An arbitrage pricing method for financial products in terms of generalized network model and duality theory of linear program is presented.
运用广义网络流模型和线性规划对偶理论,提出了一种金融产品的套利定价方法。
Moreover, we develop corresponding duality theory and related saddle point theory.
同时,我们还建立了对偶理论及相关的鞍点理论。
The generalized invex functions are introduced and the optimality theorems and duality theory are established for a class of variational problems.
文中引入了一类广义不变凸函数,对一类变分问题给出了最优解的充分性条件以及对偶理论。
Some new ideas and methods for the application of the duality theory are presented, such as cross convolution, cross cyclical convolution and borrowtransform-pair methods.
在双重性原理的应用部分,还提出了交叉卷积、交叉循环卷积、借用变换对法等新概念与新方法。
Then, by use of multiple carrier system's frequency-sharing property and convex optimization, a subcarrier and power optimal allocation algorithm is proposed based on Lagrangian duality theory.
然后,运用凸优化技术分析了该资源分配问题,并基于拉格朗日对偶法给出了一种子载波和功率最优分配算法。
In this paper, a mathematical model for integral optimization design of pier shaft and its foundation is given, and the SLP method and duality theory are applied here to have a optimal solution.
本文给出了重力式桥墩与明挖基础整体优化设计的数学模型,选择序列线性规划法,并利用线性规划的对偶理论求最优解。
Comprehensive treatment of optimality conditions, Lagrange multiplier theory, and duality theory. Applications drawn from control, communications, power systems, and resource allocation problems.
对最适化条件、拉格朗日乘数理论以及对偶理论的综合论述,以及在控制、通信、动力系统和资源分配问题上的应用。
The duality theory is the basic theory for mathematical planning in which the study of weak duality theorem under different controlling conditions is an important part of duality theorem research.
对偶理论是数学规划的理论基础,其中在各种约束条件下对弱对偶定理的研究是对偶理论研究的重要组成部分。
The fuzzy linear programming duality theory has been also studied in this article; the related theorems corresponding to the duality theorems in classical linear programming were proposed and proved.
本文还对模糊系数型线性规划的对偶理论进行了研究,并提出和证明了与经典线性规划对偶理论相对应的相关定理。
The value of the administrative formality includes utility-theory, standard-theory and duality-theory in terms of theory, but, by nature, it has both inner and outer values.
行政程序价值在理论上有工具说、本位说和二元说之争,按其属性可分为程序的内在价值和外在价值。
The value of the administrative formality includes utility-theory, standard-theory and duality-theory in terms of theory, but, by nature, it has both inner and outer values.
行政程序价值在理论上有工具说、本位说和二元说之争,按其属性可分为程序的内在价值和外在价值。
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