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Optimal investment, retirement, and life insurance with consumption ratcheting and time-inhomogeneous utility

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Science China Mathematics 2025年

作者： Jie Xing Jingtang Ma school of Big Data Application and economics Guizhou University of Finance and Economics school of Mathematics Southwestern University of Finance and Economics

In this paper, we study a portfolio selection problem of an investor with a retirement option, who has possibility to buy life insurance and does not tolerate any decline in consumption. The agent's optimization problem can be viewed as a mixed singular control and optimal stopping problem with time-inhomogeneous utility functions. The closed-form optimal solution is not available in general. We use the dual control method to convert the original problem into two classes of optimal stopping problems in finite and infinite *** show that the optimal consumption strategy and the best retirement time depend on the free-boundary functions which satisfy Fredholm and Volterra integral equations. We derive the closed-form formulas for these two free boundaries for some special cases and develop numerical methods to solve the integral equations of the free boundaries for general cases.

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A Brief Introduction to Standardization Education at the school of business administration, Zhongnan University of economics and Law

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China Standardization 2010年第1期55卷 22-29页

作者： Wang Jiyun Mei Lixia Zhongnan University of economics and Law Wuhan

This article briefly introduces the history, current situation and characteristics of standardization management education in the school of business and administration （SBA）, Zhongnan University of economics and Law （ZUEL）. ZUEL＇s different levels of standardization education are discussed in detail, including undergraduate students, graduate students, and continuing education training for working professionals. Also ZUEL＇s teaching style, research foundation, and relative experiences in standardization education are introduced. ZUEL＇s capacity and characteristics are comprehensively shown and expected further developments in standardization education at ZUEL are provided.

关键词： standardization standardization education Zhongnan University of economics and Law

Evolutionary Particle Swarm Optimization Algorithm Based on Collective Prediction for Deployment of Base Stations

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Computers, Materials & Continua 2025年第1期82卷 345-369页

作者： Jiaying Shen Donglin Zhu Yujia Liu Leyi Wang Jialing Hu Zhaolong Ouyang Changjun Zhou Taiyong Li school of Computer Science and Technology Zhejiang Normal UniversityJinhua321004China school of Future Technologies Jiangxi Institute of Applied Science and TechnologyNanchang330000China school of Computing and Artificial Intelligence Southwestern University of Finance and EconomicsChengdu611130China

The wireless signals emitted by base stations serve as a vital link connecting people in today’s society and have been occupying an increasingly important role in real *** development of the Internet of Things(IoT)relies on the support of base stations,which provide a solid foundation for achieving a more intelligent way of *** a specific area,achieving higher signal coverage with fewer base stations has become an urgent ***,this article focuses on the effective coverage area of base station signals and proposes a novel Evolutionary Particle Swarm Optimization(EPSO)algorithm based on collective prediction,referred to herein as *** a new strategy called neighbor-based evolution prediction(NEP)addresses the issue of premature convergence often encountered by *** also employs a strengthening evolution(SE)strategy to enhance the algorithm’s global search capability and efficiency,ensuring enhanced robustness and a faster convergence speed when solving complex optimization *** better adapt to the actual communication needs of base stations,this article conducts simulation experiments by changing the number of base *** experimental results demonstrate thatunder the conditionof 50 ormore base stations,ECPPSOconsistently achieves the best coverage rate exceeding 95%,peaking at 99.4400%when the number of base stations reaches *** results validate the optimization capability of the ECPPSO algorithm,proving its feasibility and *** ablative experiments and comparisons with other algorithms highlight the advantages of ECPPSO.

关键词： Particle swarm optimization effective coverage area global optimization base station deployment

THE DISTRIBUTION-FREE NEWSVENDOR PROBLEM WITH BALKING AND PENALTIES FOR BALKING AND STOCKOUT

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Journal of Systems Science and Systems Engineering 2014年第2期23卷 153-175页

作者： Hui Yu Jia Zhai school of economics and business administration Chongqing University school of business administration Chongqing University of Technology

This paper investigates the ordering policy for the newsvendor problem with customer balking and penalties for balking and stockout. Our analysis is based on the assumption that only the mean and the variance of the demand distribution are known. In contrast to the existing research, we provide a new tradeoff tool as a replacement of the traditional one to weigh the holding cost and the goodwill cost segment： the balking penalty cost and the stockout penalty cost. Specifically, in addition to the stockout penalty, we also introduce the balking penalty, provide a new proof of the optimality of robust ordering policy to guarantee that the lower bound of expected profit obtained by us is tight, and get an robust optimal order quantity which is an exact solution but not an approximate one as before. Numerical experiments are conducted to illustrate the effect of penalties for balking and stockout.

关键词： Newsvendor problem distribution-free customer balking balking penalty stockout penalty

HOW DOES THE RETAILER MAKE PRICING DECISION WHEN CONSUMERS HAVE JUSTICE REFERENCE PRICE

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Journal of Systems Science and Systems Engineering 2015年第4期24卷 433-449页

作者： Huimin Liu Hui Yu school of economics and business administration Chongqing University

A series of studies demonstrate that consumers have fairness judgments about the retailer＇s price which will impact their shopping decisions. Thus, it is necessary for the retailer to take consumers＇ fairness concerns into account when setting his pricing policies. We assume that when the retailer＇s price is lower than a consumer＇s justice reference price, the consumer is likely to sense a positive price unfairness that will lead to increased consumer utility, and when the retailer＇s price is higher than a consumer＇s justice reference price, the consumer is likely to sense a negative price unfairness-that will have a negative effect on consumer utility. According to the information conditions of the consumers＇ justice reference price, the retailer should consider three situations： certain information, random information and partial information. In all situations, we show that the retailer has a unique optimal pricing strategy. Finally, through numerical examples, we find that our distribution-free policies perform almost the same as the results under the distributions that maximize the entropy. Our results reveal that it is important for the retailer to consider consumers＇ fairness concerns, otherwise he may suffer losses when Pc is very small.

关键词： Justice reference price certain information random information partial information,pricing strategy

High-dimensional large-scale mixed-type data imputation under missing at random

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Science China Mathematics 2025年

作者： Wei Liu Guizhen Li Ling Zhou Lan Luo school of Mathematics Sichuan University Center of Statistical Research and school of Statistics Southwestern University of Finance and Economics Department of Statistics and Actuarial Science University of Iowa

Missingness in mixed-type variables is commonly encountered in a variety of areas. The requirement of complete observations necessities data imputation when a moderate or large proportion of data is ***, inappropriate imputation would downgrade the performance of machine learning algorithms, leading to bad predictions and unreliable statistical inference. For high-dimensional large-scale mixed-type missing data, we develop a computationally efficient imputation method, missing value imputation via generalized factor models（MIG）, under missing at random. The proposed MIG method allows missing variables to be of different types,including continuous, binary, and count variables, and are scalable to both data size n and variable dimension p while existing imputation methods rely on restrictive assumptions such as the same type of missing variables,the low dimensionality of variables, and a limited sample size. We explicitly show that the imputation error of the proposed MIG method diminishes to zero with the rate Op(max{n-1/2, p-1/2}) as both n and p tend to infinity. Five real datasets demonstrate the superior empirical performance of the proposed MIG method over existing methods that the average normalized absolute imputation error is reduced by 5.3%–34.1%.

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Sharp Bounds for Upper and Bottom Spectrum of Hermitizable Tridiagonal Matrices

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Journal of Mathematical Research with Applications 2025年第1期 125-132页

作者： Yueshuang LI Lingdi WANG school of Statistics Capital University of Economics and Business school of Mathematics and Statistics Henan University

We display sharp bounds for upper and lower spectrum of a Hermitizable tridiagonal matrix. The representations are brought to light by exploiting the characteristic for eigenpairs(eigenvalue and its corresponding eigenvector) of tridiagonal matrices, isospectral transforms and sharp bounds for speed stability of birth-death processes.

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A PARTIAL ROBUST OPTIMIZATION APPROACH TO INVENTORY MANAGEMENT FOR THE OFFLINE-TO-ONLINE PROBLEM UNDER DIFFERENT SELLING PRICES

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Journal of Systems Science and Systems Engineering 2017年第6期26卷 774-803页

作者： Hui Yu Jie Deng school of economics and business administration Chongqing University Chongqing China

This study examines an optimal inventory strategy when a retailer markets a product at different selling prices through a dual-channel supply chain, comprising an online channel and an offiine channel. Using the operating pattern of the offiine-to-online （020） business model, we develop a partial robust optimization （PRO） model. Then, we provide a closed-form solution when only the mean and standard deviation of the online channel demand distribution is known and the offiine channel demand follows a uniform distribution （partial robust）. Specifically, owing to the good structural properties of the solution, we obtain a heuristic ordering formula for the general distribution case （i.e., the offiine channel demand follows a general distribution）. In addition, a series of numerical experiments prove the rationality of our conjecture. Moreover, after comparing our solution with other possible policies, we conclude that the PRO approach improves the performance of incorporating the internet into an existing supply chain and, thus, is able to adjust the level of conservativeness of the solution. Finally, in a degenerated situation, we compare our PRO approach with a combination of information approach. The results show that the PRO approach has more ＂robust＂ performance. As a result, a reasonable trade-off between robustness and performance is achieved.

关键词： Supply chain management partial robust optimization decision support inventory,dual-channel

Sufficient Condition for Validity of Quantum Adiabatic Theorem

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Communications in Theoretical Physics 2012年第3期57卷 343-347页

作者：陶勇 school of economics and business administration Chongqing University

In this paper, we attempt to give a sufficient condition of guaranteeing the validity of the proof of the quantum adiabatic theorem. The new sufficient condition can clearly remove the inconsistency and the counterexa... 详细信息

关键词： quantum adiabatic theorem integral formalism differential formalism Berry phase