交易费用、科斯定理与产权改革

科斯定理的多种解读都表明交易费用概念表面上具有合作的形式,但缺少分配的属性。从而导致在使用交易费用概念分析产权改革具有了片面性和内在矛盾冲突:如果交易成本太高,包括既得利益集团的阻碍、集体行动的搭便车问题等,则新的更有效的制度创新难以出现。如果交易成本太低,则承诺的不可置信会激励更多的利益集团将生产性资源投入到重新变革分配性制度的活动中,从而减少社会生产,降低经济效率。所以,国有企业的产权改革既要解决利益冲突,也要避免国家机会主义。     

择一定理与二层多目标规划的最优性条件

使用关于集值映射的择一定理,在锥一次类凸背景下,对二层多目标规划的最优性条件进行讨论,获得了几个必要条件和充分条件。     

CPM网络节点时差的特性与应用

节点时差是CPM网络中一个重要的机动时间概念,在各种机动时间中最为直观,计算和应用起来最为简便。本文从机动时间与路长关系的角度研究了节点时差的三个特性,提出了机动时间定理和特征路线定理。在此基础上提出了运用节点时差快速求解次关键路线的方法,以及在时间-费用优化问题中构造等效子网络以简化运算的方法,并进行了理论证明。     

二阶常微分方程组边值问题正解的存在性

利用锥上不动点定理,研究了一类二阶非线性常微分方程组四点边值问题正解的存在性.在非线性项满足一定增长的条件下,得到了至少一个和两个正解存在的几个充分条件.     

Repeated Games with Differential Time Preferences

When players have identical time preferences, the set of feasible repeated game payoffs coincides with the convex hull of the underlying stage- game payoffs. Moreover, all feasible and individually rational payoffs can be sustained by equilibria if the players are sufficiently patient. Neither of these facts generalizes to the case of different time preferences. First, players can mutually benefit from trading payoffs across time. Hence, the set of feasible repeated game payoffs is typically larger than the convex hull of the underlying stage-game payoffs. Second, it is not usually the case that every trade plan that guarantees individually rational payoffs can be sustained by an equilibrium, no matter how patient the players are. This paper provides a simple characterization of the sets of Nash and of subgame perfect equilibrium payoffs in two-player repeated games.     

交错级数敛散性的一个判别定理

提出了交错级数敛散性的一个新的判别定理.该定理的判别式为极限形式,运用其判别交错级数的敛散性非常简便.     

Approximate exchangeability and de Finetti priors in 2022

This is a review paper, beginning with de Finetti's work on partial exchangeability, continuing with his approach to approximate exchangeability, and then his (surprising) approach to assigning informative priors in nonstandard situations. Recent progress on Markov chain Monte Carlo methods for drawing conclusions is supplemented by a review of work by Gerencsér and Ottolini on getting honest bounds for rates of convergence. The paper concludes with a speculative approach to combining classical asymptotics with Monte Carlo. This promises real speed-ups and makes a nice example of how theory and computation can interact.