股指期货考虑套期保值成本时的套期保值比率研究

所谓股指期货,就是以某种股票指数为标的物的金融期货合约.它同时具有股票与期货的特性,是组合投资者规避系统风险的重要金融衍生工具.针对股指期货,在考虑套期保值成本的前提下,利用套利和CAPM模型给出最优套期保值比率的计算公式.这将在一定的程度上,提高了计算的准确性,并且减少计算的工作量.     

方差分析在复杂测量系统能力分析中的应用

测量系统分析是QS9000标准中的核心要素之一,主要用来评估测量系统对工序质量改进的保证程度。传统的测量系统能力分析主要采用极差分析或方差分析研究单台测量仪器组成的二因素交叉型简单测量系统,本文从企业的实际情况出发,采用方差分析法研究包含多台测量仪器的复杂测量系统,基于三因素套析因混合效应实验模型的方差分析和方差估计,提出了这种测量系统能力分析的方法,并给出了应用实例。     

应用稳定控制器的加权灵敏度最小化问题

本文主要在应用稳定控制器的条件下,考虑了线性时不变和时变系统的加权灵敏度最小化问题.该问题可以转化为一个算子到某个套代数的距离问题.对于得到的距离问题,我们还给出了最优稳定控制器的存在性与计算.     

套代数上的Jordan导子

本文主要研究套代数上的Ｊｏｒｄａｎ导子．证明了套代数上的任一Ｊｏｒｄａｎ导子都是内导子；作为应用最后讨论了套代数上的Ｊｏｒｄａｎ自同构．     

奇摄动非线性系统初值问题的套层解

本文研究一类二阶非线性系统的初值问题的奇摄动,揭示了其解呈现双重初始层的性质,通过引进不同量级的伸长变量,得到解的一致有效的渐近展开式。     

期货市场多阶段系列展期套期保值策略研究

在资产价格波动受多种因素影响时,系列套期保值是一种比成堆展期套期保值效果更好的策略,针对SH策略的不足,提出一类拓展的系列展期策略——MSRH,定义了其基差,建立了一般决策模型,最后使用一个实例进行说明.     

连续套代数中强不可约算子的酉轨道闭包

在这篇文章里,N表示连续套,且我们完全刻划了T（N）中强不可约算子的酉轨道闭包．     

套代数上的Jordan同构

本文主要研究了套代数上的Jordan同构.证明了套代数algβ和algγ之间的每一个Jordan同构　,要么是同构;要么是反同构.进而,存在可逆算子Y∈B（H）,使得对任意T∈algβ,要么　（T）=Y-1TY;要么　（T）=Y-1JT＊JY,这里J是一个共轭线性对合算子.     

Lβ集合套与La集合套理论及应用

本文在Ｌ是完全分配格时，借助极小集与极大集概念引入了Ｌβ集合套与Ｌａ集合套，它们是集合套概念的推广，但不同于Ｌ集合套。得到了一般Ｌ－ｆｕｚｚｙ集的若干新的分解定理与表现定理，进一步又给出了它们在Ｌ－ｆｕｚｚｙ代数，Ｌ－ｆｕｚｚｙ拓扑等方面的若干应用。     

模糊量及模糊数的表现特性

模糊集的表现定理是模糊数学的最基本理论.在表现定理的基础上,对各种模糊量:包括凸模糊量、正规模糊量、正规凸模糊量、凸有界模糊量、模糊数、有限模糊数、对称模糊数的表现定理进行了深入的研究,从而建立了不同类型模糊量与普通集合之间的联系.     

时变线性系统的同时稳定性

本文在算子理论框架下研究离散时变线性系统的同时稳定性.给出一个仅依赖于单边强表示的同时稳定性判据和同时镇定控制器的参数化.     

时变系统的稳定化

This paper deals with the stabilization problem for linear time-varying systems within the framework of nest algebras. We give a necessary and sufficient condition for a class of plants to be stabilizable, and we also study the simultaneous and strong stabilization problems.     

纯量反馈系统同时强镇定的充分条件

一个稳定的补偿器可同时镇定n个对象(同时强镇定)等价于一个补偿器(不一定稳定)同时镇定n 1个对象(同时镇定)．两个以上对象的同时强镇定和三个以上对象的伺时镇定是线性系统中一个急待解决的公开问题．文中所作的基本假定是所有的对象具有相同的简单不稳定零点，在此条件下给出了n个对象同时强镇定的一个充分条件．当仅有一个不稳定零点时．容易检验是否同时强镇定，否则仅需确定n个对象的不稳定零点并且判定由不稳定零点导出一个相应矩阵是正定的，就能判定n个对象同时强镇定．因此是一个易于检验的充分条件．文章同时给出了n个对象同时强镇定的算法，丰富了同时强镇定的充分条件．     

Simultaneous stabilization of linear plants by a low order controller

We consider simultaneous stabilization of linear scalar stationary plants of second order and derive an easily verified necessary condition of simultaneous stabilization, as well as a sufficient condition that leads to a constructive algorithm for a stabilizing controller. The existence of a stabilizing controller is established in the parametric polynomial space by a method that finds the stability radii of polynomials.     

Algorithms for constructing controllers simultaneously stabilizing second-order linear plants

We consider the simultaneous stabilization problem for second-order linear scalar stationary plants and obtain an easy-to-verify necessary condition for simultaneous stabilization as well as a sufficient condition with a constructive algorithm for designing a stabilizing controller. The problem of extending a set of simultaneously stabilizable plants is considered as well. To solve these problems, we use an approach based on the consideration of parametric spaces of polynomials and transfer functions and on a method for finding the stability radii of the polynomials.     

Stabilization of multiple-input switched linear systems by a variable-structure controller

We consider the stabilization problem for multiple-input switched linear systems operating under bounded coordinate disturbances and arbitrary switching signals. To solve this problem, we suggest an algorithm for the construction of a variable-structure controller based on methods of simultaneous stabilization theory.     

On some approaches to the simultaneous stabilization of linear plants by a controller of a given structure

In the present paper, we consider the problem of simultaneous stabilization of linear scalar stationary plants of arbitrary order for which we obtain numerically verifiable necessary conditions for simultaneous stabilization and a sufficient condition with the indication of a constructive algorithm for synthesizing a stabilizing controller. We also consider the problem of extending the set of simultaneously stabilized plants. For the solution of these problems, we use an approach based on the analysis of the structure of stability domains in the spaces of coefficients of polynomials linearly depending on parameters.     

Stabilization of switched linear systems by a controller of variable structure

We study the state stabilization problem for switched linear systems operating under parametric uncertainty and bounded coordinate disturbances. To solve the problem, we suggest an algorithmfor constructing a controller of variable structure on the basis of methods of simultaneous stabilization theory.     

Simultaneous observability and stabilization of some uncoupled wave equations

We consider uncoupled wave equations with different speed of propagation in a bounded domain. Using a combination of the Bardos–Lebeau–Rauch observability result for a single wave equation and a new unique continuation result for uncoupled wave equations, we prove an observability estimate for that system. Applying Lions? Hilbert uniqueness method (HUM), one may derive simultaneous exact controllability results for the uncoupled system; the controls being locally distributed, with their supports satisfying the geometric control condition of Bardos, Lebeau and Rauch. Afterwards, we discuss the related simultaneous stabilization problem; this latter problem is solved by a combination of the new observability inequality, and a result of Haraux establishing an equivalence between observability and stabilization for second order evolution equations with bounded damping operators. Our observability and stabilization results generalize to higher space dimensions some earlier results of Haraux established in the one-dimensional setting.     

Stabilization of irregular systems

We consider the stabilization problem for the zero equilibrium of bilinear and affine systems in canonical form. We obtain necessary and sufficient conditions for the stabilizability of second-order bilinear and affine systems in canonical form and generalize these conditions to the case of simultaneous stabilization of a family of bilinear systems and to nth-order bilinear systems.