各向异性Besov类在混合范数下基于标准信息的最优恢复

研究了各向异性Besov类中的周期函数基于标准信息的最优恢复问题.利用Vallee-Poisson算子得到逼近的上界,通过构造bump函数得到逼近的下界,进而得到渐近逼近阶.     

等熵可压Navier-Stokes-Poisson方程局部强解适定性

该文得到了三维情形等熵可压Navier-Stokes-Poisson方程局部强解的存在性、唯一性及稳定性. 重要的是,该文允许初始密度真空的存在. 首先用推广形式的Gronwall不等式得到了强解的局部存在性,然后得到了较弱条件下的唯一性,在证明唯一性的同时得到了稳定性.     

Lin- Reissner-Tsien方程的自相似解

Lin-Reissner-Tsien方程描述了在跨音速近似下的不稳定跨音速流动.通过相似变换,将Lin-Reissner-Tsien方程简化为一个常微分方程.然后解析求解所得到的方程,并在某些情况下得到的正好是精确解.上述情况下无法得到精确解时,给出了数值模拟.还得到了行波解.     

与格路有关的组合恒等式

通过研究格路径的性质得到一类组合恒等式的通式,代入不同的参数给出已有的一些组合恒等式新的简洁证明,并得到一些新的组合恒等式.最后推广得到多项式系数的恒等式.     

广义行(列)酉对称矩阵的Moore-penrose逆

通过对母矩阵进行奇异值分解的方法得到广义行(列)酉对称矩阵的奇异值分解进一步得到其Moore-penrose逆;用谱分解方法得到母矩阵的Moore-penrose逆,进一步得到广义行(列)酉对称矩阵的Moore-penrose逆.     

一类病毒与抗体的反应扩散方程组解的性质

对一类病毒与抗体的反应扩散方程组利用变量变换的方法得到与其具有同解性的反应扩散方程.在一定假设条件下,研究此方程解的一些性质,再由紧性得到满足原假设的解的收敛序列,从而得到此方程解的存在性、惟一性与收敛性.借助于方程与方程组的同解性,最终得到了反应扩散方程组解的性质.     

Bakry-■mery里奇曲率下的Calabi-型定理

得到了两个关于黎曼流形上Bakry-■mery里奇曲率沿着测地线的积分估计.作为应用,得到了两个Calabi定理的推广结果,即得到了流形是紧致的充分条件.     

基于Lanczos方法的结构动力学灵敏度分析

利用数学理论得到结构动力学重特征值的灵敏度表达式,从而解决了奇异性问题.然后,为降低计算工作量,基于Lanczos方法得到降阶的结构系统,从而得到降阶的灵敏度分析近似解.用一个算例证明的方法正确性.     

一类三维拟线性双曲型方程交替方向有限元法

对一类一般的三维拟线性双曲型方程通过转化二阶时间导数得到关于一阶时间导数的耦合方程组,然后进行离散得到交替方向有限元格式,应用微分方程先验估计的理论和技巧得到了最优阶H~1-模和L~2-模误差估计,并给出了数值算例,数值结果和理论分析得到很好的吻合.     

旋转曲面的面积及围成立体体积的求法

首先给出空间简单光滑曲线Γ绕空间直线l旋转所得到的旋转曲面面积以及围成立体的体积求法,作为特例又给出了空间曲线Γ绕坐标轴旋转所得到的旋转曲面面积及围成立体的体积求法,同时也得到了平面曲线Γ绕直线l及坐标轴旋转分别所得到的旋转曲面面积和围成立体的体积求法.     

Optimal harvesting for nonlinear age-dependent population dynamics

In this paper, we investigate an optimal harvesting problem for nonlinear age-dependent population dynamics. Using the concept of the normal cone, we also obtain the necessary conditions for optimality for the optimal control problem. Using Ekeland’s variational principle, we demonstrate the existence and uniqueness of solutions for the optimal control problem. Finally, we give the synthesis of the optimal feedback law.     

不确定的时间范围下含期权的最优投资决策

不同于以往研究的含期权的最优投资消费决策,研究了不确定的时间范围下含期权的最优投资决策,运用动态规划原理和随机分析的方法,解决对应的最优控制问题,最优策略可通过对应的HJB方程得到,并显式地得到了HARA效用下的最优投资策略及最优财富过程.     

政府投资环保的随机增长模型

本文分析了一个带有污染的随机内生增长模型.利用随机最优化的方法,求出了最优的政府环保投资比率和最优的税收政策.并进一步得出了最优的收入税因污染的外部性指标、生产的扰动的增大而减少;而最优消费税则因这两个参数的增大而增加的结论.     

Strong controllability and optimal control of the heat equation with a thermal source

In this paper we consider an optimal control system described byn-dimensional heat equation with a thermal source. Thus problem is to find an optimal control which puts the system in a finite time T, into a stationary regime and to minimize a general objective function. Here we assume there is no constraints on control. This problem is reduced to a moment problem.We modify the moment problem into one consisting of the minimization of a positive linear functional over a set of Radon measures and we show that there is an optimal measure corresponding to the optimal control. The above optimal measure approximated by a finite combination of atomic measures. This construction gives rise to a finite dimensional linear programming problem, where its solution can be used to determine the optimal combination of atomic measures. Then by using the solution of the above linear programming problem we find a piecewise-constant optimal control function which is an approximate control for the original optimal control problem. Finally we obtain piecewise-constant optimal control for two examples of heat equations with a thermal source in one-dimensional.     

比例保本约束下的最优投资组合选择

本文研究了幂效用函数下带有比例保本约束的最优投资组合选择问题.利用拉格朗日乘子和投资组合复制方法,得到最优财富过程和最优投资组合,推广了带有限制的投资组合的相关结果.     

The Optimal Control of a Train

We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.     

Optimal financing and dividend control in the dual model

In this paper, we study the optimal financing and dividend control in the dual model. Under some constraints, we firstly construct two categories of suboptimal models and identify the value functions and the optimal policies corresponding to these two categories of suboptimal models. Finally we identify the value function and present an optimal policy corresponding to the general optimal model.     

Mixed control problem under partial observation

In this paper, we consider the control problem with optimal stopping of a jump process. Using compactification methods, we obtain the existence of an optimal Markovian optimal control.     

OPTIMAL PROPORTIONAL REINSURANCE WITH CONSTANT DIVIDEND BARRIER

In this article, we consider an optimal proportional reinsurance with constant dividend barrier. First, we derive the Hamilton-Jacobi-Bellman equation satisfied by the expected discounted dividend payment, and then get the optimal stochastic control and the optimal constant barrier. Secondly, under the optimal constant dividend barrier strategy, we consider the moments of the discounted dividend payment and their explicit expressions are given. Finally, we discuss the Laplace transform of the time of ruin and its explicit expression is also given.     

OPTIMAL CONTROL OF FINANCIAL MANAGEMENT SYSTEMS WIITH DELAY

Recentlymoderncontroltheoryhasbeenwidelyusedineconomymanagementsystems.Particularlythetheoryofoptimalcontrolisusedinfinancialmanagementsystemswithgreatsuccess.Butwenoticethatfinancialmanagementsystemsaregenerallycontrolsystemswithdelay.Theoptimizationofth…