随机需求环境下联产品系统价格与产量决策研究

基于固定比例生产技术和多产品随机需求的情形,研究了联产品制造商的两阶段产量和价格联合优化模型。通过反向倒推的优化求解,得到了联产品制造商的最优产量和价格决策以及变化规律。同时研究了需求服从均匀分布时,需求波动对均衡的影响。研究结果表明,在订货成本较低和一种产品的需求波动性较大时,当另外一种产品的波动增大,则该产品的最优订货量增大,同时价格下降。借助数值仿真,分析了价格敏感度和产出比例对最优决策和利润的影响。结果表明,在给定一种产品的价格敏感度时,另外一种的价格敏感度越大,那么该产品的价格就越低,制造商的订货量就下降。当一种产品的产出比例固定时,另一种产品的产出比例上升时,则该产品的价格下降,制造商的订货量下降,总利润上升。     

审计定价管制与交易剩余——2010年审计定价管制失效的自然实验

在经济下行压力加大、资本市场进一步开放的新形势下,厘清审计市场交易——监管机制,完善审计服务市场尤为必要。借由2010 年审计定价管制政策失效的自然实验,本文通过嵌入双边随机边界模型,得到审计双方的定价交易剩余指标,运用双重差分模型解析价格管制与交易定价的作用机制。研究发现,定价管制失效的原因不在于规制俘获,而在于价格管制与当前的市场效率不匹配。下限管制尽管能够提高审计师剩余,但同时会放大交易定价风险,增加剩余的错配,扰乱交易秩序。上限管制则进一步固化市场的低价竞争。进一步研究发现审计师剩余与盈余质量显著相关,2014年的放开定价管制政策提高了审计师剩余。研究厘清了审计市场交易机制,有利于未来研究审计交易机制的微观影响及与盈余质量的关联,为在新时代把握审计市场交易——监管规律、培育自发良性交易的审计市场提供有益借鉴。     

几类全微分方程问题的求解定理

利用全微分方程的条件，给出一类微分方程的积分因子及通解公式，得出一类全微分方程中未知函数所满足的二阶线性微分方程，获得未知函数及全微分方程的通解。     

LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS

Many recent papers have used semiparametric methods, especially the log-periodogram regression, to detect and estimate long memory in the volatility of asset returns. In these papers, the volatility is proxied by measures such as squared, log-squared, and absolute returns. While the evidence for the existence of long memory is strong using any of these measures, the actual long memory parameter estimates can be sensitive to which measure is used. In Monte-Carlo simulations, I find that if the data is conditionally leptokurtic, the log-periodogram regression estimator using squared returns has a large downward bias, which is avoided by using other volatility measures. In United States stock return data, I find that squared returns give much lower estimates of the long memory parameter than the alternative volatility measures, which is consistent with the simulation results. I conclude that researchers should avoid using the squared returns in the semiparametric estimation of long memory volatility dependencies.     

Inference for the measurement of poverty in the presence of a stochastic weighting variable

Empirical applications of poverty measurement often have to deal with a stochastic weighting variable such as household size. Within the framework of a bivariate distribution function defined over income and weight, I derive the limiting distributions of the decomposable poverty measures and of the ordinates of stochastic dominance curves. The poverty line is allowed to depend on the income distribution. It is shown how the results can be used to test hypotheses concerning changes in poverty. The inference procedures are briefly illustrated using Belgian data. An erratum to this article can be found at     

低浓度三分子反应模型双曲型反应－扩散方程的稳定性与化学振荡

考虑浓度扩散和扩散流随时间的变化，得到低浓度三分子反应模型的双曲型反应－扩散方程；讨论了方程的稳定性及存在行波解的条件，得到了化学振荡的色散关系和相速度．     

将分段函数表示为初等函数的方法

本文给出了一种化具有多个分段点，且在各区间段上的表达式为多项式函数的分段函数为初等函数的具体方法．     

二阶非线性微分方程解的振动性和渐近性

讨论了二阶非线性常微分方程(α(t)(?)(x)x′)′+q(t)f(x)=r(t)的解的振动性和渐近性.获得了有关该方程的五个新的定理.     

Some remarks on the physical models concerning two different approaches to inference in statistical process control

Summary For technological applications it can be useful to identify some simple physical mechanisms, which, on the basis of the available knowledge of the production process, may suggest the most appropriate approach to statistical control of the random quantities of interest. For this purpose the notion of rupture point is introduced firstly. A rupture point is characterized bym randomly arising out of control states, assumed to be mutually exclusive and stochastically independent. Shewhart's control charts seem to represent the natural statistical tool for controlling a rupture point; however it is shown that they are fully justified only when the hazard rates attached to the causes of failure are constant. Otherwise, typically in the presence of time increasing hazard rates, Shewhart's control charts should be completed by a preventive intervention rule (preventive maintenance). In the second place, the notion of dynamic instability point is introduced, which is specifically characterized by assuming that the random quantity of interest is ruled by a stochastic differential equation with constant coefficients. By discretization, developed according to a possibly new approach, it is shown that the former model reduces to an equation error model, which is among the simplest used in adaptive control, and thus particularly easy to deal with in regard to parameter estimation and the definition of the optimum control rule.     

变质量任意阶非线性非完整系统的相对论性广义Mac-Millan型方程

提出了变质量系统的相对论性万有D’Alembert原理,构造了相对论性广义动能函数,建立了变质量任意阶非线性非完整系统在准坐标下和广义坐标下的相对论性广义Mar-Millan型方程,并得到厂相应的型方程