择过程存在混沌是阿罗不可能定理的一种表现形式。③混沌学可能是寻求阿罗不可能定理成立的本质原因的另一条路径。     

NONLINEAR BUSINESS CYCLE MODELLING

Abstract. Literature which employs nonlinearities to explain economic fluctuations, commonly called business cycles, is surveyed. Relaxation of the linearity assumption significantly increases the range of possible dynamic solution paths and introduces the possibility that business cycles are endogenously determined. The dominant post-war modelling strategy has been the Frisch (1933) (and Slutsky, 1937) inspired one of developing essentially (log) linear economic models which produce damped cycles (or monotonic damping) to propagate the energy provided by repeated random (or autocorrelated) shocks. The cycle is exogenously driven, since it would die out in the absence of shocks. Deterministic (nonstochastic) nonlinear models can produce a wide range of endogenous fluctuations, including: stable limit cycles; growth cycles; and chaotic output, which have the appearance of random fluctuations. Further, the same model can produce qualitatively different outputs according to starting and parameter values. If the possibility of shocks to parameters is admitted, then behaviour can change abruptly following shocks. Evidence on the existence of nonlinearities and chaos in macroeconomic time series is assessed and alternative approaches to modelling dynamic economic development, related to the work of Keynes, Marx, Schumpeter and Shackle, are discussed. Their ideas have not proved readily amenable to mathematical modelling, but attempts to encapsulate some of them are reviewed.     

New results in retrial queueing systems with breakdown of the servers

We consider retrial queues with servers that are subject to active breakdowns. First, we concentrate on Markovian queueing models. For the multiserver case we obtain sufficient conditions for ergodicity. For the singleserver case we introduce new performance measures: the "orbit" idle period and the "orbit" busy period. Further, we investigate the asymptotic behaviour under high intensity of retrials. We also give an algorithm to compute the steady-state probabilities for the M/G/l retrial queue with breakdowns. The algorithm is based on a regenerative approach.     

Stochastic Optimization: a Review

We review three leading stochastic optimization methods—simulated annealing, genetic algorithms, and tabu search. In each case we analyze the method, give the exact algorithm, detail advantages and disadvantages, and summarize the literature on optimal values of the inputs. As a motivating example we describe the solution—using Bayesian decision theory, via maximization of expected utility—of a variable selection problem in generalized linear models, which arises in the cost-effective construction of a patient sickness-at-admission scale as part of an effort to measure quality of hospital care.     

Adaptive rational equilibrium with forward looking agents

In adaptive rational equilibrium dynamics (ARED) agents choose between a costly rational expectation forecast and a cheap naive forecast, and the fractions using each of the two strategies evolve over time and are endogenously coupled to the market equilibrium price dynamics. In this setting, agents are backward looking in the sense that strategy selection is based on experience measured by relative past realized profits. When the selection pressure to switch to the more profitable strategy is high, instability and complicated chaotic price fluctuations arise.
In this paper we investigate the ARED with forward looking agents, whose strategy selection is based upon expected profits. Our findings suggest that forward looking behavior dampens the amplitude of price fluctuations, but local instability of the steady state remains. The global dynamics depends upon how sophisticated the forward looking behavior is. With perfectly forward looking agents, prices converge to a stable 2-cycle, whereas with forward looking agents who are boundedly rational concerning their estimate of expected profits, small amplitude chaotic price fluctuations might arise.
We also establish an equivalence relationship between a heterogeneous agent model with switching of strategies and a representative agent framework, where the representative agent optimally chooses between the benefits of a high quality forecast and the associated information gathering costs. To an outside observer it is impossible to distinguish between the two.     

组合证券投资的期望值模型的研究

本文是在Markowitz现代组合投资理论的基础上 ,建立了组合证券投资的期望值模型 ,并讨论了基于随机模拟技术的遗传算法对此模型的求解。     

Min–Max exact and heuristic policies for a two-echelon supply chain with inventory and transportation procurement decisions

We study the problem in which one supplier delivers a product to a set of retailers over time by using an outsourced fleet of vehicles. Since the probability distribution of the demand is not known, we provide a Min–Max approach to find robust policies. We show that the optimal Min-Expected Value policy can be very poor in the worst case. We provide a Min–Max Dynamic Programming formulation that allows us to exactly solve the problem in small instances. Finally, we implement a Min–Max Matheuristic to solve benchmark instances and show that it is very effective.     

DC/DC开关变换器混沌现象研究综述

DC/DC功率开关变换器是开关电源的核心部分,通过对其混沌现象的研究可以更加深刻地认识DC/DC变换器的本质,也会在将来基于混沌现象提出新的设计方法和控制策略,实现现有DC/DC变换器无法达到的性能。本文介绍了DC/DC变换器混沌现象的研究现状,对DC/DC变换器混沌现象的基本建模方法进行了综合对比分析,展望了DC/DC变换器混沌研究的发展和未来应用前景。     

数据库加密系统探析

数据库加密技术是增强数据库安全的重要手段,文章从数据库安全性的角度出发对数据库的加密层次、要求、粒度等进行了分析,并对DBMS外层的加密的算法和系统体系结构进行了探讨和研究。