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1.
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 .  相似文献   

2.
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.  相似文献   

3.
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.  相似文献   

4.
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.  相似文献   

5.
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.  相似文献   

6.
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.  相似文献   

7.
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.  相似文献   

8.
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.  相似文献   

9.
联立方程计量经济学模型在经济政策制定、经济结构分析和经济预测方面起着重要作用.利用变参数计量经济学联立模型研究我国转轨时期的宏观经济,并建立了变参数的局部线性工具向量估计.在经济变量随机设计条件下,研究了估计量的大样本性质.与我国宏观经济经典线性联立模型相比,变参数联立模型拟合效果更优.另外它也有助于克服我国经济数据不多而造成的非参数方法应用困难的现实情况.  相似文献   

10.
讨论了非完整性多体编队运动问题.首先利用动态反馈将单个体的动力学模型线性化为2个三阶输入输出积分链的形式;然后提出一种带有单个体间阻尼注入的非连续分布式控制律,并利用L iapunov方法证明了在该控制律作用下闭环系统的渐进稳定性;最后通过一个平面机器人的编队运动仿真验证了所提方法的有效性.  相似文献   

11.
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.  相似文献   

12.
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.  相似文献   

13.
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.  相似文献   

14.
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.  相似文献   

15.
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.  相似文献   

16.
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.  相似文献   

17.
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.  相似文献   

18.
In this paper we study possibilities for complexity reductions in large scale stochastic programming problems with specific reference to the asset liability management (ALM) problem for casualty insurers. We describe a dynamic, stochastic portfolio selection model, within which the casualty insurer maximizes a concave objective function, indicating that the company perceives itself as risk averse. In this context we examine the sensitivity of the solution to the quality and accuracy with which economic uncertainties are represented in the model. We demonstrate a solution method that combines two solution approaches: A truly stochastic, dynamic solution method that requires scenario aggregation, and a solution method based on ex ante decision rules, that allow for a greater number of scenarios. This dynamic/fix mix decision policy, which facilitates a huge number of outcomes, is then compared to a fully dynamic decision policy, requiring fewer outcomes. We present results from solving the model. Basically we find that the insurance company is likely to prefer accurate representation of uncertainties. In order to accomplish this, it will accept to calculate its current portfolio using parameterized decision rules.  相似文献   

19.
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.  相似文献   

20.
We consider the optimal portfolio selection problem in a multiple period setting where the investor maximizes the expected utility of the terminal wealth in a stochastic market. The utility function has an exponential structure and the market states change according to a Markov chain. The states of the market describe the prevailing economic, financial, social and other conditions that affect the deterministic and probabilistic parameters of the model. This includes the distributions of the random asset returns as well as the utility function. The problem is solved using the dynamic programming approach to obtain the optimal solution and an explicit characterization of the optimal policy. We also discuss the stochastic structure of the wealth process under the optimal policy and determine various quantities of interest including its Fourier transform. The exponential return-risk frontier of the terminal wealth is shown to have a linear form. Special cases of multivariate normal and exponential returns are disussed together with a numerical illustration.  相似文献   

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