基于鲁棒控制的期权定价方法

首先从经济学的行为分析出发 ,在鲁棒控制的框架下给出了期权卖价、买价和公平价格的严格定义 .然后通过求解微分对策 ,得到了定价模型值函数的封闭解 .最后给出了期权价格及其对冲策略的显式表达式 ,并比较了这种期权定价方法与随机方法的优缺点     

时间贝叶斯网络及其概率推理

针对贝叶斯网络应用中出现的循环和动态问题,研究贝叶斯网络的时间扩展.给出了时间贝叶斯网络的定义;探讨了时间贝叶斯网络中环的存在合理性判断问题;给出了时间贝叶斯网络的概率推理算法,应用示例说明了方法的可行性.     

Challenges to the Acceptance of Probabilistic Risk Analysis

This paper discusses a number of the key challenges to the acceptance and application of probabilistic risk analysis (PRA). Those challenges include: (a) the extensive reliance on subjective judgment in PRA, requiring the development of guidance for the use of PRA in risk-informed regulation, and possibly the development of robust or reference prior distributions to minimize the reliance on judgment; and (b) the treatment of human performance in PRA, including not only human error per se but also management and organizational factors more broadly. All of these areas are seen as presenting interesting research challenges at the interface between engineering and other disciplines.     

An oracle-based algorithm for robust planning of production routing problems in closed-loop supply chains of beverage glass bottles

The demand for glass bottles is exhibiting an upward trend over time. The manufacturing of glass bottles is costlier in terms of time and resources and is associated with a higher level of heat generation and environmental pollution compared to recycling processes. In response to the aforementioned challenges, companies that use glass bottles need to implement strategies to manage their reverse supply chains in conjunction with their traditional supply chains, as the economic and environmental benefits of returned products are unquestionable. Closed-loop supply chains (CLSCs) integrate forward and reverse flows of products and information. This integration helps companies to have a broader view of the whole chain. Despite these advantages, managing CLSCs can be challenging as they are exposed to many uncertainties regarding supply and demand processes, travel times, and quantity/quality of returned products.In this study, we consider the production planning, inventory management, and vehicle routing decisions of a CLSC of beverage glass bottles. We propose an MILP model and rely on a multi-stage adjustable robust optimization (ARO) formulation to deal with the randomness in both the demand for filled bottles and the requests for pickups of empty bottles. We develop an exact oracle-based algorithm to solve the ARO problem and propose a heuristic search algorithm to reduce the solution time. Our numerical experiments not only show the incompetency of the customary method, namely the affine decision rule approach, but also illustrate how our algorithms can solve the small-size problems and significantly improve the quality of the obtained solution for large problems. Furthermore, our numerical results show that robust plans tend to be sparse, meaning the routes are chosen so that empty bottles are transported to production sites in such a way that fewer new bottles need to be ordered. Thus, robust planning makes the CLSCs more environmentally friendly.     

认知语境的构建

本文在关联理论的框架下讨论发话人怎袢通过语言和非语言手段制约受话人的认知语境以及受话人如何在认知环境中选择并延伸认知语境.     

浅谈语境与交际

本文从语用学角度出发探讨了语境与交际的关系.重点论述了人们在交际过程中,在交际模式的指导下如何利用语境,寻找到最佳的关联,推理出说话者的真正意图,具体分析了语境在交际中所起的重大作用.     

具有不确定的时滞微分系统的稳定性

研究具有不确定的时滞微分大系统的鲁棒稳定性问题，利用李雅普诺夫函数和不等式分析方法，给出了不确定性时滞微分大系统在不依赖时滞的反馈分散控制下是稳定化的、渐近稳定化和指数稳定化的充分条件。     

模糊取式推理的R0方法

用R0蕴涵算子描述了模糊命题“若A则B”,并通过一个例子给出了运用模糊取式推理的R0方法进行推理的具体操作过程．结果表明,运用该模糊推理得到的结论是与人们的思想相吻合的．     

Grice语用学模式批判

在话语理解中 ,通过解码获得语义 ,通过推理得出说话人意图。在语用学的发展过程中 ,话语理解的重心逐渐转移到推理过程 ,Grice的推理模式就是这种发展的代表 ,认为交际中人们遵守着合作原则以及相关准则 ,违背某些准则是为了表达暗含意义 ,需要推理求得理解。然而 ,Grice过分强调暗含意义 ,而且合作原则及有关准则来源不清 ,严重地削弱了Grice推理模式的解释力。     

统计学发展过程中四次重要的争论及其影响

统计学发展过程中出现过几次重大的争论,这些争论在本质上可以说是一脉相承的。"政治算术"与"国势学"的争论,明确了统计学的学科性质;"描述统计学"与"推断统计学"的争论,构筑了统计学的完整体系;"经典统计学"与"贝叶斯统计学"的争论,带来了统计哲学观的新变化;信念统计学与经典统计学、贝叶斯统计学的争论,使统计推断科学化问题的研究日趋深入。正是通过这些争论完善了现代统计学的思想和方法体系。