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1.
Some results on a generalized class of minimax inequalities based on the rIGH-KKM mapping theorems in a GH-space setting are presented. The rIGH-KKM mappings represent a new class of KKM mappings in GH-spaces as well as in the interval spaces.  相似文献   

2.
Optimal investment and reinsurance of an insurer with model uncertainty   总被引:1,自引:0,他引:1  
We introduce a novel approach to optimal investment–reinsurance problems of an insurance company facing model uncertainty via a game theoretic approach. The insurance company invests in a capital market index whose dynamics follow a geometric Brownian motion. The risk process of the company is governed by either a compound Poisson process or its diffusion approximation. The company can also transfer a certain proportion of the insurance risk to a reinsurance company by purchasing reinsurance. The optimal investment–reinsurance problems with model uncertainty are formulated as two-player, zero-sum, stochastic differential games between the insurance company and the market. We provide verification theorems for the Hamilton–Jacobi–Bellman–Isaacs (HJBI) solutions to the optimal investment–reinsurance problems and derive closed-form solutions to the problems.  相似文献   

3.
The purpose of this study is to implement Adomian–Pade (Modified Adomian–Pade) technique, which is a combination of Adomian decomposition method (Modified Adomian decomposition method) and Pade approximation, for solving linear and nonlinear systems of Volterra functional equations. The results obtained by using Adomian–Pade (Modified Adomian–Pade) technique, are compared to those obtained by using Adomian decomposition method (Modified Adomian decomposition method) alone. The numerical results, demonstrate that ADM–PADE (MADM–PADE) technique, gives the approximate solution with faster convergence rate and higher accuracy than using the standard ADM (MADM).  相似文献   

4.
Min–max control is a robust control, which guarantees stability in the presence of matched uncertainties. The basic min–max control is a static state feedback law. Recently, the applicability conditions of discrete static min–max control through the output have been derived. In this paper, the results for output static min–max control are further extended to a class of output dynamic min–max controllers, and a general parametrization of all such controllers is derived. The dynamic output min–max control is shown to exist in many circumstances under which the output static min–max control does not exist, and usually allows for broader bounds on uncertainties. Another family of robust output min–max controllers, constructed from an asymptotic observer which is insensitive to uncertainties and a state min–max control, is derived. The latter is shown to be a particular case of the dynamic min–max control when the nominal system has no zeros at the origin. In the case where the insensitive observer exists, it is shown that the observer-controller has the same stability properties as those of the full state feedback min–max control.  相似文献   

5.
We give a construction of semi-regular divisible difference sets with parametersm = p2a(r–1)+2b (pr – 1)/(p – 1), n = pr, k = p(2a+1)(r–1)+2b (pr – 1)/(p – 1)1 = p(2a+1)(r–1)+2b (pr–1 – 1)/(p-1), 2 = p2(a+1)(r–1)–r+2b (pr – 1)/(p – 1)where p is a prime and r a + 1.  相似文献   

6.
The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.  相似文献   

7.
The life of solid lubricating coatings of the VNII NP type, based on molybdenum disulfides and various binders, has been experimentally investigated under deep vacuum conditions (10–8–5 · 10–9 torr) together with the composition of the gas released in the friction process. It is shown that both under atmospheric conditions and in a deep vacuum the life of the coatings depends on the chemical nature of the film-former. The depth of the vacuum also has an important influence on the life of the coatings, both the mechanism and the end result of this effect depending to a large extent on the physicochemical properties of the bind. On the interval 10–1–10–2 torr there is a sudden change in the life of the coating.Physicotechnical Institute of Low Temperatures, Academy of Sciences of the Ukrainian SSR, Khar'kov. Translated from Mekhanika Polimerov, No. 6, pp. 1070–1075, November–December, 1970.  相似文献   

8.
The Askey–Wilson function transform is a q-analogue of the Jacobi function transform with kernel given by an explicit non-polynomial eigenfunction of the Askey–Wilson second order q-difference operator. The kernel is called the Askey–Wilson function. In this paper an explicit expansion formula for the Askey–Wilson function in terms of Askey–Wilson polynomials is proven. With this expansion formula at hand, the image under the Askey–Wilson function transform of an Askey–Wilson polynomial multiplied by an analogue of the Gaussian is computed explicitly. As a special case of these formulas a q-analogue (in one variable) of the Macdonald–Mehta integral is obtained, for which also two alternative, direct proofs are presented.  相似文献   

9.
We show that the Chern–Schwartz–MacPherson class of a hypersurface X in a nonsingular variety M ‘interpolates’ between two other notions of characteristic classes for singular varieties, provided that the singular locus of X is smooth and that certain numerical invariants of X are constant along this locus. This allows us to define a lift of the Chern–Schwartz–MacPherson class of such ‘nice’ hypersurfaces to intersection homology. As another application, the interpolation result leads to an explicit formula for the Chern–Schwartz–MacPherson class of X in terms of its polar classes.  相似文献   

10.
We show that three important topics in nonlinear analysis and optimization are intimately related: the theory of perturbations, the notion of well-posedness and variational principles in the sense of Ekeland, Borwein–Preiss and Deville–Godefroy–Zizler. The concept of genericity and the new notion of flexible perturbation play a key role in these connections. This notion enables one to consider topologies on spaces of functions which have been introduced recently. A link between the Asplund and Ekeland–Lebourg methods and the Palais–Smale condition, another important topic in nonlinear analysis, is pointed out.  相似文献   

11.
This paper investigates the complexity of the min–max and min–max regret versions of the min st cut and min cut problems. Even if the underlying problems are closely related and both polynomial, the complexities of their min–max and min–max regret versions, for a constant number of scenarios, are quite contrasted since they are respectively strongly NP-hard and polynomial. However, for a non-constant number of scenarios, these versions become strongly NP-hard for both problems. In the interval scenario case, min–max versions are trivially polynomial. Moreover, for min–max regret versions, we obtain the same contrasted results as for a constant number of scenarios: min–max regret min st cut is strongly NP-hard whereas min–max regret min cut is polynomial.  相似文献   

12.
In this paper, a dynamical systems analysis is presented for characterizing the motion of a group of unicycles in leader–follower formation. The equilibrium formations are characterized along with their local stability analysis. It is demonstrated that with the variation in control gain, the collective dynamics might undergo Andronov–Hopf and Fold–Hopf bifurcations. The vigor of quasi-periodicity in the regime of Andronov–Hopf bifurcation and heteroclinic bursts between quasi-periodic and chaotic behavior in the regime of Fold–Hopf bifurcation increases with the number of unicycles. Numerical simulations also suggest the occurrence of global bifurcations involving the destruction of heteroclinic orbit.  相似文献   

13.
We prove a strong variational formula for Lipschitz–Killing curvaturesof subanalytic sets. As corollaries, we reprove the Chern–Gauss–Bonnettheorem and higher Schläfli formulas. The proof of the variationalformula uses normal cycles of subanalytic sets and a new method allowinga reduction from the difficult singular geometry to computations withdifferential forms.  相似文献   

14.
In the framework of the two-dimensional melting theory based on the density functional approach, we use a Monte Carlo computer simulation to study melting of a two-dimensional hard disk system with a rectangular-well attraction potential. We show that depending on the attraction radius, the melting can occur via a single first-order transition as well as continuously in accordance with the Kosterlitz–Thouless–Halperin–Nelson–Young theory.  相似文献   

15.
The tensile and flexural strength and elastic properties of continuous boron fibers 95–105 µ in diameter obtained by depositing boron on a tungsten filament 10–12 µ in diameter have been investigated. The strength properties are primarily determined by the defects present at the boron sheath-core interface and for the fibers investigated have a limit of approximately 400 kgf/mm2. Coarse surface or internal defects are capable of reducing the strength of the fibers to 200–250 kfg/mm2.All-Union Scientific-Research Institute of Aviation Materials, Moscow. Translated from Mekhanika Polimerov, No. 6, pp. 1126–1127, November–December, 1970.  相似文献   

16.
The commutative class of search directions for semidefinite programming was first proposed by Monteiro and Zhang (Ref. 1). In this paper, we investigate the corresponding class of search directions for linear programming over symmetric cones, which is a class of convex optimization problems including linear programming, second-order cone programming, and semidefinite programming as special cases. Complexity results are established for short-step, semilong-step, and long-step algorithms. Then, we propose a subclass of the commutative class for which we can prove polynomial complexities of the interior-point method using semilong steps and long steps. This subclass still contains the Nesterov–Todd direction and the Helmberg–Rendl–Vanderbei–Wolkowicz/Kojima–Shindoh–Hara/Monteiro direction. An explicit formula to calculate any member of the class is also given.  相似文献   

17.
Yang–Mills Theory over Compact Symplectic Manifolds   总被引:1,自引:0,他引:1  
In this paper, Yang–Mills theory over a compactKähler manifold is naturally extended to a compactsymplectic manifold. The relation betweenthe Yang–Mills equation and symplecticstructure is explicitly clarified, and the moduli spaceof Yang–Mills connections over a compactsymplectic manifold is constructed. Furthermore, theabsolute minima of the Yang–Mills functional arecharacterized, and finite dimensionality ofthe moduli space of the minimizers of the Yang–Millsfunctional is shown.  相似文献   

18.
The class of generalized z–distributions is defined and their properties are investigated. Ornstein–Uhlenbeck–type and self–similar generalized z–processes are constructed and described. Esscher transforms of the generalized z–processes and the mixed generalized z–processes are characterized. Finally, construction and some properties of generalized z–diffusions are also discussed.  相似文献   

19.
The mechanical relaxation of a polyformaldehyde homopolymer free from surface grease and the additives normally used as stabilizers has been studied at a frequency of 10–2 Hz in the temperature region 77–413°K. Six relaxation regions are observed on the curve of tangent of angle of mechanical losses as a function of temperature.T. G. Shevchenko Kiev State University. Translated from Mekhanika Polimerov, No. 5, pp. 925–927, September–October, 1973.  相似文献   

20.
For a morphism whose target variety is nonsingular, the Chern–Schwartz–MacPherson class homomorphism followed by capping with the pullback of the Segre class of the target variety is called the Ginzburg–Chern class. In this paper, using the Verdier–Riemann–Roch for Chern Class, we show that the correspondence assigning to a bivariant constructible function on any morphism with nonsingular target variety the Ginzburg–Chern class of it is the unique Grothendieck transformation satisfying the 'normalization condition' that for morphisms to a point it becomes the Chern–Schwartz–MacPherson class homomorphism, except for that the bivariant homology pullback is considered only for a smooth morphism.  相似文献   

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