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.     

Estimation of the Sorption Activity of Silver Nanoparticles on Biodegradable Fibers of Natural and Artificial Origin

Russian Physics Journal - The specific features of the sorption activity of silver nanoparticles (AgNPs) on biodegradable polymers of natural (collagen) and artificial (polyamide 6.6) origin have...     

An interval branch and bound method for global Robust optimization

In this paper, we design a Branch and Bound algorithm based on interval arithmetic to address nonconvex robust optimization problems. This algorithm provides the exact global solution of such difficult problems arising in many real life applications. A code was developed in MatLab and was used to solve some robust nonconvex problems with few variables. This first numerical study shows the interest of this approach providing the global solution of such difficult robust nonconvex optimization problems.

     

Piecewise Monotonicity for Unary Functions in o-Stable Groups

Algebra and Logic - Unary functions definable in o-stable ordered groups of nonvaluational type are studied. Such functions are proved to be piecewise monotone and continuous.     

Application of Synchrotron Radiation to Analyze the Friction-Induced Structural and Phase Transformations of Chrome-Nickel Austenitic Steel

Russian Physics Journal -     

Superquantiles at Work: Machine Learning Applications and Efficient Subgradient Computation

Set-Valued and Variational Analysis - R. Tyrell Rockafellar and his collaborators introduced, in a series of works, new regression modeling methods based on the notion of superquantile (or...     

New Cases of Homogeneous Integrable Systems with Dissipation on Tangent Bundles of Four-Dimensional Manifolds

Doklady Mathematics - The integrability of certain classes of homogeneous dynamical systems on the tangent bundles of four-dimensional manifolds is shown. The force fields involved in the systems...     

Stability Issues in Two-Dimensional Mathematical Models of Plasma Equilibrium in Magnetic Galathea Traps

Differential Equations - Galathea traps for confining plasma in a magnetic field created by current-carrying conductors immersed in the plasma volume constitute a promising class of objects for...     

The Interference of Magnetoelastic Waves in an Yttrium Iron Garnet Film

Physics of the Solid State - The interference of excited and received by current antennae magnetoelastic waves counterpropagating in an yttrium iron garnet film is experimentally studied. It is...     

Photoemission of Picosecond Electron Bunches with Large Charge in RF Guns

Physics of Atomic Nuclei - Emission of short electron bunches with high charge in RF guns is considered. The emission mechanism in the case of picosecond laser pulses and the presence of a strong...