抽水蓄能电站前导时间短的动态效益定量评估方法

提供了一种新的抽水蓄能电站前导时间短的动态效益定量评估方法，即在考虑了系统中机组动态特性的基础上，优化电力系统电源分布，改进发电模型和响应容量模型，以风险度为指标分析系统承受的能力，从而为抽水蓄能电站的建设提供一定的依据。     

The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method

This paper considers an asset allocation strategy over a finite period under investment uncertainty and short-sale constraints as a continuous-time stochastic control problem. Investment uncertainty is characterised by a stochastic interest rate and inflation risk. If there are no short-sale constraints, the optimal asset allocation strategy can be obtained analytically. We consider several kinds of short-sale constraints and employ the backward Markov chain approximation method to explore the impact of short-sale constraints on asset allocation decisions. Our results show that the short-sale constraints do indeed have a significant impact on these decisions.     

Method of empirical means in stochastic programming problems

This paper deals with the empirical mean method, which is one of the most well-known methods of solving stochastic programming problems. The authors present their results obtained in recent years and discuss their application to estimation and identification problems. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 3–18, November–December 2006.     

An Application of Extreme Value Theory for Measuring Financial Risk

Assessing the probability of rare and extreme events is an important issue in the risk management of financial portfolios. Extreme value theory provides the solid fundamentals needed for the statistical modelling of such events and the computation of extreme risk measures. The focus of the paper is on the use of extreme value theory to compute tail risk measures and the related confidence intervals, applying it to several major stock market indices.     

Personality traits, perceived risk, and risk-reduction behaviors: A further study of smoking and radon.

Personality traits and risk perceptions were examined as predictors of changes in smoking behavior. Participants (N = 697) were part of a randomized controlled trial of interventions to reduce exposure to the combined hazard of radon and cigarette smoke. Participants with higher perceived risk at baseline for the combination of smoking and radon were more likely to have a more restrictive household smoking ban in place at 12-month follow-up (p p p     

Application of a computational decision model to examine acute drug effects on human risk taking.

In 3 previous experiments, high doses of alcohol, marijuana, and alprazolam acutely increased risky decision making by adult humans in a 2-choice (risky vs. nonrisky) laboratory task. In this study, a computational modeling analysis known as the expectancy valence model (J. R. Busemeyer & J. C. Stout, 2002) was applied to individual-participant data from these studies, for the highest administered dose of all 3 drugs and corresponding placebo doses, to determine changes in decision-making processes that may be uniquely engendered by each drug. The model includes 3 parameters: responsiveness to rewards and losses (valence or motivation); the rate of updating expectancies about the value of risky alternatives (learning/memory); and the consistency with which trial-by-trial choices match expected outcomes (sensitivity). Parameter estimates revealed 3 key outcomes: Alcohol increased responsiveness to risky rewards and decreased responsiveness to risky losses (motivation) but did not alter expectancy updating (learning/memory); both marijuana and alprazolam produced increases in risk taking that were related to learning/memory but not motivation; and alcohol and marijuana (but not alprazolam) produced more random response patterns that were less consistently related to expected outcomes on the 2 choices. No significant main effects of gender or dose by gender interactions were obtained, but 2 dose by gender interactions approached significance. These outcomes underscore the utility of using a computational modeling approach to deconstruct decision-making processes and thus better understand drug effects on risky decision making in humans. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Physician decision making and cardiac risk: Effects of knowledge, risk perception, risk tolerance, and fuzzy processing.

Despite training, professionals sometimes make serious errors in risky decision making. The authors investigated judgments and decisions for 9 hypothetical patients at 3 levels of cardiac risk, comparing student and physician groups varying in domain-specific knowledge. Decisions were examined regarding whether they deviated from guidelines, how risk perceptions and risk tolerances determined decisions, and how the latter differed for knowledge groups. More knowledgeable professionals were better at discriminating levels of risk according to external correspondence criteria but committed similar errors in disjunctive probability judgments, violating internal coherence criteria. Also, higher knowledge groups relied on fewer dimensions of information than did lower knowledge groups. Consistent with fuzzy-trace theory, experts achieved better discrimination by processing less information and made sharper all-or-none distinctions among decision categories. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

基于多层分布式体系结构的可复用建筑工程风险管理信息系统设计

风险管理信息系统能够为建筑工程的风险管理工作提供有力支持．论文从多层分布式体系结构出发，设计了一种先进的可复用建筑工程风险管理信息系统．     

火电厂设备状态检修技术

结合国内电厂实际需求，介绍具有中国特色的火电厂设备实施状态检修的总体策略和关键技术问题的解决方法，通过研究提出RBM分析，RCMⅡ等多种维修方式的分析方法，运用自主开发的RCM软件对电厂主要系统和设备进行了故障分类和维修方式的逻辑分析；对国产300 MW机组合理检修周期分析模型和安全保障技术进行了深入研究，为实现主机优化检修及状态检修奠定了基础；开发的主机、辅机状态分析与监测系统已在太仓、嵩屿、淮阴电厂投入运行，并初显效果。     

某1000MW级汽轮发电机漏氢事件风险分析

漏氢是氢冷发电机运行中发生频率较高且危害性很大的事件，严重影响了机组的安全运行。针对某1000MW级汽轮发电机的一次严重漏氢事件，详细分析了3种漏氢模式——氢气直接外漏，漏到密封组件气侧，漏入定子线棒冷却水；评估了漏氢对功率的影响和3种漏氢模式的燃烧爆炸危害性，指出氧气漏到密封组件气侧的危害性最大；推导出了空侧氢气体积分数与密封组件泄漏率，回路密封油箱捧烟管氢气检测值的关系，对事件及处置过程进行了风险分析和经验总结，并提出了规范的漏氢检查要求和停机标准。