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A PRICE-SETTING NEWSVENDOR MODEL UNDER CVAR DECISION CRITERION WITH EMERGENCY PROCUREMENT

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Journal of Systems Science and Systems Engineering 2010年第1期19卷 85-104页

作者： Minghui XU school of Economics and Management,wuhan university,wuhan 430072,china school of Economics and Management Wuhan University Wuhan China

In this paper, we consider a newsvendor model in which a risk-averse manager faces a stochastic price-dependent demand in either an additive or a multiplicative form. An emergency purchase option is allowed after the realization of demand to satisfy the units that are short. By adopting Conditional value-at-risk （CVaR） as the decision criterion, we aim to investigate the optimal pricing and ordering decisions, and the effects of parameter changes in such a setting. We provide sufficient conditions for the uniqueness of the optimal policy for both demand models. We perforl~, comparative statics analysis to show how the optimal pricing and ordering decision behaves when changing parameters. We also compare our results with those of the newsvendor with a general utility function and with CVaR criterion under lost sales assumption. Our key results include：（i） For both demand models, the optimal selling price is decreasing in risk aversion. Hence, the optimal price of a risk-averse newsvendor is not greater than the optimal price of a risk-neutral newsvendor. （it） In contrary to the lost sales case, for the multiplicative demand model, the optimal order quantity may not be monotonic in risk aversion. Consequently, the optimal risk-averse order quantity may be lower or higher than the optimal risk- neutral counterpart. （iii） For the additive model, the optimal order quantity is strictly increasing in the emergency purchase price, while for the multiplicative model the optimal order quantity has no such a monotonic property. Some numerical examples are conducted to verify our claims and gain more insights about the risk-averse decision-making behaviors.

关键词： Newsvendor model inventory pricing risk aversion conditional value-at-risk

Evolutionary cryptography against multidimensional linear cryptanalysis

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Science china(Information Sciences) 2011年第12期54卷 2585-2597页

作者： ZHANG HuanGuo 1,2 , LI ChunLei 1,2 & TANG Ming 1,2 1 school of computer, wuhan university, wuhan 4.0079, china 2 Key Laboratory of Aerospace Information Security and Trusted Computing of Ministry of Education of china, wuhan university, wuhan 4.0079, china 1. school of computer Wuhan University Wuhan 430079 China2. Key Laboratory of Aerospace Information Security and Trusted Computing of Ministry of Education of China Wuhan University Wuhan 430079 China

The evolutionary cryptosystem is a new cryptosystem proposed by a Chinese researcher recently. This paper studies its security level resisting against multidimensional linear cryptanalysis in this paper. It is shown that the evolutionary cryptosystem possesses higher resistance than its initial fixed cryptosystem does for resisting against multidimensional linear cryptanalysis. Multidimensional generalizations of Matsui's Algorithm 1 and Algorithm 2 based on log-likelihood ratio (LLR) statistics are introduced. By the relationship among the data complexity N , the bit advantage a and the success rate P S of these two multidimensional generalized algorithms, it is proven that more data is needed for attacking the evolutionary cryptosystem than that is needed for attacking its initial fixed cryptosystem when the bit advantage and success rate are identical. Moreover, it is shown that both time complexity and memory complexity for attacking the evolutionary cryptosystem are higher than that of attacking its initial fixed cryptosystem with the same data complexity. The research indicates that the evolutionary cryptosystem is more robust than its initial fixed cryptosystem against the multidimensional linear cryptanalysis.

关键词： information security cryptology evolutionary cryptosystem cryptanalysis multidimensional linear cryptanalysis

Numerical simulations and experimental investigations on transverse effects of two-wave mixing in a photovoltaic photorefractive crystal

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Science china(Physics,Mechanics & Astronomy) 2010年第5期53卷 856-863页

作者： CAI Xin1,2,LIU JinSong1 & WANG ShengLie1 1 wuhan National Laboratory for Optoelectronics,school of Optoelectronic Science and Engineering,Huazhong university of Science and Technology,wuhan 430074,china 2 school of Science,wuhan university of Technology,wuhan 430070,china 1. wuhan National Laboratory for Optoelectronics School of Optoelectronic Science and Engineering Huazhong University of Science and Technology Wuhan 430074 China2. School of Science Wuhan University of Technology Wuhan 430070 China

The transverse effects of two Gauss waves mixing in a photovoltaic photorefractive crystal,i.e.,the dynamical evolutions of signal beam with different parameters,are traced numerically and *** the one-dimensional numerical simulations and two-dimensional experimental investigations show that the self-focusing effect of signal beam becomes more obvious as the intensity of pump beam and the angle between the signal and pump beams *** accordance with these results,the state of two Gaussian waves mixing is controllable.

关键词： numerical simulation experimental investigation two-wave mixing transverse effects Gaussian distribution

DOUBLE Φ-FUNCTION INEQUALITY FOR NONNEGATIVE SUBMARTINGALES

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Chinese Annals of Mathematics,Series B 2000年第2期21卷 211-216页

作者： MEI TAO(College of Mathematics and computer Sciences, wuhan university, wuhan 430072, china.) LIU PEIDE(College of Mathematics and computer Sciences, wuhan university, wuhan 430072, china.) College of Mathematics and computer Sciences Wuhan University Wuhan 430072 China

The authors establish a kind of inequalities for nonnegative submartingales which depend on two functions　ψ and ψ, and obtain the equivalent conditions for　Φ and ψ such that this kind of inequalities holds. In t... 详细信息

关键词： Matingale Nonnegative submartingale Maximal function Φ-function inequality

An architecture for mobile database management system

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Journal of university of Science and Technology Beijing 2002年第2期9卷 156-160页

作者： Dong Li and Yucai Feng computer school, Huazhong university of Science and Technology, wuhan 430074, china computer school Huazhong University of Science and Technology Wuhan 430074 China

In order to design a new kind of mobile database management system (DBMS)more suitable for mobile computing than the existent DBMS, the essence of database systems in mobilecomputing is analyzed. An opinion is introduced that the mobile database is a kind of dynamicdistributed database, and the concept of virtual servers to translate the clients' mobility to theservers' mobility is proposed. Based on these opinions, a kind of architecture of mobile DBMS, whichis of versatility, is presented. The architecture is composed of a virtual server and a local DBMS,the virtual server is the kernel of the architecture and its functions are described. Eventually,the server kernel of a mobile DBMS prototype is illustrated.

关键词： mobile database dynamic distributed database DBMS architecture virtual server data region

Multispectral image fusion method based on intensity-hue-saturation and nonsubsampled three-channels non-separable wavelets

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Chinese Optics Letters 2010年第4期8卷 384-387页

作者：刘斌刘维杰彭嘉雄 school of Mathematics and computer Science Hubei university computer school Wuhan University Institute of Image Recognition and Artificial Intelligence Huazhong University of Science and Technology

A new multispectral image fusion method based on intensity-hue-saturation（IHS） transform and threechannel non-separable wavelets whose dilation matrix is[2,1;1,1]is *** multi-resolution decompositions of the intensity of multispectral image and panchromatic image are performed in nonsubsampled mode using the three-channel non-separable wavelet filter *** approximation images and the detail images of the multi-resolution pyramids are *** experimental results show that this method has good visual *** performance outperforms the IHS fusion *** discrete wavelet transform （DWT） fusion method,and the IHS-DWT fusion method in preserving spectral quality and high spatial resolution information.

关键词： Decomposition Discrete wavelet transforms Filter banks Visual communication

An efficient method for detecting concurrency errors in object-oriented programs

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Science china(Information Sciences) 2012年第12期55卷 2774-2784页

作者： HE YanXiang 1,2,WU Wei 2 & CHEN Yong 2 1 school of computers,wuhan university,wuhan 430072,china 2 State Key Laboratory of Software Engineering,wuhan university,wuhan 430072,china 1. school of computers Wuhan University Wuhan 430072 China2. State Key Laboratory of Software Engineering Wuhan University Wuhan 430072 China

Multicore and multi-threaded processors have become the norm for modern ***,concurrent programs have become more and more prevalent despite being difficult to write and *** errors are highly likely to appear in concurrent code,conventional error detection methods such as model checking,theorem proving,and code analysis do not scale smoothly to concurrent *** is an indispensable technique for detecting concurrency errors,but it involves a great deal of manual work and is *** paper presents an automatic method for detecting concurrency errors in classes in object-oriented *** method uses a heuristic algorithm to automatically generate test cases that can effectively trigger ***,each test case is executed automatically and a fast method is adopted to identify the actual concurrency error from anomalous run *** have implemented a prototype of the method and applied it to some typical Java *** shows that our method is more effective and faster than previous work.

关键词： concurrency error dynamic test data race atomicity violations test case generation

Hierarchical Classification of Chinese Documents Based on N grams

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wuhan university Journal of Natural Sciences 2001年第Z1期6卷 416-422页

作者： Zhou Shui geng 1, Guan Ji hong 2, He Yan xiang 2 1. State Key Laboratory of Software Engineering, wuhan university, wuhan 430072, china 2. school of computer Science, wuhan university, wuhan 430072, china State Key Laboratory of Software Engineering Wuhan University Wuhan China school of computer Science Wuhan University Wuhan China

We explore the techniques of utilizing N gram information to categorize Chinese text documents hierarchically so that the classifier can shake off the burden of large dictionaries and complex segmentation processing, and subsequently be domain and time independent. A hierarchical Chinese text classifier is implemented. Experimental results show that hierarchically classifying Chinese text documents based N grams can achieve satisfactory performance and outperforms the other traditional Chinese text classifiers.

关键词： Chinese text classification N grams feature selection hierarchical classification

Capability of evolutionary cryptosystems against differential cryptanalysis

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Science china(Information Sciences) 2011年第10期54卷 1991-2000页

作者： ZHANG HuanGuo 1,2 ,LI ChunLei 1,2 & TANG Ming 1,2 1 school of computer,wuhan university,wuhan 430072,china 2 Key Laboratory of Aerospace Information Security and Trusted Computing of Ministry of Education,wuhan university,wuhan 430072,china 1. school of computer Wuhan University Wuhan 430072 China2. Key Laboratory of Aerospace Information Security and Trusted Computing of Ministry of Education Wuhan University Wuhan 430072 China

The evolutionary cryptosystem is a new *** paper studies its security level resisting against differential *** is shown that the evolutionary cryptosystem possesses higher resistance than its initial fixed cryptosystem against differential *** the basis of the relationship among the data complexity,the bit advantage and the success rate of differential cryptanalysis,it is proven that more data is needed for attacking the evolutionary cryptosystem when the bit advantage and success rate are ***,it is shown that the time complexity for attacking the evolutionary cryptosystem is higher than that of differential attacking its initial fixed cryptosystem with the same amount of plaintext-ciphertext *** research indicates that the evolutionary cryptosystem is more robust than its initial fixed cryptosystem against differential cryptanalysis.

关键词： information security cryptology evolutionary cryptosystem cryptanalysis differential cryptanalysis