一类非线性随机种群系统最优生育率控制

研究了一类非线性随机种群系统动力学模型的最优生育率控制问题.在加入外部随机因素扰动下,系统模型将会更具有实际意义.针对随机种群系统生育率控制问题,应用It?o公式,相应的伴随方程和变分不等式等经典理论,获得了随机种群系统最优生育率控制所满足的必要条件及其最优性组(由积分-偏微分方程和变分不等式组成).文中得到的结论是确定性种群系统的扩展,对随机控制理论具有现实的应用价值.     

信息不对称下带有“随机压力”定价规则的连续时间模型

本文是对Back(1992)和Cho(2003)关于内部交易模型的拓展.在金融市场中一共有3类人:内部交易者,不知情交易者和做市商.考虑一类比Cho研究的模型更广的定价规则.主要用动态规划的方法,证明了当内部交易者是风险中性时,定价规则中"随机压力"消失,均衡价格还是仅依赖市场上累计交易量.相应地,本文的结论推广了Back和Cho在经典模型中的结论.     

论一类资源最优配置问题及应用

本文考虑了一类资源最优配置问题.应用Kuhn-Tucher定理得到了这类问题最优解的充要条件.我们应用这个条件来考虑一类从工业投资、教育投资等问题中导出的最优投资模型,得到了这个问题最优解的充要条件,应用这个条件导出了求解这个模型的具有时间复杂度为o(mn)的多项式型新算法.     

一类周期非线性差分方程的基态解

本文研究了一类二阶周期非线性差分方程基态解的存在性问题.利用临界点理论结合Nehari流形方法,获得了此类方程基态解的存在性.在比经典AR条件更一般的超二次条件下,本文结论推广了已有的结果,并举例说明此类方程解的存在性.     

一类周期非线性差分方程的基态解（英文）

本文研究了一类二阶周期非线性差分方程基态解的存在性问题.利用临界点理论结合Nehari流形方法,获得了此类方程基态解的存在性.在比经典AR条件更一般的超二次条件下,本文结论推广了已有的结果,并举例说明此类方程解的存在性.     

有限时区上的最优转换和停止问题

讨论了有限时区上的最优转换和停止问题,它是一类同时具备脉冲控制和最优停止特征的最优控制问题.问题的最优值以及最优转换和停止决策可以由具有混合障碍的多维反射倒向随机微分方程的解来刻画.接着考虑了形式更一般的反射倒向随机微分方程并证明了方程解的存在唯一性.     

半导体磁流体动力学模型经典解的整体适定性

研究一类半导体磁流体动力学模型,它是由关于电子的质量和速度的守恒律方程耦合Maxwell方程构成的流体动力学方程组.在小初值条件下,运用经典的双曲能量方法,得到了磁流体动力学模型Cauchy问题经典解的整体适定性.     

一类一般输入输出函数的离散神经元模型的分支

利用经典分支理论研究了一类一般输入输出函数的离散神经元模型的分支问题,得到了该类模型产生倍周期分支和鞍-结点分支的充分条件,推广了甘前特殊的正弦输入输出函数的该类模型的结果.所得的结果为这一类神经网络的应用提供了重要的理论基础.     

多吉普问题的最优时间

吉普问题是一类与物流运输相关的重要优化模型,目前对吉普问题的关注点主要集中在最远距离问题上,而在实际问题中同样重要的时间效率问题则没有被深入研究.本文考虑多吉普车队如何通过合理调度,使其到达最远距离所需的时间最短的问题.通过引入行驶任务的概念,给出了车队最优时间的表示方式和求解方法.在无仓库数量约束的情况下,得到了达到...     

有限时区上的最优转换和停止问题

讨论了有限时区上的最优转换和停止问题,它是一类同时具备脉冲控制和最优停止特征的最优控制问题.问题的最优值以及最优转换和停止决策可以由具有混合障碍的多维反射倒向随机微分方程的解来刻画.接着考虑了形式更一般的反射倒向随机微分方程并证明了方程解的存在唯一性.     

Design and dimensioning of hydrogen transmission pipeline networks

This work considers the problem of the optimal design of an hydrogen transmission network. This design problem includes the topology determination and the pipelines dimensioning problem. We define a local search method that simultaneously looks for the least cost topology of the network and for the optimal diameter of each pipe. These two problems were generally solved separately these last years. The application to the case of development of future hydrogen pipeline networks in France has been conducted at the local, regional and national levels. We compare the proposed approach with another using Tabu search heuristic.     

Optimal retirement strategy with a negative wealth constraint

This paper investigates an optimal consumption, portfolio, and retirement time choice problem of an individual with a negative wealth constraint. We obtain analytical results of the optimal consumption, investment, and retirement behaviors and discuss the effect of the negative wealth constraint on the optimal behaviors. We find that, as an individual can borrow more with better credit, she is more likely to retire at a higher wealth level, to consume more, and to invest more in risky assets.     

Control the Fibre Orientation Distribution at the Outlet of Contraction

A two dimensional model of the orientation distribution of fibres in a paper machine headbox is studied. The goal is to control the fibre orientation distribution at the outlet of contraction by changing its shape. The mathematical formulation leads to an optimization problem with control in coefficients of a linear convection-diffusion equation as the state problem. Then, the problem is expressed as an optimal control problem governed by variational forms. By using an embedding method, the class of admissible shapes is replaced by a class of positive Radon measures. The optimization problem in measure space is then approximated by a linear programming problem. The optimal measure representing optimal shape is approximated by the solution of this linear programming problem. In this paper, we have shown that the embedding method (embedding the admissible set into a subset of measures), successfully can be applied to shape variation design to a one dimensional headbox. The usefulness of this idea is that the method is not iterative and it does not need any initial guess of the solution.      

Solving some optimal path planning problems using an approach based on measure theory

In this paper we solve a collection of optimal path planning problems using a method based on measure theory. First we consider the problem as an optimization problem and then we convert it to an optimal control problem by defining some artificial control functions. Then we perform a metamorphosis in the space of problem. In fact we define an injection between the set of admissible pairs, containing the control vector function and a collision-free path defined on free space and the space of positive Radon measures. By properties of this kind of measures we obtain a linear programming problem that its solution gives rise to constructing approximate optimal trajectory of the original problem. Some numerical examples are proposed.     

具有年龄结构的线性周期种群动力系统的最优收获控制问题

研究一类具有年龄结构的线性周期种群动力系统的最优收获控制问题,即讨论了具有周期的生死率和周期变化的收获项的Lotka Mckendrick模型.利用Mazur's定理,作者证明了控制问题最优解的存在性,同时借助于法锥概念,还得到了控制问题最优解存在的必要条件。最后，在适当的假设下，得到了最优控制问题的唯一解。该文的结论推广了某些已有的结果.      

财政收支平衡控制模型及其应用

本文运用现代控制论的原理与方法研究了地区（或县、市）一级财政收支平衡的控制问题。把财政收支平衡的控制问题置于国民经济系统之中，运用最优控制论建立了最优积累率控制模型；进而，从所求得的最优积累率为出发点，讨论了财政收支的平衡控制，并建立了相应的控制模型。     

On a Problem of Optimal Stochastic Control with Incomplete Information

We study a problem of Bayesian adaptive control arising in mathematical finance. For this particular problem, we obtain explicit formulas for the value function and the optimal control policy.     

带有模糊容量限制的网络中的最佳最小费用最大流

本文主要讨论当网络中的弧容量限制和最大流目标要求带有模糊性时的最小费用最大流问题，通过构造带费用的增量网络并设法寻找其中的最佳最小费用路，给出了求解这类模糊网络流问题的算法。