Optimal Consumption under Uncertainties: Random Horizon Stochastic Dynamic Roy’s Identity and Slutsky Equation

This paper extends Slutsky’s classic work on consumer theory to a random horizon stochastic dynamic framework in which the consumer has an inter-temporal planning horizon with uncertainties in future incomes and life span. Utility maximization leading to a set of ordinary wealth-dependent demand functions is performed. A dual problem is set up to derive the wealth compensated demand functions. This represents the first time that wealth-dependent ordinary demand functions and wealth compensated demand functions are obtained under these uncertainties. The corresponding Roy’s identity relationships and a set of random horizon stochastic dynamic Slutsky equations are then derived. The extension incorporates realistic characteristics in consumer theory and advances the conventional microeconomic study on consumption to a more realistic optimal control framework.

考虑不确定加工时间的炼钢—连铸过程柔性调度方法

针对加工时间存在不确定性的炼钢—连铸调度问题,构造了一种基于有向图网络的柔性调度模型,并提出一种基于分布估计的优化算法。在柔性调度模型中,使用有向图网络描述调度解的柔性决策,然后设置时间缓冲以保护不确定条件下调度解的性能指标和可行性;在优化算法中,使用基于工序关联的概率模型描述决策变量之间的关联关系以产生高质量的新种群,并采用随机仿真方法对柔性调度解的期望性能进行评价。在仿真过程中,运用最优计算量分配技术对有限计算资源进行动态分配以提高种群的评价效率。通过基于实际生产数据的问题实例和数值实验验证了所提柔性调度方法的有效性。

浅谈工程预算编制的若干问题

就工程预算编制的若干问题,提出自己看法供同行探讨。