基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

用Riccati变换求解同调谐振子

利用Riccati变换求解同谐谐振子的定态薛定谔方程,求得了能谱及态函数 关键词： 同调谐振子 本征值谱 Riccati变换法     

一类含参广义集值拟变分包含组的解的灵敏性分析

本文引入了一类新的含参广义集值拟变分包含组,应用隐预解算子技巧,建立了该类变分包含组与一类不动点问题的等价性,在适当的条件下,分析了含参广义集值拟变分包含组的解的灵敏性,所得结果推广改进了最新文献中的许多结果．     

关于四元数矩阵乘积迹的不等式

设 H~(m×n)为 m×n 四元数矩阵的集合,σ_1(A)≥…≥σ_n(A)为 A∈H~(mxn)的奇异值。本文证明了:1)设 A∈H~(mxm),B∈H~(mxm),r=min(m,m),则|tr(4B)|≤c r σ_i(A)σ_i(B).2)设 A_i∈H~(mxm),i=1,2,…,n,(A_1A_2…A_n)k为 A_1A_2…A_n 的任一个 k 阶主子阵,则|tr(A_1.A_2…A_n)_k|≤sun form i=1 to k σ_i(A_1)…σ_i(A_n).我们还得到四元数矩阵迹的其它一些不等式。这些结果推广和改进了文[1],[2]中的结果,进一步解决了 Bellman 猜想。     

Recent Experimental Results of HL-1M Tokamak and Progress of HL-2A Project

Recent experimental results of HL-1M tokamak and progress of HL-2A project are presented. Strong fishbone instability was observed during off-axis ECRH. This is first observation of the fishbone instability purely driven by energetic electrons produced by ECRH. The MBI was first proposed and demonstrated on HL-1M. Recently new results of MBI experiment were obtained by increasing the pressure of gas. A stair-shape density increment was obtained with high-pressure multi-pulse MBI just like the density evolution behavior during the multipellet injection. It is shown     

A Class of Two-mode Nonclassical State via Generalize Super Positions of Two-mode Coherent States

A new method is introduced to generate a elliptical hollow beam inside a cavity. Using a matrix eigenvalue method, the laser resonator with optical diffraction elements is theoretically analyzed and simulated. A elliptical hollow beam of good quality is realized experimentally. The interaction between linearly polarized elliptical hollow beam and a two-level atom is investigated theoretically. Although the linearly polarized elliptical hollow beam does not carry angular momentum, it can produce very high torque. The atoms initially at rest and located at off-beam- axis positions will rotate under the drive of the torque of the beam. The atomic motion trajectory in the field of elliptical hollow beam has been demonstrated. The study shows that the elliptical hollow beam might be a useful tool in the study of vortex property of Bose-Einstein condensate or ultra cold atom media.     

非傍轴平顶高斯光束M2因子两种定义的比较研究

基于功率密度的二阶矩方法,推导出了非傍轴平顶高斯(FG)光束束宽和远场发散角的解析表达式·研究表明,当w0/λ→0时,远场发散角趋于渐近值θmax=63.435°,与阶数无关·使用非傍轴高斯光束代替傍轴高斯光束作为理想光束,研究了非傍轴FG光束的M2因子,并与传统定义的M2因子作了比较·在非傍轴范畴,非傍轴FG光束的M2因子不仅与阶数N有关,而且与w0/λ有关·按照定义,当w0/λ→0时,非傍轴FG光束的M2因子不等于0,对阶数N=1,2,3时,M2因子分别趋于0.913,0.882和0.886·当N→∞时,M2因子取最小值M2min=0.816·     

非傍轴平顶高斯光束M2因子两种定义的比较研究

基于功率密度的二阶矩方法，推导出了非傍轴平顶高斯(FG)光束束宽和远场发散角的解析表达式.研究表明，当w0/λ→0时，远场发散角趋于渐近值θmax=63.435°，与阶数无关.使用非傍轴高斯光束代替傍轴高斯光束作为理想光束，研究了非傍轴FG光束的M2因子，并与传统定义的M2因子作了比较.在非傍轴范畴，非傍轴FG光束的M2因子不仅与阶数N有关，而且与w0/λ有关.按照定义，当w0/λ→0时，非傍轴FG光束的M2因子不等于0，对阶数N=1, 2, 3时，M2因子分别趋于0.913,0.882和0.886.当N→∞时，M2因子取最小值M2min=0.816.     

组合证券投资的概率准则模型探讨

在基于概率准则的组合证券模型下，把实现一定收益率水平目标的概率优化模型的求解转化成易于求解的非线性规划问题，从而方便地得出模型的解及其意义；提出了概率准则下的β值组合证券投资决策模型，研究了它们解的存在性和求解的公式，并给出了上海股市股票的数值算例。