静力分析的一般随机摄动法

本文对向量值和矩阵值函数的不确定结构的静力响应和可靠性进行了研究。基于Ｋｒｏｎｅｃｋｅｒ代数和摄动理论导出了随机结构的有限元分析方法，随机变量和系统导数很方便地排列到２Ｄ矩阵中，给出了一般的数学表达式．     

Numerical convergence properties of option pricing PDEs with uncertain volatility

The pricing equations derived from uncertain volatility modelsin finance are often cast in the form of nonlinear partial differentialequations. Implicit timestepping leads to a set of nonlinearalgebraic equations which must be solved at each timestep. Tosolve these equations, an iterative approach is employed. Inthis paper, we prove the convergence of a particular iterativescheme for one factor uncertain volatility models. We also demonstratehow non-monotone discretization schemes (such as standard Crank–Nicolsontimestepping) can converge to incorrect solutions, or lead toinstability. Numerical examples are provided.     

基于观测器的模糊时滞系统指数稳定的一种设计方法

研究了一类模糊时滞系统的指数稳定问题.首先利用T-S模型对非线性不确定性时滞系统进行建模,在此基础上设计了基于观测器的模糊状态反馈控制器,通过巧妙选取Lyapunov函数给出了模糊闭环时滞系统的条件及稳定裕度且模糊反馈增益和模糊观测器增益可通过求解线性矩阵不等式获得.     

应急资源需求周期性变化的选址与资源配置模型

本文提出了应急资源需求周期性变化的选址与资源配置模型.在规划选址阶段,针对于需求周期性变化的情况,把选址与各个时间段的资源配置结合起来确定建造服务设施地点,使得选址能够兼顾到各个需求点,在所有需求点一定比例需求量均被满足的前提下,使一个周期内需求点被满足的总需求量最大化.根据模型特点设计算法,解决了两目标非线性整数规划求解困难的问题,最后通过算例说明了本模型和算法是有效的.     

分数阶不确定多混沌系统的自适应滑模同步

研究分数阶不确定多混沌系统的自适应滑模同步,通过构造滑模面,设计控制器和适应规则,能够满足滑模面的稳定性与到达性,进而得到分数阶不确定多混沌系统取得自适应滑模同步的充分性条件,研究表明:分数阶不确定多混沌系统满足在一定条件下能够取得自适应滑模同步.     

GUARANTEED COST CONTROL OF CONTINUOUS-TIME UNCERTAIN SINGULAR SYSTEM WITH BOTH STATE AND INPUT DELAYS

The guaranteed cost control problem for a continuous-time uncertain singular system with state and control delays, and a given quadratic cost function is studied in this paper. Sufficient conditions for the existence of the guaranteed cost controller are derived based on the linear inequality (LMI) approach. A parameterized characterization of the guaranteed cost laws is given in terms of the feasible solutions to a certain LMI, and the cost function of guaranteed cost controller exists an upper bound.     

Resource-saving infinite-horizon tracking under uncertain input

A feedback controller for approximate tracking a prescribed trajectory of an inaccurately observed dynamical system effected by uncertain non-observable input disturbances over an infinite time interval is constructed. The controller is “resource-saving” in a sense that control resources spent for approximate tracking do not exceed (with some small gaps) those needed for exact tracking in an “ideal” situation where the current values of the input disturbance are fully observable.     

在不确定观测下离散状态时滞系统的最优滤波

研究了在不确定观测下离散状态时滞系统的最优滤波问题,观测值的不确定性则通过一个满足Bernoulli分布且统计特性已知的随机变量来描述. 一般采用状态增广方法将时滞系统转换为无时滞随机系统, 再利用Kalman滤波器的设计方法解决最优状态估计问题, 但是当系统时滞较大时,转换后的系统状态维数很高, 这样增加了计算负担. 为此,基于最小方差估计准则, 利用射影性质和递归射影公式得到了一个新的滤波器设计方法, 而且保证了滤波器的维数与原系统相同.最后, 给出一个仿真例子说明所提方法的有效性.     

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.