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81.
In this paper, we consider a nonlinear dynamic system with uncertain parameters. Our goal is to choose a control function for this system that balances two competing objectives: (i) the system should operate efficiently; and (ii) the system’s performance should be robust with respect to changes in the uncertain parameters. With this in mind, we introduce an optimal control problem with a cost function penalizing both the system cost (a function of the final state reached by the system) and the system sensitivity (the derivative of the system cost with respect to the uncertain parameters). We then show that the system sensitivity can be computed by solving an auxiliary initial value problem. This result allows one to convert the optimal control problem into a standard Mayer problem, which can be solved directly using conventional techniques. We illustrate this approach by solving two example problems using the software MISER3. 相似文献
82.
In this paper, we establish the Hölder continuity of solution mappings to parametric vector quasiequilibrium problems in metric spaces under the case that solution mappings are set-valued. Our main assumptions are weaker than those in the literature, and the results extend and improve the recent ones. Furthermore, as an application of Hölder continuity, we derive upper bounds for the distance between an approximate solution and a solution set of a vector quasiequilibrium problem with fixed parameters. 相似文献
83.
Portfolio Selection Problem with Minimax Type Risk Function 总被引:3,自引:0,他引:3
The investor's preference in risk estimation of portfolio selection problems is important as it influences investment strategies. In this paper a minimax risk criterion is considered. Specifically, the investor aims to restrict the standard deviation for each of the available stocks. The corresponding portfolio optimization problem is formulated as a linear program. Hence it can be implemented easily. A capital asset pricing model between the market portfolio and each individual return for this model is established using nonsmooth optimization methods. Some numerical examples are given to illustrate our approach for the risk estimation. 相似文献
84.
85.
In this paper, we introduce the concept of a generalized second-order composed contingent epiderivative for set-valued maps and discuss its relationship to the generalized second-order contingent epiderivative. We also investigate some of its properties. Then, by virtue of the generalized second-order composed contingent epiderivative, we establish a unified second-order sufficient and necessary optimality condition for set-valued optimization problems, which is a generalization of the corresponding results in the literature. 相似文献
86.
Liu Chongyang Gong Zhaohua Teo Kok Lay Wang Song 《Journal of Optimization Theory and Applications》2022,193(1-3):856-876
Journal of Optimization Theory and Applications - This paper considers an optimal control problem governed by nonlinear fractional-order systems with multiple time-varying delays and subject to... 相似文献
87.
In this note, we obtain a sufficient and necessary condition for a point to be a local minimizer of a continuous optimization problem with maximin constraints via the local minimizers of its transformed standard nonlinear optimization problem. 相似文献
88.
Mohd-Ghazali Normah Estellé Patrice Halelfadl Salma Maré Thierry Siong Tng Choon Abidin Ummikalsom 《Journal of Thermal Analysis and Calorimetry》2019,136(2):937-941
Journal of Thermal Analysis and Calorimetry - The method of evaluating the magnetocaloric effect (MCE) and heat capacity of various magnetic samples from calorimetric experiments are presented.... 相似文献
89.
Generalized Invexity and Generalized Invariant Monotonicity 总被引:8,自引:0,他引:8
In this paper, several kinds of invariant monotone maps and generalized invariant monotone maps are introduced. Some examples are given which show that invariant monotonicity and generalized invariant monotonicity are proper generalizations of monotonicity and generalized monotonicity. Relationships between generalized invariant monotonicity and generalized invexity are established. Our results are generalizations of those presented by Karamardian and Schaible. 相似文献
90.
Liouville Action and Weil-Petersson Metric on Deformation Spaces, Global Kleinian Reciprocity and Holography 总被引:3,自引:0,他引:3
We rigorously define the Liouville action functional for the finitely generated, purely loxodromic quasi-Fuchsian group using homology and cohomology double complexes naturally associated with the group action. We prove that classical action – the critical value of the Liouville action functional, considered as a function on the quasi-Fuchsian deformation space, is an antiderivative of a 1-form given by the difference of Fuchsian and quasi-Fuchsian projective connections. This result can be considered as global quasi-Fuchsian reciprocity which implies McMullen's quasi-Fuchsian reciprocity. We prove that the classical action is a Kähler potential of the Weil-Petersson metric. We also prove that the Liouville action functional satisfies holography principle, i.e., it is a regularized limit of the hyperbolic volume of a 3-manifold associated with a quasi-Fuchsian group. We generalize these results to a large class of Kleinian groups including finitely generated, purely loxodromic Schottky and quasi-Fuchsian groups, and their free combinations. 相似文献