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Kronecker型替换的黑盒多项式稀疏插值

本文基于新的Kronecker型替换,给出两个由黑盒表示的稀疏多项式的新确定性插值算法.令f∈R[x1,……,xn]是一个稀疏黑盒多项式,其次数上界为D.当R是C或者是有限域时,相对于已有算法,新算法具有更好的计算复杂度或者关于D的复杂度更低.特别地,对于一般黑盒模型,D是复杂度中的主要因素,而在所有的确定性算法中,本文的第二个算法的复杂度关于D是最低的.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

变角度纤维复合材料层合斜板的颤振分析

假设纤维方向角沿层合板的长度方向线性变化，研究了变角度纤维复合材料层合斜板的颤振．通过坐标变换将斜板变换为正方形板，采用层合板表面连续变化的速度环量来模拟空气对其的作用，速度环量分布利用Cauchy积分公式计算．建立了系统的Lagrange方程并采用Ritz法得到了层合板的自振频率和颤振/不稳定性分离临界速度．通过数值算例验证了本文模型和方法的正确性和收敛性，分析了各个铺层内纤维方向角的变化对自振频率和颤振/不稳定性分离临界速度的影响．研究结果表明，通过纤维的变角度铺设，可有效地提高层合板的基频和颤振/不稳定性分离临界速度．经合理设计的变角度复合材料层合板具有抑制颤振的作用．     

Optimal Harvesting in an Age-Structured Predator–Prey Model

We investigate optimal harvesting control in a predator–prey model in which the prey population is represented by a first-order partial differential equation with age-structure and the predator population is represented by an ordinary differential equation in time. The controls are the proportions of the populations to be harvested, and the objective functional represents the profit from harvesting. The existence and uniqueness of the optimal control pair are established.     

加权二次有理Bézier插值曲线

在本文中,给定一组有序空间数据点列及每个数据点的切矢向量,利用加权二次有理Bézier曲线对数据点作插值曲线,使该曲线具有C1连续性,并且权因子只是对相应顶点曲线附近产生影响,同调整两个相邻的权因子可以调整这两个相邻顶点之间的曲线和它的控制多边形.     

The Iyengar Type Inequalities with Exact Estimations and the Chebyshev Central Algorithms of Integrals

In this paper, both low order and high order extensions of the Iyengar type inequality are obtained. Such extensions are the best possible in the same sense as that of the Iyengar inequality. hzrthermore, the Chebyshev central algorithms of integrals for some function classes and some related problems are also considered and investigated.     

Optimal Control of Non-well-posed Heat Equations

This work is concerned with Pontryagin＇s maximum principle of optimal control problems governed by some non-well-posed semilinear heat equations. A type of approach to the non-well-posed optimal control problem is given.     

A thermodynamic approach with internal variables using Lagrange formalism. Part I: General framework

We present some reflections on the application of the Lagrangian formalism for continuous media locally uniform subjected to internal irreversible evolutions. The Lagrangian density, defined as the time derivative of a non-equilibrium thermodynamic potential, [Thermodynamics of Relaxation Processes using Internal variables within a Lagrange-formalism. P. Germain’s Anniversary Volume 2000. Contiuum Thermomechanics: the Art and Science of Modeling Matter’s Behaviour, 2000], contains all the symmetry properties of the system. The generalised Lagrange co-ordinates correspond to the state and internal variables of the time derivative of the generalised Gibbs potential. The latter being used within the framework of the De Donder’s method, must also account for the memory effect of the physical medium.This first part is devoted to the thermodynamic framework called the distribution of non-linear relaxations approach (DNLR) developed by C. Cunat on the basis of the generalised Gibbs’ relation.     

Error estimates for Hermite interpolation on spheres

In this paper, we prove convergence rates for spherical spline Hermite interpolation on the sphere S^d−1 via an error estimate given in a technical report by Luo and Levesley. The functionals in the Hermite interpolation are either point evaluations of pseudodifferential operators or rotational differential operators, the desirable feature of these operators being that they map polynomials to polynomials. Convergence rates for certain derivatives are given in terms of maximum point separation.