复迭代映射z_(n 1)= c的 广义Mandelbrot集研究

研究了复迭代映射ｚ（ｎ＋１）＝／ｚｎｍ＋ｃ的广义Ｍａｎｄｅｌｂｒｏｔ集,指出其关于实轴是对称的,并且具有ｍ＋１次的旋转对称性,得出周期轨道的稳定性条件及一周期轨道的稳定区域的边界方程．利用逃逸时间算法和周期点查找的算法构造Ｍａｎｄｅｌｂｒｏｔ集,可以更清楚地了解Ｍａｎｄｅｌｂｒｏｔ集的结构．     

带有控制-状态混合约束的时滞Volterra型积分系统的最优控制问题

对带有控制-状态混合约束的一类受控时滞Volterra型积分系统,导出了其最优控制的一组必要条件和一组充分条件．     

Pole placement controllers for linear time-delay systems with commensurate point delays

This paper investigates the exact and approximate spectrum assignment properties associated with realizable output-feedback pole-placement type controllers for single-input single-output linear time-invariant time-delay systems with commensurate point delays. The controller synthesis problem is discussed through the solvability of a set of coupled diophantine equations of polynomials. An extra complexity is incorporated to the above design to cancel extra unsuitable dynamics being generated when solving the above diophantine equations. Thus, the complete controller tracks any arbitrary prefixed (either finite or delaydependent) closed-loop spectrum. However, if the controller is simplified by deleting the above mentioned extra complexity, then the robust stability and approximated spectrum assignment are still achievable for a certain sufficiently small amount of delayed dynamics. Finally, the approximate spectrum assignment and robust stability problems are revisited under plant disturbances if the nominal controller is maintained. In the current approach, the finite spectrum assignment is only considered as a particular case to the designer‘s choice of a (delay-dependent) arbitrary spectrum assignment objective.     

一类中立型时变非线性控制系统的镇定与控制

本文利用专著（１）￣（３）中的有关方法,讨论了一类具有滞后的中立型时变非线性控制系统的镇定与次优控制问题,得出了滞后量与非线性项的估计公式,并推广了文（４）,（５）的结果。     

The interior proximal extragradient method for solving equilibrium problems

In this article we present a new and efficient method for solving equilibrium problems on polyhedra. The method is based on an interior-quadratic proximal term which replaces the usual quadratic proximal term. This leads to an interior proximal type algorithm. Each iteration consists in a prediction step followed by a correction step as in the extragradient method. In a first algorithm each of these steps is obtained by solving an unconstrained minimization problem, while in a second algorithm the correction step is replaced by an Armijo-backtracking linesearch followed by an hyperplane projection step. We prove that our algorithms are convergent under mild assumptions: pseudomonotonicity for the two algorithms and a Lipschitz property for the first one. Finally we present some numerical experiments to illustrate the behavior of the proposed algorithms.     

Gap Functions for Equilibrium Problems

The theory of gap functions, developed in the literature for variational inequalities, is extended to a general equilibrium problem. Descent methods, with exact an inexact line-search rules, are proposed. It is shown that these methods are a generalization of the gap function algorithms for variational inequalities and optimization problems.     

随机交通均衡配流模型及其等价的变分不等式问题

本文讨论了交通网络系统的随机用户均衡原理的数学表述问题.在路段出行成本是流量的单调函数的较弱条件下,对具有固定需求和弹性需求的模式,首次证明了随机均衡配流模型可表示为一个变分不等式问题,同时也说明了该变分不等式问题与相应的互补问题以及一个凸规划问题之间的等价关系.     

具外部扰动的变时滞不确定奇异系统的滑动模态控制

研究了含有多个变时滞的不确定奇异系统的滑动模态问题.该系统相比文献中已研究的系统更为复杂,具有多个变时滞,且分别含有匹配和不匹配的外部扰动项.通过对系统进行等价分解化为两个子系统,对分解后的系统进行切换函数的设计,再通过定义Lyapunov函数得到使得系统的滑模运动渐近稳定的充分条件.由此证明了所设计的滑模控制率能够保证状态轨迹在优先时间内被驱动到指定的切换面上且保持运动.设计过程简单,且结果以线性矩阵不等式呈现,相比文献中已有的结论更易于实现.最后通过例子验证结论的正确性.     

一类二阶常微分方程初值问题的无穷多解性

应用分离变量法,得到了一类二阶微分方程初值问题存在无穷多个非负解的充分必要条件,并给出了所有的无穷多个非负解．。     

Mean–variance portfolio and contribution selection in stochastic pension funding

In this paper we study the problem of simultaneous minimization of risks, and maximization of the terminal value of expected funds assets in a stochastic defined benefit aggregated pension plan. The risks considered are the solvency risk, measured as the variance of the terminal fund’s level, and the contribution risk, in the form of a running cost associated to deviations from the evolution of the stochastic normal cost. The problem is formulated as a bi-objective stochastic problem of mean–variance and it is solved with dynamic programming techniques. We find the efficient frontier and we show that the optimal portfolio depends linearly on the supplementary cost of the fund, plus an additional term due to the random evolution of benefits.