连续对策之判断下的最优策略集

本文引进连续对策上的判断块、判断准确、判断下的最优策略集等概念，得到了如下几个主要结果：1.判断下的最优策略集是一个局部凸空间的非空有界闭凸集；2.两个判断下的最优策略集相等的充要条件是这两个判断位于同一判断块中；3.若局中人判断准确，则在一次性对策下不论他使用此判断下的那一个最优策略（不论是纯的还是混合的），都可无风险地取得最优赢得。     

约束折扣半马氏决策规划

本文研究约束折扣半马氏决策规划问题，即在一折扣期望费用约束下，使折扣期望报酬达最大的约束最优问题，假设状态集可数，行动集为紧的非空Ｂｏｒｅｌ集，本文给出了ｐ－约束最优策略的充要条件，证明了在适当的假设条件下必存在ｐ－约束最优策略。     

改进的多目标规划遗传算法

本讨论了[1]中多目标规划遗传算法存在的缺陷，并提出了相应改进策略．这些策略包括：引进精粹策略，杂交限制，终止条件，个体表示改进等方面，利用这些策略使算法能克服终止准则和小生境聚集的缺陷，使得算法能更快的收敛到Pareto最优解集同时又有好有分布的Pareto最优解集．     

从树型集上最优停止问题到一般偏序集上最优停止问题

本文讨论了树型集上与偏序集上最优停止问题两者间的关系，证明了最优策略与最优控制变量的一一对应关系，从而导出最优策略．可在最优控制变量中取到．     

受约束的非平稳期望总报酬模型

本文考虑的是状态空间和行动空间均为一般集的受约束的平稳望总报酬模型，首先证明了随机策略类及最优策略类的紧性，然后，利用引入Ｌａｇｒａｎｇｅ乘子的技巧，在放弃通常的对期望费用的强约束假设下，用拓扑分析的方法，证明了约束最优策略的存在性，从而即推广了无约束的Ｅｒｉｋｊ Ｂａｌｄｅｒ（１９９２）的模型，又改进了Ｌｉｎｌ Ｓｅｎｎｏｔｔ的结果。     

一般决策模型最优策略的结构

本文讨论了[1]中所定义的正规一般决策模型DM的最优策略的结构。证明了在假设C下,任一策略π为最优策略的充要条件是:其几乎处处可表示为所有确定性强最优策略的一个凸组合。     

非平稳MDP平均模型及其算法

本文考虑的是Ｈｉｎｄｅｒｅｒ提出的状态空间和行动空间均业般集的非平稳ＭＤＰ平均模型，利用扩大状态空间的方法，建立了此模型的最优方程，并给出了最优方程有解及蜞 最优策略存在的条件，从最优方程出发，用概率的方法证明了最优策略的存在性，最后还提供了此模型的值迭代算法及其收敛性证明，从而推广了Ｓｍｉｔｈ。Ｌ．Ｌａｓｓｅｒｅ，Ｂ「３」及Ｌａｒｍａ＾「６」等的主要结果。     

离散偏序集上的最优停点和最优策略

本文将[1]中定理1的一致有界性条件减弱到A~ 条件并首次得到了偏序集上最优停点和最优策略的充要条件.     

Borel状态空间非平稳MDP的平均方差准则

本文考虑具有 Ｂｏｒｅｌ状态空间和行动空间非平稳 ＭＤＰ的平均方差准则．首先,在遍历条件下,利用最优方程,证明了关于平均期望目标最优马氏策略的存在性．然后,通过构造新的模型,利用马氏过程的理论,进一步证明了在关于平均期望目标是最优的一类马氏策略中,存在一个马氏策略使得平均方差达到最小．作为本文的特例还得到了 Ｄｙｎｋｉｎ Ｅ． Ｂ．和 Ｙｕｓｈｋｅｖｉｃｈ Ａ． Ａ．及 Ｋｕｒａｎｏ Ｍ．等中的主要结果．     

报酬无界的平均准则马氏决策过程

本文对可数状态集、非空决策集、报酬无界的平均准则马氏决策过程，提出了一组新的条件，在此条件下存在（ε）最优平稳策略，且当最优不等式中的和有定义时最优不等式也成立。     

Convex semi-infinite games

This paper introduces a generalization of semi-infinite games. The pure strategies for player I involve choosing one function from an infinite family of convex functions, while the set of mixed strategies for player II is a closed convex setC inR ⁿ. The minimax theorem applies under a condition which limits the directions of recession ofC. Player II always has optimal strategies. These are shown to exist for player I also if a certain infinite system verifies the property of Farkas-Minkowski. The paper also studies certain conditions that guarantee the finiteness of the value of the game and the existence of optimal pure strategies for player I.Many thanks are due to the referees for their detailed comments.     

Zero-sum stochastic games with average payoffs: New optimality conditions

In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions in some previous literatures fail to hold.     

Necessary conditions in stochastic linear quadratic problems and their applications

Stochastic linear quadratic optimal control problems are considered. A unified approach is proposed to treat the necessary optimality conditions of closed-loop optimal strategies and open-loop optimal controls. Notice that the former notion does not rely on initial wealth, while the later one does. Our conclusions of closed-loop optimal strategies are directly derived by suitable variational methods, the approach to which is different from [12], [11]. Moreover, the necessary conditions for closed-loop optimal strategies happen to be sufficient which takes us by surprise. Finally, two applications are given as illustration.     

On a noisy-silent-versus-silent duel with equal accuracy functions

This paper deals with the noisy-silent-versus-silent duel with equal accuracy functions. Player I has a gun with two bullets and player II has a gun with one bullet. The first bullet of player I is noisy, the second bullet of player I is silent, and the bullet of player II is silent. Each player can fire their bullets at any time in [0, 1] aiming at his opponent. The accuracy function ist for both players. If player I hits player II, not being hit himself before, the payoff of the duel is +1; if player I is hit by player II, not hitting player II before, the payoff is –1. The optimal strategies and the value of the game are obtained. Although optimal strategies in past works concerning games of timing does not depend on the firing moments of the players, the optimal strategy obtained for player II depends explicitly on the firing moment of player I's noisy bullet.     

A Mean-variance Problem in the Constant Elasticity of Variance (CEV) Mo del

In this paper, we focus on a constant elasticity of variance (CEV) model and want to find its optimal strategies for a mean-variance problem under two con-strained controls: reinsurance/new business an...     

Continuity of optimal control in differential games and certain properties of weakly and strongly convex functions

In the first part of the paper, the equivalence of Lipschitzian differentiability of a function and a set of conditions of weak convexity and weak concavity of this function is proved, as well as sufficient conditions for the continuous dependence of the saddle point on a strongly convex-concave function of a parameter are given. In the second part, it is proved that the value function of a game is smooth and the optimal positional and programmed strategies of the players are continuous in zero-sum nonlinear differential games with strongly convex-concave Lagrangian. Translated fromMatematicheskie Zametki, Vol. 66, No. 6, pp. 816–839 December, 1999.     

The almost chebyshev property in linear semi-infinite programming

We consider a linear semi-infinite programming problem where the index set of the constraints is compact and the constraint functions are continuous on it. The set of all continuous functions on this index set as right hand sides are the parameter set. We investigate how large various unicity sets are.We state a condition on the objective function vector and the “matrix” of the problem which characterizes when the set of a parameters with a non-unique optimal point is a set of the first Baire category in the solvability set. This is the case if and only if the unicity set is a dense subset of the solvability set. Under the same assumptions it is even true that the interior of the strong unicity set is I also dense. If the index set of the constraints contains a dense subset with the property that each point1 is a G ₈-set, then the parameters of the strong unicity set, such that the optimal point satisfies the linear independence constraint qualification, are also dense.

We apply our results to a characterization of a unique continuous selection for the optimal set I mapping and to a one-sided L ₁-approximation problem     

集群搜索-规避对抗对策的概念和性质

讨论了集群搜索-规避对抗对策的概念，明确了对策双方的策略与最优策略的定义，给出了对策的支付函数及对策的解，讨论了最优策略及对策值的存在性。