连续时间的IS-LM模型可控制性与仿真研究

在现代经济学的标准假设下,建立连续时间的IS-LM动态模型,分析IS-LM动态模型的系统结构特征,设计连续时间的IS-LM动态模型的控制律,得到控制律的解析解并进行仿真分析。研究表明：连续时间的IS-LM动态模型具有能控性、能达性和完全能观性等系统结构特征;连续时间IS-LM动态模型系统可以任意配置其极点,使模型系统渐进稳定,达到输出调节并具有满意的动态性能,即在现代经济学的标准假设下,证实了IS-LM动态模型的可控性。根据模型假设及模型参数的经济意义设计仿真实验,仿真实验结果验证了所设计反馈控制律对连续时间IS-LM动态模型控制的有效性。因而,针对复杂多变的经济形势,科学设计经济政策,能有效实现经济调控的目标。     

组合系统的行为化方法

在行为框架下研究线性微分组合系统的建模问题 .建立了 n个子系统串、并联组合系统的行为化模型 ,给出了其能控性、能观性的判别条件 .分析过程表明用行为化方法对组合系统的研究有着比传统方法更便捷、适用的模型类更广等优点 .     

带扩散项单种群模型的精确能控性

本文研究了一类单种群生态模型的精确能控性问题.利用线性化系统的Carleman估计和Kakutani不动点定理,证明了该模型稳态解的局部能控性.它反应了外部控制在种群演变过程中的影响作用.     

带扩散项人口模型的能稳性

该文研究了一类带扩散项的人口模型平衡解的反馈能稳性,控制器由对应于平衡解的线性化系统的LQ问题所导出.     

一类条件变分问题解的存在性

本文对一类有广泛应用价值的不规则的条件泛函极值问题的解的存在性及解的解析表示式进行了深入系统的讨论,得到了一系列在理论及应用上颇有价值的结果.对该类问题最优解的存在性的证明填补了这方面的空白.     

具有Neumann边界的抛物型方程组的反馈能稳性

该文研究了一类半线性抛物型方程组平衡解的有限维反馈能稳性, 控制器由对应于平衡解的线性化系统的LQ问题所导出. 该文发现在受控系统中如何施加控制是与平衡解有关的, 对于不同的平衡解, 在受控系统中应施加不同的控制.     

一类非线性离散系统基于有界反馈的奇异H_∞控制问题

主要研究基于有界控制律的一类非线性离散系统的奇异H∞控制问题.在系统不满足正则条件的情况下,分离出正则部分与非正则部分,给出基于有界反馈与二次Lyapunov函数的离散系统奇异H∞问题可解性的必要条件以及充分条件,求出的有界控制律能使得闭环系统在保证内稳定的条件下达到干扰衰减.     

全抛物型吸引-排斥趋化流体系统解的全局存在性

本文研究一类摩擦力驱动下的全抛物型吸引-排斥趋化流体系统的Cauchy问题.当初始数据满足适当的正则性条件时,通过引入相应的自由能泛函,在排斥占优或平衡或吸引占优且初值质量(χ1-χ2)∫_R2n₀(x)dx≤8π的情形下,证明全抛物型吸引-排斥趋化流体系统经典解的全局存在性.     

边界输入输出结构下非线性梁光滑解的存在性(英文)

本文研究一个描述梁振动的非线性模型,其非线性由物理条件(Hooke律)导致,主要研究该模型在边界输入输出结构下局部光滑解的存在性.首先应用发展方程理论证明相关线性系统存在光滑解,然后由一系列能量估计结合不动点定理证明所考察的非线性系统局部光滑解的存在性.     

一角点支撑对面两边固支正交各向异性矩形薄板弯曲问题的辛叠加解

研究均匀荷载下一角点支撑对面两边固支条件下的正交各向异性矩形薄板的弯曲问题,并获得该问题的解析解.首先得到对边简支边界条件下原方程所对应的Hamilton算子的本征值及相应的本征函数系,再根据本征函数系的辛正交性和完备性,计算出对边简支问题所对应的Hamilton正则方程的通解,继而运用叠加方法求出原问题的辛叠加解.最后通过辛叠加解计算的数值结果与已有文献的数值结果进行对比,验证了本文所得解析解的正确性.     

Immunization and Max–Min Optimal Control

A model of a term structure of interest rates is conceived in which disturbances are unknown and bounded. Arbitrage opportunities are ruled out by imposing suitable constraints to the disturbances. This sets the stage for casting a well-known immunization problem as a max-min optimal control problem. Dynamic programming is then used to obtain the analytical solution to such a problem. In this manner, a well-known immunization policy is proved to be optimal in a dynamic setting.     

Optimal consumption models in economic growth

We study the optimal consumption problem in the one-sector model of economic growth under uncertainty. We show the existence of a classical solution of the Hamilton-Jacobi-Bellman equation associated with the stochastic optimization problem, and then give an optimal consumption policy in terms of its solution.     

Regional multiple objective quantitative economic policy: a Belgian model

Already thirty years ago, L.R. Klein [10], R. Frisch [5], J. Tinbergen [16] and H. Theil [13] introduced the subject of quantitative economic policy. More recently, multiple objective decision making has been suggested for the quantitative determination of macro-economic policy.In this paper we present an application of multiple criteria interactive linear programming for policy analysis on the regional level. The multiregional economic model considered distinguishes the nine Belgian provinces and emphasizes on the interrelations between them.     

基于公司收益率的信用风险动态分析

将公司的净资产收益率看作是由公司的前一系列收益率数据和宏观经济因素共同影响下的变量,并使用VAR方法对宏观经济变量进行分析,建立了企业收益率的动态预测模型,由此对公司下一时刻的收益率进行预测,进而根据违约门限对违约概率进行了估计.     

New Approach to Linear Exact Model Matching for a Class of Nonlinear Systems

In this paper, a new approach to the linear exact model matching problem for a class of nonlinear systems, using static state feedback, is presented. This approach reduces the problem of determining the state feedback control law to that of solving a system of first-order partial differential equations. Based on these equations, two major issues are resolved: the necessary and sufficient conditions for the problem to have a solution and the general analytical expression for the feedback control law. Furthermore, the proposed approach is extended to solve the same problem via static output feedback.     

A joint dynamic pricing and advertising model of perishable products

Advertising and dynamic pricing play key roles in maximizing profit of a firm. In this paper a joint dynamic pricing and advertising problem for perishable products is investigated, where the time-varying demand rate is decreasing in sales price and increasing in goodwill. A dynamic optimization model is proposed to maximize total profit by setting a joint pricing and advertising policy under the constraint of a limited advertising capacity. By solving the dynamic optimization problem on the basis of Pontryagin’s maximum principle, the analytical solutions of the optimal joint dynamic pricing and advertising policy are obtained. Additionally, to highlight the advantage of the joint dynamic strategy, the case of the optimal advertising with static pricing policy is considered. Numerical examples are presented to illustrate the validness of the theoretical results, and some managerial implications for the pricing and advertising of the perishable products are provided.     

Infinite-horizon minimax control with pointwise cost functional

This paper is devoted to the discussion of a minimax optimal control problem over an infinite-time horizon, where the functional to be minimized is the highest instantaneous cost that may occur under the worst combination of disturbances. The problem is formulated for a general stationary discrete-time dynamic system, and a dynamic programming algorithm is proposed for its solution. The relationship existing between the cost functional associated to a control law and the reachability properties of the resulting controlled system is discussed.     

功能梯度厚壁中空圆柱体弹性动力学平面应变响应的解析解

研究了边界表面受均布动压力作用的功能梯度(FGM)厚壁中空圆柱体,给出了其平面应变响应下的弹性动力学解．假设材料性能(除Poisson比外)随厚度按幂律函数变化．为了得到一个精确解,将动力径向位移分为准静力部分和动力部分,导出了每个部分的一个解析解．先由Euler方程得到准静力学部分的解,再由分离变量法和正交展开法得到动力学部分的解．在不同动荷载作用下,对不同的FGM中空圆柱体,画出径向位移和应力图,并对本方法的优点进行了讨论．该解析解适用于中空圆柱体各种组合的FGM,厚度可以是任意的,初始条件也可以是任意的,壁面上均匀分布着任意形式的动压力．     

A maxmin policy for bond management

A simple immunization problem is formulated as a maxmin optimal control problem and analytically solved by means of dynamic programming. The optimal control law, namely the immunization policy, turns out to be quite different from any duration-based immunization policy. Moreover, it is seemingly able to discriminate between favourable and unfavourable changes in the yield curve.     

Analytical solution for the evolution of exit point along the sloping seepage face

This paper developed an analytical solution for the problem of exit point evolution on the seepage face in the unconfined aquifer with sloping interface. A theoretical model for the groundwater drawdown problem in a half‐infinite aquifer with a sloping boundary is built in accordance with the linearized one‐dimensional Boussinesq equation and the Neumann boundary condition at the seepage point. The homotopy analysis method is then adopted for solving this dynamic boundary problem. By constructing two continuous deformations, the original problem could be converted into a group of subproblems with the same physical essence and similar mathematical solutions. To compare this analytical solution, a numerical model based on the finite volume method is developed, which employs adaptive grids to settle the dynamic boundary condition. The comparisons show that the analytical solution agrees with the numerical model well. The results are useful for the quantification of various hydrological problems. The methodology applied in this study is referential for other dynamic boundary problems as well.