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.     

Regularity of optimal sets for some functional involving eigenvalues of an operator in divergence form

In this paper we consider minimizers of the functional$\min \{{\lambda }_1(\mathrm{\Omega })+\cdots +{\lambda }_k(\mathrm{\Omega })+\mathrm{\Lambda }|\mathrm{\Omega }|,:\mathrm{\Omega }\subset D\text{ open}\}$ where $D\subset {\mathbb{R}}^d$ is a bounded open set and where $0<{\lambda }_1(\mathrm{\Omega })\le \cdots \le {\lambda }_k(\mathrm{\Omega })$ are the first k eigenvalues on Ω of an operator in divergence form with Dirichlet boundary condition and with Hölder continuous coefficients. We prove that the optimal sets ${\mathrm{\Omega }}^{⁎}$ have finite perimeter and that their free boundary $\partial {\mathrm{\Omega }}^{⁎}\cap D$ is composed of a regular part, which is locally the graph of a $C^{1,\alpha }$-regular function, and a singular part, which is empty if $d<d^{⁎}$, discrete if $d=d^{⁎}$ and of Hausdorff dimension at most $d-d^{⁎}$ if $d>d^{⁎}$, for some $d^{⁎}\in \{5,6,7\}$.     

von Neumann’s trace inequality for Hilbert–Schmidt operators

von Neumann’s inequality in matrix theory refers to the fact that the Frobenius scalar product of two matrices is less than or equal to the scalar product of the respective singular values. Moreover, equality can only happen if the two matrices share a joint set of singular vectors, and this latter part is hard to find in the literature. We extend these facts to the separable Hilbert space setting, and provide a self-contained proof of the “latter part”.