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Systems science and mathematical sciences
Science Press
Systems science and mathematical sciences

Science Press

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Systems science and mathematical sciences/Journal Systems science and mathematical sciences
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    UMVUE OF POLYNOMIALS OF (EX)~-1 FOR SEVERAL NATURAL EXPONENTIAL FAMILIES ON THE POSITIVE LINE

    CHEN Hongjian
    p.337-343页
    查看更多>>摘要:In this paper, we obtain the UMVUE g_n(1/X_n) of a polynomial of 1/m, say g(1/m), for several NEFs on [0,+∞], where m=E(X) and g_n(1/X_n) is a polynomial of 1/X_n with the same degree as g(1/m). These estimators are asymptotically normal and asymptotically efficient. The NEFs are the Gamma, the Inverse Gaussian and the Ressel as well as the Abel families./

    PORTFOLIO SELECTION THEORY WITH STRICTLY POSITIVE SUPPLY OF RISKLESS ASSET

    ZHANG Shunming
    p.344-357页
    查看更多>>摘要:This paper considers the portfolio selection theory with strictly positive supply of riskless asset. The portfolio selection problem is described as a quadratic program, then this problem is solved by the Kuhn-Tucker condition and the method of artificial variable.

    THE SPECTRAL COMPLETION OF A CLASS OF OPERATOR PARTIAL MATRICES

    CUI Jianlian
    p.358-365页
    查看更多>>摘要:A sufficient and necessary condition is given for the operator partial matrix (~A B_? ?) to have a completion T=(~A B _X Y) such that σ(T)Ω with X and Y being com- pact operators, where Ωis a given open set containing zero in the complex plane with every component being simply connected. This result is also used to discuss the power stabilizability of the discrete time infinite dimensional systems.

    ANALYSIS OF TWO-MACHINE CONWIP SYSTEM: MATRIX GEOMETRIC SOLUTION

    LIU BinYUE DequanCOA Jinhua
    p.366-375页
    查看更多>>摘要:In this paper we consider a two-machine CONWIP system. Firstly, we math- ematically model the system as a QBD process. By using the matrix geometric solution technique, we obtain the equilibrium conditions of the system. Next, we derive the station- ary probability distribution of the process. Finally, we give some important performance measures of the system.

    BOUNDARY STABILIZATION OF TIMOSHENKO BEAM

    YAN Qingxu 20f
    p.376-384页
    查看更多>>摘要:In this paper, the stabilization problem of Timoshenko beam by some nonlinear boundary feedback controls is considered. By virtue of nonlinear semigroup theory and energy-perturbed method, it is shown that the vibration of the beam under the proposed control action decays exponentially or in negative power of time t as t→∞.

    A CLASS OF GENERALIZED MULTIPROCESSOR SCHEDULING PROBLEMS

    YANG Xiaoguang 20f
    p.385-390页
    查看更多>>摘要:The paper discusses a class of generalized multiprocessor scheduling problems which is to arrange some independent jobs on almost identical processors. Different from the classical multiprocessor scheduling, each job may only b processed by some processors, not all. In this paper, we fist prove that the problems of minimization makespan and min- imization total weighted completion time can be solved by the polynomial algorithms if All processing time are unit time. Then for arbitrary processing time, we try to analyze The worst performance of list schedule (LS) method and longest processing time (LPT) Method when there are only two machines involved. We show that the bounds for LS and LPT are exactly two.

    NOTICE ON ADDED-FACTOR OF MULTIVARIATE GOULD-HSU INVERSION

    MA Xinrong 20f
    p.391-396页
    查看更多>>摘要:With the aid of the weight function of an r×r matrix associated with the symmetric group S_r of degree r, we obtain a direct method to determinate the added- factor of multivariate Gould-Hsu inversion. Furthermore, the q-analogue of this formula can also be derived by the same argument.

    ON THE CONVERGENCE OF SAMPLING ALGORITHMS FOR SOLVING DYNAMIC STOCHASTIC PROGRAMMING

    CHEN Zhiping 20f
    p.397-406页
    查看更多>>摘要:After describing a general sampling discretization algorithm for multistage continuous stochastic programming problems, we prove the global convergence of the al- gorithm under suitable conditions. The converence of most available algorithms as well as new algorithms can thus be derived or improved as a special case of this general result.

    CONVERGENCE PROPERTIES OF PROJECTED GRADIENT METHODS WITH NONMONOTONIC BACK TRACKING TECHNIQUE FOR CONVEX CONSTRAINED OPTIMIZATION

    ZHU Detong 20f
    p.407-424页
    查看更多>>摘要:This paper proposes projected gradient algorithms in association with using both trust region and line search techniques for convex constrained optimization problems. The mixed strategy is adopted which switches to back tracking steps when a trial projected Gradient step produced by the trust region subproblem is unacceptable. A nonmonotone Criterion is used to speed up the convergence progress in some curves with large curvature. A theoretical analysis is given which proves that the proposed algorithms are globally Convergent and have local superlinear convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed Algorithms.

    THE NORMALITY OF CAYLEY GRAPHS OF FINITE ABELIAN GROUPS WITH VALENCY 5

    Young-Gheel Baik 20f
    p.425-431页
    查看更多>>摘要:We call a Cayley digraph X=Cay(G,S) normal for G if the right regular representation of G s normal in the full automorphism group Aut(X) of X. In this paper, we give a classification of all nonnormal Cayley graphs of finite abelian groups with valency 5.