带费用的校对问题的最优停止

本文用逼近的方法给出了校对问题中Poisson模型与二项模型的最优停止规则,并得出了二项模型中参数π具有先验分布β(a,b),a>0,b>0时报酬序列的结构。     

动态均匀分布模型及Bayes预测

Ｂａｙｅｓ预测是在Ｂａｙｅｓ统计分析基础上得到的一种预测方法,本文给出了观测服从均匀分布的动态均匀分布模型,并在状态向量线Ｂａｙｅｓ最优估计基础上给出了模型参数的修正递推及Ｂａｙｅｓ预测。     

浅谈学报编辑的校对意识

学报编辑人员应当是有强烈的校对意识。探讨了校对工作的性质意义;界定了校对意识的定义和内涵;提出了增强校对意识、搞好校对工作的对策:一要提高思想认识;二要学习伟人名人高度重视校对工作;三要认真学习校对知识;四要学习校对的基本技能和技巧。     

谈综合性学报的校对

校对是编辑工作的延伸、补充和完善,校对质量是提高学报质量的关键.论述当前学报来稿中的差错及其类别,分析其原因,并提出提高学报校对质量的措施.     

连续情形的窃贼问题

讨论了连续时间上的窃贼问题。Ｊｔ是［０,ｔ］上窃贼作案的次数,｛Ｊｔ｝ｔ≥０是Ｐｏｉｓ－ｓｏｎ过程;收获过程与风险过程都是独立同分布的时间序列。利用弱无穷小算子,我们找出了最优停时规则。     

Gauss法在具有柱铰链连接的单开链机械臂系统动力学问题的应用

重点讨论了如何用Ｇａｕｓｓ法求解机械臂系统动力学问题．首先引入Ｇａｕｓｓ拘束量,然后建立单开链机械臂系统动力学模型,并给出了求解方法．     

三维最优制导律设计的旋量方法

针对BTT导弹制导过程中的双通道耦合问题,设计了一种非解耦的三维最优制导律。通过矢量方法和旋量方法分别建立了视线角速度模型和视线方位模型,从而得到导弹制导的三维模型。基于视线角缓变的假设,对制导模型进行了简化,得到其线性模型。分别针对无终端约束和有终端约束情况,运用二次型最优方法推导了最优三维制导律。该制导律避免了通道解耦,能够满足BTT导弹精确制导的要求。     

舰船装备多态系统维修决策的帕累托最优模型

针对舰船装备的复杂性与多态性特点,在分析多目标维修决策帕累托最优理论基本原理的基础上,建立了考虑可靠性、维修时间以及费用的舰船装备多态系统维修决策帕累托最优模型,给出了一种操作简便的解析算法,为维修决策提供了模型依据。最后,以舰用柴油机为例,建立了柴油机维修决策的帕累托最优模型,在给定的决策参数条件下,计算得到了柴油机维修的最优方案,验证了该研究方法的正确性及可操性。     

电子文稿编辑校对中的误区及对策

编辑人员在编辑校对电子文稿过程中,存在几种误区:关注电子文稿的“显性优势”,忽视“显性差错”;强调校对功能的改变,弱化校对人员职能作用;因电子文稿的便利因素,导致编辑人员责任感淡化等。要规范电子时代编辑校对工作秩序,提高电子文稿的编校质量,就要端正工作作风,强化编校人员职业敏感意识;强化校对时的自觉、自警意识;积极探索电子文稿的出错规律,增强判断识别能力。     

"越南方式"下单兵种对多兵种作战的微分对策模型

单兵种对多兵种作战的最优策略是研究多兵种对多兵种作战最优策略的基础.基于Lanchester方程,探讨了在"越南方式"下,单兵种对多兵种作战的微分对策模型的最优火力分配策略.主要运用微分对策理论对该模型进行了分析和求解.最后结合历史实际,对所得到的结论做出了符合战术意义的揭示.     

马尔可夫链最优停止的值函数

本文讨论了时间无限的马尔可夫链的最优停止问题。对于无限状态情况,给出了其最优停止变量以及值函数存在的一个充分条件;对于有限状态情况,这个充分条件以及问题的计算等价于解一个线性规划问题。     

Optimal stopping problems for differential equations perturbed by a poisson process

We investigate a class of optimal stopping problems for dynamical systems described by one-dimensional differential equations with an additive Poisson disturbance. The rate of the disturbance may depend upon the current state of the system. A dynamic programming equation for the optimal stopping cost is derived along with conditions which must be met at the boundary of the optimal stopping set. These boundary conditions depend upon whether or not the stopping set may be entered by smooth motion.     

一类扩散过程的最优停止

金融数学中关于美式期权的定价理论最后归结为一个对扩散过程的最优停止问题,扩散过程是特殊的马氏过程,本文讨论了当报酬函数非负时的值函数性质及其最优停时的表示。特别对带折扣的报酬的讨论,更加符合金融数学的需要     

有限马氏链最优停止的线性规划解

离散时间的有限状态马尔可夫链最优停止的值函数存在的一个充分条件是所对应的线性规划有解,且其最优解等于值函数,本文证明这个条件还是必要的。     

On optimality of one‐bug‐look‐ahead policies for a software testing model

The optimality of the One‐Bug‐Look‐Ahead (OLA) software release policy proposed by Morali and Soyer ( 15 ) is re‐examined in this paper. A counterexample is constructed to show that OLA is not optimal in general. The optimal stopping approach is then called upon to prove that OLA possesses weaker sense of optimality under conditional monotonicity and the strong sense of optimality holds under a more restrictive sample‐wise monotonicity condition. The NTDS data are analyzed for illustration, and OLA is shown to be robust with respect to model parameters. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007.     

浅议利用网络改进期刊编辑工作

从作者自校、稿件初审以及文后参考文献的校对三个方面，分析了其存在的问题，并提出利用电子邮件可以很好地解决作者自校的困难，而网络资源则是解决编辑初审和文后参考文献校对问题的强大工具。     

Bayesian selling problem with partial information

We introduce an optimal stopping problem for selling an asset when the fixed but unknown distribution of successive offers is from one of n possible distributions. The initial probabilities as to which is the true distribution are given and updated in a Bayesian manner as the successive offers are observed. After receiving an offer, the seller has to decide whether to accept the offer or continue to observe the next offer. Each time an offer is observed a fixed cost is incurred. We consider both the cases where recalling a past offer is allowed and where it is not allowed. For each case, a dynamic programming model and some heuristic policies are presented. Using simulation, the performances of the heuristic methods are evaluated and upper bounds on the optimal expected return are obtained. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

The discrete max-min problem

The historic max-min problem is examined as a discrete process rather than in its more usual continuous mode. Since the practical application of the max-min model usually involves discrete objects such as ballistic missiles, the discrete formulation of the problem seems quite appropriate. This paper uses an illegal modification to the dynamic programming process to obtain an upper bound to the max-min value. Then a second but legal application of dynamic programming to the minimization part of the problem for a fixed maximizing vector will give a lower bound to the max-min value. Concepts of optimal stopping rules may be applied to indicate when sufficiently near optimal solutions have been obtained.     

Optimal and suboptimal procedures in group sequential sampling

This paper investigates the problem of choosing between two simple hypothesis, H₀ and H₁, in terms of independent, identically distributed random variables, when observations can be taken in groups. At any stage in the decision process it must be decided whether to stop and take action now or to continue, in which case the size of the next group of observations must be decided upon. The problem is to find an optimal procedure incorporating a stopping, group size (batch) and terminal action rule. It is proven, in general, that the optimal stopping and terminal action rule is of the sequential probability ratio type (SPRT). Fixed stopping rules of the SPRT type are studied and an iterative procedure of the policy improvement type, both with and without a value determination step, is developed. It is shown, for the general situation, that both the average risk and scheduling rule converge to the optima. Also, six suboptimal scheduling rules are considered with respect to the average risks they achieve. Numerical results are presented to illustrate the effectiveness of the procedures.     

一种推广的连续情形经济投资模型

随着序列情形费用型投资模型和折扣投资模型的解决，本文对其进行连续推广，并给出一个明确的停止规则。