在有限执行假设下对最优契约的扩展模型研究

本文运用违约保证金条款改进了代理人事前报酬契约；在契约有限执行的假设下，扩展了代理人的逆向选择模型，并运用扩展逆向选择模型分析了改进后的最优报酬契约。文章指出，改进后的最优报酬契约严格优于委托人为防范代理人违约而被迫采用的非负参与性约束条件下的最优报酬契约。     

带有不等式约束的全局最优性条件

本文利用不连续罚函数方法将带有不等式约束的全局优化问题的求解转化为 讨论一非线性方程的求根问题,从而得到若干个全局最优性条件.     

Scaling by Binormalization

We present an iterative algorithm (BIN) for scaling all the rows and columns of a real symmetric matrix to unit 2-norm. We study the theoretical convergence properties and its relation to optimal conditioning. Numerical experiments show that BIN requires 2–4 matrix–vector multiplications to obtain an adequate scaling, and in many cases significantly reduces the condition number, more than other scaling algorithms. We present generalizations to complex, nonsymmetric and rectangular matrices.     

矩阵方程（A^TXA，B^TXB=（C，D）的反对称解及其最佳逼近

本利用矩阵对的标准相关分解，得到了矩阵方程(A^TXB，B^TXB)=(C，D)反对称解存在的充分必要条件及通解表达式，同时给出了解关于已知矩阵的最佳逼近．     

线性加指数效用函数的组合投资研究

应用无差异曲线法较好地解决了在投资决策分析中具有特殊重要地位的线性加指数效用函数的最优组合投资比例的求解问题,并给出实例予以说明.     

A new algorithm for fixed design regression and denoising

In this paper, we present a new algorithm to estimate a regression function in a fixed design regression model, by piecewise (standard and trigonometric) polynomials computed with an automatic choice of the knots of the subdivision and of the degrees of the polynomials on each sub-interval. First we give the theoretical background underlying the method: the theoretical performances of our penalized least-squares estimator are based on non-asymptotic evaluations of a mean-square type risk. Then we explain how the algorithm is built and possibly accelerated (to face the case when the number of observations is great), how the penalty term is chosen and why it contains some constants requiring an empirical calibration. Lastly, a comparison with some well-known or recent wavelet methods is made: this brings out that our algorithm behaves in a very competitive way in term of denoising and of compression.     

Motion Control by ZV Shaper Synthesis Extended for Fractional Systems and Its Application to CRONE Control

Shaping command input or preshaping is used for reducing system oscillation in motion control. Desired systems inputs are altered so that the system finishes the requested move without residual oscillation. This technique, developed by N.C. Singer and W.P. Seering, is used for example in the aerospace field, in particular in flexible structure control. This paper presents the study of ZV shaper for explicit fractional derivative systems (generalized derivative systems). A robustness study of ZV shaper is then presented and applied to improve second generation CRONE control response time. Results from simulation and from a DC motor bench are also given.     

Functional Quantization and Small Ball Probabilities for Gaussian Processes

Quantization consists in studying the L ^r -error induced by the approximation of a random vector X by a vector (quantized version) taking a finite number n of values. We investigate this problem for Gaussian random vectors in an infinite dimensional Banach space and in particular, for Gaussian processes. A precise link proved by Fehringer⁽⁴⁾ and Dereich et al. ⁽³⁾ relates lower and upper bounds for small ball probabilities with upper and lower bounds for the quantization error, respectively. We establish a complete relationship by showing that the same holds for the direction from the quantization error to small ball probabilities. This allows us to compute the exact rate of convergence to zero of the minimal L ^r -quantization error from logarithmic small ball asymptotics and vice versa.     

一种有交易费用的交互式组合证券投资方法

本基于乘积最大化准则，提出一种新的交互式组合证券投资方法，即将不可微的双目标规划问题转化为可微的单目标规划问题。该方法可以充分考虑投资的要求，在考虑交易费用的前提下，在整个投资方案达到投资要求底限的同时，实现收益和风险的权衡。     

Optimal control of the obstacle in a quasilinear elliptic variational inequality

In this paper we consider an obstacle control problem where the state satisfies a quasilinear elliptic variational inequality and the control function is the obstacle. The state is chosen to be close to the desire profile while the H² norms of the obstacle is not too large. Existence and necessary conditions for the optimal control are established.