The Hamiltonian Index of a Graph

 It is proved that the hamiltonian index of a connected graph other than a path is less than its diameter which improves the results of P. A. Catlin etc. [J. Graph Theory 14 (1990) 347–364] and M. L. Sarazin [Discrete Math. 134(1994)85–91]. Nordhaus-Gaddum's inequalities for the hamiltonian index of a graph are also established. Received: July 17, 1998 Final version received: September 13, 1999     

一类四阶Hamilton算子特征值的代数指标

研究了一类四阶Hamilton算子H_A特征值的代数指标问题.根据算子A与Hamilton算子H_A的关系,讨论了Hamilton算子H_A特征值的几何重数,代数指标及代数重数.最后结合例子说明其结果的有效性.     

On a certain class of linear Hamiltonian maps

We discovered a certain class of linear Hamiltonian maps which are defined by explicit time dependent Hamiltonian functions. Our method is the analogy of Moser's construction in 1986, although it is not so difficult, but we think the results are new.

     

Variational Calculus and Approximate Solution of Optimal Control Problems

Variational calculus is a differential process whereby Taylor series expansions can be developed on a term-by-term basis. Therefore, it can be used to obtain the equations which must be solved for the various-order terms arising from the application of regular perturbation theory to problems involving a small parameter. Variational calculus is summarized and applied to the approximate analytical solution of the optimal control problem. First, the various-order equations are obtained directly for a particular problem. Then, assuming that the zeroth-order solution is almost good enough, the equations for the first-order correction are obtained for the general optimal control problem and applied to the particular problem. The first-order solution is the same as the neighboring extremal for the given value of the parameter.     

The Optimal Control of a Train

We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.     

一类线性奇异摄动最优控制问题的渐近解

研究了一类线性奇异摄动最优控制问题的空间对照结构,讨论了初始点固定,终端自由的情形.首先根据变分法得到了一阶最优性条件,其次运用退化最优控制问题的解证明了异宿轨道的存在性,从而结合奇异摄动理论证明了原问题空间对照结构解的存在性.进一步根据解的结构,利用边界层函数法构造了奇异摄动最优控制问题一致有效的形式渐近解.最后,通...     

Stability Analysis of Optimal Control Systems via Liapunov Method

§１．　ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅｓｅｃｏｎｄｍｅｔｈｏｄｏｆＬｉａｐｕｎｏｖｎｅｅｄｎｏｔｓｏｌｖｅｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓ,ｂｕｔｉｔｃａｎｄｉｒｅｃｔｌｙｇｉｖｅｓｔａｂｉｌｉｔｙｉｍｆｏｒｍａｔｉｏｎｏｆｓｙｓｔｅｍｅｑｕｉｌｉｂｒｉｕｍｓｔａｔｅｂｙｃｏｎｓｔｉｔｕｔｉｎｇＬｉａｐｕｎｏｖｆｕｎｃｔｉｏｎ．Ｉｔｉｓｖｅｒｙｕｓｅｆｕｌｆｏｒｔｈｏｓｅｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓｗｈｉｃｈｃａｎｎｏｔｅａｓｉｌｙｂｅｓｏｌｖｅｄ．Ｆｏｒｇｅｎｅｒａｌｓ…     

具有早期活化储备的可修复系统稳态解的最优控制

针对具有早期活化储备的可修复系统的模型,以范数指标泛函作为衡量系统可控性的标准,利用Banch空间理论讨论系统稳态解达到预期概率分布的最优控制问题.     

Asymptotic Solution of a Boundary-Value Problem for Linear Singularly-Perturbed Functional Differential Equations Arising in Optimal Control Theory

The Hamiltonian boundary-value problem, associated with a singularly-perturbed linear-quadratic optimal control problem with delay in the state variables, is considered. A formal asymptotic solution of this boundary-value problem is constructed by application of the boundary function method. The justification of this asymptotic solution is done. The asymptotic solution of the Hamiltonian boundary-value problem is constructed and justified assuming boundary-layer stabilizability and detectability.     

基于Copula-TGARCH模型的股指期货最佳套期保值比研究

本文基于一种新的Copula-TGARCH模型估计股指期货的最佳套期保值比,根据现货和期货收益率序列不同的尾部相依性,用不同的Copula函数形式(Gumbel,Clayton,Gaussian)拟合两者的相关性,并与其它的动态套期保值模型(ECM-CCC-GARCH和ECM-DVEC-GARCH)比较其套期保值的有效性。通过对香港恒生指数现货和期货的实证分析发现:无论样本期内、外,Copula-TGARCH模型的套期保值效果均优于其它模型,而基于非对称Gumbel Copula的套期保值比最佳。     

New Proofs of Monotonicity of Period Function for Cubic Elliptic Hamiltonian

In [1] S.-N. Chow and J. A. Sanders proved that the period function is monotone for elliptic Hamiltonian of degree 3. In this paper we significantly simplify their proof, and give a new way to prove this fact, which may be used in other problems.     

辛映射与Hamilton控制系统

给定等价辛流形 ,即辛同态或形变等价的辛流形 ,研究了建立在这些辛流形上的Hamilton控制系统之间的一些性质的联系 ,诸如 (局部 )能观测性 ,强可接近性 ,(拟 )极小性等 .而且 ,利用Cort啨ｓ介绍的 (弱 )外等价系统的概念 ,给出使得两个Hamilton控制系统是辛同态的一个充分条件     

Optimal Solution of a Bottleneck Problem with State Delay

Two computational procedures for solving a class of bottleneck problems with state delay are presented. The first one uses a direct computation scheme for the solution of the continuous-time problem, while the second one is obtained by discretizing the continuous-time problem using piecewise constant controls on small intervals. Examples show that these two approaches agree.     

具有内部构造安全保障体系的冗余机器系统稳态解的最优控制

讨论了两不同部件并联的具有内部构造安全保障体系的冗余机器系统稳态解的最优控制.     

两不同部件并联可修系统稳态解的最优控制

针对修复时间服从任意分布的两不同部件并联可修系统的模型,以泛数指标泛函作为衡量系统可控性的标准,利用Banach空间理论讨论了系统稳态解达到预期概率分布的最优控制问题,给出了其最优解的存在唯一性.     

Numerical Schemes for Discontinuous Value Functions of Optimal Control

In this paper we explain that various (possibly discontinuous) value functions for optimal control problem under state-constraints can be approached by a sequence of value functions for suitable discretized systems. The key-point of this approach is the characterization of epigraphs of the value functions as suitable viability kernels. We provide new results for estimation of the convergence rate of numerical schemes and discuss conditions for the convergence of discrete optimal controls to the optimal control for the initial problem.     

国民经济消费与积累的最优解研究

最优经济增长问题一直是经济控制论中讨论的主要问题，这方面已有不少献积累。本提出了一个新的最优控制充分性条件，从一个新的角度用一种新的方法对最优经济增长问题进行了研究分析。     

随机递归最优控制和混合最优控制问题

对随机递归最优控制问题即代价函数由特定倒向随机微分方程解来描述和递归混合最优控制问题即控制者还需 决定最优停止时刻, 得到了最优控制的存在性结果. 在一类等价概率测度集中,还给出了递归最优值函数的最小和最大数学期望.     

在常规故障和临界人为错误条件下具有易损坏存储部件并联可修系统稳态解中p_0的最优控制

讨论了两个部件并联和一个储备部件,并且具有临界认为错误和故障的可修系统稳态解中p_0的最优控制问题.