Continuous time markov decision processes with interventions

We study Markov jump decision processes with both continuously and instantaneouslyacting decisions and with deterministic drift between jumps. Such decision processes were recentlyintroduced and studied from discrete time approximations point of view by Van der Duyn Schouten.Weobtain necessary and sufficient optimality conditions for these decision processes in terms of equations and inequalities of quasi-variational type. By means of the latter we find simple necessaryand sufficient conditions for the existence of stationary optimal policies in such processes with finite state and action spaces, both in the discounted and average per unit time reward cases.     

Investigation of the equality constraint effect on the reduction of the rotational ambiguity in three-component system using a novel grid search method

The obtained results by soft modeling multivariate curve resolution methods often are not unique and are questionable because of rotational ambiguity. It means a range of feasible solutions equally fit experimental data and fulfill the constraints. Regarding to chemometric literature, a survey of useful constraints for the reduction of the rotational ambiguity is a big challenge for chemometrician. It is worth to study the effects of applying constraints on the reduction of rotational ambiguity, since it can help us to choose the useful constraints in order to impose in multivariate curve resolution methods for analyzing data sets. In this work, we have investigated the effect of equality constraint on decreasing of the rotational ambiguity. For calculation of all feasible solutions corresponding with known spectrum, a novel systematic grid search method based on Species-based Particle Swarm Optimization is proposed in a three-component system.     

资料同化中的数字滤波弱约束试验及分析

气象数值预报中,由于分析过程引入初始非平衡,从而引起虚假快波振荡,重力波控制弱约束把资料分析过程和初始化过程结合在一起,通过数字滤波弱约束在极小化过程中实现对分析场的平衡约束,克服非平衡问题. 以2008年初的一次南方雨雪天气为研究个例,进行了数字滤波弱约束的同化试验和预报试验,结果表明,数字滤波弱约束4D-Var能充分控制快波振荡的出现和初始调整现象,使得到的分析场不仅能更好的逼近观测,而且能更好地与模式动力相协调. 预报检验的结果表明,在同化过程中施加数字滤波弱约束,能有效滤除由于地形或观测资料等因素 关键词： 变分同化 初始非平衡 数字滤波 弱约束     

一类函数增量的局部渐近性质

文章研究了一类函数增量的局部渐近性质,发现这类函数增量的局部渐近性对于一元实函数,二元及多元实函数,向量值函数和复函数在一定条件下都会保持不变,进而提出了两个相关的猜想:此类函数增量的渐近性是关于函数变换的拓扑不变量。     

二次李三系的分解定理

有限维李三系称为二次的,如果它容许一个非退化的不变对称双线性型.无论是李三系分解为不可分解理想的直和,还是二次李三系分解为不可分解非退化理想的正交直和,证明了这两类分解在同构意义下都是唯一的.     

THE EXISTENCE OF CONNECTING ORBITS

In this paper,using the notion of an isolating block and Conley's attractor theory,an existence criterion of trajectories connecting a pair of invariant sets of ordinary differential equations is given.     

Behavioral portfolio selection with loss control

In this paper we formulate a continuous-time behavioral (à la cumulative prospect theory) portfolio selection model where the losses are constrained by a pre-specified upper bound. Economically the model is motivated by the previously proved fact that the losses occurring in a bad state of the world can be catastrophic for an unconstrained model. Mathematically solving the model boils down to solving a concave Choquet minimization problem with an additional upper bound. We derive the optimal solution explicitly for such a loss control model. The optimal terminal wealth profile is in general characterized by three pieces: the agent has gains in the good states of the world, gets a moderate, endogenously constant loss in the intermediate states, and suffers the maximal loss (which is the given bound for losses) in the bad states. Examples are given to illustrate the general results.     

On the K-stability of complete intersections in polarized manifolds

We consider the problem of existence of constant scalar curvature Kähler metrics on complete intersections of sections of vector bundles. In particular we give general formulas relating the Futaki invariant of such a manifold to the weight of sections defining it and to the Futaki invariant of the ambient manifold. As applications we give a new Mukai–Umemura–Tian like example of Fano 5-fold admitting no Kähler–Einstein metric, and a strong evidence of K-stability of complete intersections in Grassmannians.     

Stack structures on GIT quotients parametrizing hypersurfaces

We suggest to endow Mumford's GIT quotient scheme with a stack structure, by replacing Proj(?) of the invariant ring with its stack theoretic analogue. We analyse the stacks resulting in this way from classically studied invariant rings, and in particular for binary forms of low degree. Our viewpoint is that the stack structure carries interesting geometric information that is intrinsically present in the invariant ring, but lost when passing to its Proj(?). © 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim     

A version of Orlicz-Pettis Theorem for quasi-homogeneous operator space

A version of Orlicz-Pettis Theorem is established for multiplier convergent series and quasi-homogeneous operator. Applications to spaces of quasi-homogeneous operators are given.