相依风险下的超额赔款再保险

本文通过求二次效用函数的货币期望效用的最大值来确定自留额，认为索赔次数服从二元泊松分布，超额赔款再保险的保费按期望值原理进行计算。     

编队对地攻击航空武器系统对抗模型

建立了对抗情况下同类型机群对地攻击航空武器系统作战数学模型,给出对地攻击航空武器系统作战效能分析的总体指标,应用优化理论对对抗情况下对地攻击航空武器系统作战效能进行了优化分析与综合。其结果可用于对地攻击航空武器系统作战效能分析综合及系统设计中。     

反函数的导数定理的一个注记

给出反函数的导数定理的改进形式:若f(x),x∈(a,b)与φ(y),y(A,B)互为反函数,x0∈(a,b),y0=f(x0),φ(y)在点y0处可导且φ′(y)≠0,f(x)在点x0处连续,则f(x)在点x0处可导,且f′(x0)=1/φ′(y0).并说明,f(x)在点x0处连续这一条件不可去掉。     

多元线性模型的广义逆诊断问题

在实际问题中,经常需要考虑多个因变量对多个自变量的相互依赖关系,但在运算过程中经常会碰到奇异矩阵不能求逆的问题.通过推导任意2矩阵的差的广义逆,解决了这一问题,继而得出多元线性模型的参数估计,最后推出数据删除模型异常点的判断依据.     

Predictability of operational processes over finite horizon

Operational processes are usually studied in terms of stochastic processes. The main information measure used for predictability of stochastic processes is the entropy rate, which is asymptotic conditional entropy, thus not suitable for application over a finite horizon. We use the conditional entropy to study the predictability of stochastic processes over the finite horizon. It is well‐known that the conditional entropies of stationary processes decrease as the processes evolve, implying that, on average, their pasts become more informative about prediction of their future outcomes. Some important operational processes such as martingale, models for maintenance policies, nonhomogeneous Poisson, and mixed Poisson processes are nonstationary. We show that as a nonstationary process evolves, it may provide more information or less information about the future state of the system. We develop results for comparing the predictability of stochastic processes. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Inventory control in divergent supply chains with time‐based dispatching and shipment consolidation

This article analyses a divergent supply chain consisting of a central warehouse and N nonidentical retailers. The focus is on joint evaluation of inventory replenishment and shipment consolidation effects. A time‐based dispatching and shipment consolidation policy is used at the warehouse in conjunction with real‐time point‐of‐sale data and centralized inventory information. This represents a common situation, for example, in various types of vendor managed inventory systems. The main contribution is the derivation of an exact recursive procedure for determining the expected inventory holding and backorder costs for the system, under the assumption of Poisson demand. Two heuristics for determining near optimal shipment intervals are also presented. The results are applicable both for single‐item and multiitem systems. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 58: 59–71, 2011     

正则化方法在非线性分析中的应用

本文用正则化方法给出了麦夸脱方法的一个误差估计式.     

两种轰炸弹道快速积分算法的比较

利用数学仿真,测试了两种轰炸弹道快速积分方法：中国湖算法和极坐标算法,后者是西北工业大学（ＮＰＵ）开发的。对某型航弹的弹道诸元解算的结果表明,无论是精度还是实时计算量,后者都优于前者甚多。     

数学物理反演问题

介绍数学物理反演问题的概念、由来、历史、分类和特点。     

基于人工神经网络的操作手IKP 求解

人工神经网络以其信息的并行处理与分布式存储、自组织和自适应等特点,在机器人领域显示了极大的应用潜力。本文探讨人工神经网络在机器人操作手ＩＫＰ求解中的应用,试图求得操作手ＩＫＰ的一组或所有可行解。文章利用ＢＰ网络对操作手ＩＫＰ的求解进行了讨论和分析,并给出了具体的求解实例。