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.     

砂土串囊式充气锚杆承载力的研究

在砂土地层中,串囊式充气锚杆的研究还比较少,其承载特性及受力机理尚不明确。本文基于莫尔-库仑模型和Vesic圆孔扩张理论法,分别对圆柱体、球体、组合体、椭球体假设下的串囊式充气锚杆的扩大段进行计算分析。并将计算结果与试验得到的实测值进行对比。结果表明:四种形状假设中椭球体的形状假设理论值与实测值的误差最小,仅为8.35%。通过拟合试验数据,并引入与端阻力和侧摩阻力有关的两个系数对承载力公式进行修正,得到了抗拔承载力的经验公式。     

Metabolomics techniques applied in the investigation of phenolic acids from the agro-industrial by-product of Carapa guianensis Aubl

Processing of Carapa guianensis seeds to obtain oil on an industrial scale generates a significant amount of by-product, approximately 66% w/w, which is called cake and is a potential source of biomolecules, including simple phenolic structures. For this reason, studies were carried out on the chemical profiles of hydrolyzed extract from this agro-industrial by-product through High Performance Thin-Layer Chromatography (HPTLC) and Gas Chromatography coupled to Mass Spectrometry (GC–MS). These techniques were used to detect metabolic classes and/or groups, and to identify, for the first time, thirteen simple phenolic acids in this by-product. The sample antioxidant capacity was determined by methods of 2,2-diphenyl-1-picrylhydrazyl (DPPH)and 2,2′-azino-bis(3-ethylbenzothiazoline-6-sulfonic acid) diammonium salt (ABTS⁺) radicals direct sequestration. The hydrolyzed fraction showed a total of 63.47% in the relative abundance of the total of compounds, standing out: p-hydroxybenzoic acid (39.19%) and protocatechuic acid (3,4-dihydroxybenzoic acid) (5.62%), both from hydroxybenzoic acids and 3-(3,4-dihydroxyphenyl)lactic acid, (7.76%) hydroxycinnamic acids derivatives. In these results, the fraction rich in simple phenolic acids was obtained, attributing the prominent behavior of this matrix antioxidant activity, expressed by (IC₅₀: of 16.42 µg/mL and 6.52 µg/mL for DPPH and ABTS⁺ radicals, respectively). The research demonstrated an alternative to applicability that involves sustainability from agro-industrial. These techniques were used to detect metabolic classes and/or groups, and to identify, for the first time, thirteen simple phenolic acids in this by-product, generating a process capable of converting biomass into a bioproduct, consisting of bioactive compounds, in addition to adding value to the industrial chain.     

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.     

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.     

Parabolic Capacity and Soft Measures for Nonlinear Equations

We first introduce, using a functional approach, the notion of capacity related to the parabolic p-Laplace operator. Then we prove a decomposition theorem for measures (in space and time) that do not charge the sets of null capacity. We apply this result to prove existence and uniqueness of renormalized solutions for nonlinear parabolic initial boundary-value problems with such measures as right-hand side.     

Differentiability of the Value Function of Nonclassical Optimal Growth Models

We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions.     

Efficient Sequential Quadratic Programming Implementations for Equality-Constrained Discrete-Time Optimal Control

Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N ³. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction.     

一类经典”秘书问题”的推广

”秘书问题”在最优停时理论的发展中曾起过重要作用 ,实际中的一类问题与”秘书问题”有类似之处 ,但比”秘书问题”更复杂 .本文将经典”秘书问题”进行推广 ,建立了一类比经典”秘书问题”更有实际意义的模型 ,并给出了该类模型的解 .     

Optimal purchase and advertising for a product with immediate sale start

Summary We consider the problem of maximizing the discounted net profit of a firm which purchases a quantity of some product at a given time and afterwards advertises and sells the product progressively. We distinguish among the three possibilities of assuming the final time to be either fixed, or bounded, or free. In all cases, after stating the problem in the optimal control theory framework, we prove the existence of an optimal solution and characterize it using the Maximum Principle necessary conditions. Furthermore, we prove that the convexity of the purchase cost function is a sufficient condition for the uniqueness of the optimal solution. Partially supported by MURST.