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。
An arbitrage pricing method for financial products in terms of generalized network model and duality theory of linear program is presented.
本书也可作为一学期课程:线性规划和网络流。
The book can also be utilized in a one-semester course on linear programming and network flows.
本书也可当成线性规划或网络流课程的教材。
The book can also be used as a text for a course on either linear programming or network flows.
本书也可作为一学期课程:线性规划和网络流。
The book can also be used as a text for a course on either linear programming or network flows.
反应器网络综合问题一般都是复杂的非线性规划问题,在分析基于全混流反应器的反应器网络模型特点的基础上,提出了求解该模型的双层优化算法。
To avoid the above disadvantage, a two-level optimization algorithm was proposed according to the characters of the reactor network model based on continuous stirred-tank reactors(CSTR).
反应器网络综合问题一般都是复杂的非线性规划问题,在分析基于全混流反应器的反应器网络模型特点的基础上,提出了求解该模型的双层优化算法。
To avoid the above disadvantage, a two-level optimization algorithm was proposed according to the characters of the reactor network model based on continuous stirred-tank reactors(CSTR).
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