有效点、弱有效点和真有效点的锥刻画

利用集合在某点的相依切锥、法向锥和可行方向锥等研究向量优化问题的有效点、 弱有效点和真有效点的特征,对局部有效点、局部弱有效点和局部真有效点与集合的各 锥之间的关系作了刻画.     

不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

挖坑机钻头主轴纵向振动系统模型的建立与控制

首先利用弹性杆理论和H am ilton变分原理建立了挖坑机钻头主轴及钻尖在工作过程中由于外激励的作用使钻尖与土壤互相作用而产生纵向振动的动力学模型,同时给出边界条件和初始条件.其次通过把系统外激励函数当作控制变量,利用Banach空间几何性质证明了此系统存在唯一最优控制元.     

Optimal Investment Strategies for an Insurer with SAHARA Utility

In this paper, we consider the optimal investment strategy which maximizes the utility of the terminal wealth of an insurer with SAHARA utility functions. This class of utility functions has non-monotone absolute risk aversion, which is more flexible than the CARA and CRRA utility functions. In the case that the risk process is modeled as a Brownian motion and the stock process is modeled as a geometric Brownian motion, we get the closed-form solutions for our problem by the martingale method for both the constant threshold and when the threshold evolves dynamically according to a specific process. Finally, we show that the optimal strategy is state-dependent.     

一种新的高温超导磁体电磁结构优化设计方法

本文阐述了用于高温超导磁体电磁结构优化设计的一种新方法,与一般优化方法不同之处在于其不用定义磁体的初始结构形状,采用该方法可以得到满足规格和性能要求的较佳磁体结构.通过此方法优化设计了一个中心磁场为3T的Bi系高温超导磁体,其设计结果与满足同样要求且经过优化的单螺管高温超导磁体的设计结果作了对比,由结果表明该方法具有很好的优化效果.     

向量变分不等式的严格可行性问题

本篇文章首先定义了向量变分不等式的严格可行点概念,其次在假设了映射是强(D)-伪单调的情况下,证明了向量变分不等式解集非空有界与其严格可行点存在的等价性问题,推广了在数量变分不等式上得到的相应结果．     

相干梯度敏感干涉测量技术及在静态断裂力学实验中的应用

介绍了相干梯度敏感(CGS)干涉测量技术的基本原理及其在静态Ⅰ型断裂实验中的应用,验证了该方法对裂纹尖端局部变形场和断裂特性进行定量研究的可行性。给出了代表静态Ⅰ型裂纹尖端奇异场光力学信息的CGS控制方程,模拟并分析了Ⅰ型裂纹尖端的CGS条纹模式,对静态Ⅰ型裂纹尖端变形场和断裂特性进行了三点弯曲的CGS试验,并提取了应力强度因子KⅠ。结果表明,试验结果与理论分析结果相吻合。     

利用微悬臂梁表面应力研究聚N-异丙基丙烯酰胺分子的构象转变

提出了一种基于微悬臂梁传感技术研究大分子折叠/构象转变的新方法.通过分子自组装的方法将热敏性的聚N-异丙基丙烯酰胺(PNIPAM)分子链修饰到微悬臂梁的单侧表面，用光杠杆技术检测温度在20—40℃之间变化时由于微悬臂梁上的PNIPAM分子在水中的构象转变所引起的微悬臂梁变形.实验结果显示：在升温过程中，微悬臂梁的表面应力发生了变化并且导致微悬臂梁产生了弯曲变形，这个过程对应着微悬臂梁上的PNIPAM分子从无规线团构象到塌缩小球构象的构象转变.在降温过程中，微悬臂梁发生了反方向的弯曲变形，这对应着PNIPA 关键词： 构象转变 聚N-异丙基丙烯酰胺分子链 表面应力 微悬臂梁     

Single-period Two-product Inventory Model with Reorder and Substitution

In market, excess demands for many products can be met by reorder even during one period, and retailers usually adopt substitution strategy for more benefit. Under the retailer's substitution strategy and permission of reorder, we develop the profits maximization model for the two-substitutable-product inventory problem with stochastic demands and proportional costs and revenues. We show that the objective function is concave and submodular, and therefore the optimal policy exists. We present the optimal conditions for order quantity and provide some properties of the optimal order quantities. Comparing our model with Netessine and Rudi's, we prove that reorder and adoption of the substitution strategy can raise the general profits and adjust down the general stock level.     

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??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation.