A note on repeated games with non-monotonie value

We show that even when the information structure is independent of the state of nature, the value of then-stage zero-sum game with incomplete information is not necessarily monotonie with respect to the length of the game. More precisely, we give an example of such ann-stage game in whichV ₁ >V ₂ <V ₃.I am very grateful to Ehud Lehrer who introduced this question to me.     

四参数双原子分子势阱中相对论粒子的束缚态

给出了具有四参数双原子分子势型标量势与矢量势的Klein-Gordon方程和Dirac方程的s波束缚态解. 关键词： 四参数双原子分子势 Klein-Gordon方程 Dirac方程 束缚态     

Various methods of reconstruction of a cavity in an orthotropic layer

Direct and inverse problems of oscillations of an anisotropic layer with a cylindrical cavity of an arbitrary cross-sectional shape under the action of a load applied to the layer surface are considered. An asymptotic approach to solving these problems with cavities of small relative sizes is proposed. Numerical results of solving direct and inverse problems are presented. __________ Translated from Prikladnaya Mekhanika i Tekhnicheskaya Fizika, Vol. 50, No. 3, pp. 181–189, May–June, 2009.     

A continuous model of the dynamical systems capable to memorise multiple shapes

This paper proposes the novel approach to the mathematical synthesis of continuous self-organising systems capable to memorise and restore own multiple shapes defined by means of functions of single spatial variable or parametric models in two-dimensional space. The model is based on the certain universal form of the integral operator with the kernel representing the system memory. The technique for memorising shapes uses the composition of singular kernels of integral operators. The whole system is described by the potential function, whose minimisation leads to the non-linear dynamics of shape reconstruction by integro-differential non-linear equations with partial derivatives. The corresponding models are proposed and analysed for both parametric and non-parametric shape definitions. Main features of the proposed model are considered, and the results of numerical simulation are shown in case of three shapes memorising and retrieval. The proposed model can be used in theory of smart materials, artificial intelligence and some other branches of non-linear sciences where the effect of multiple shapes memorising and retrieval appears as the core feature.     

Undetected error probability of q-ary constant weight codes

In this paper, we introduce a new combinatorial invariant called q-binomial moment for q-ary constant weight codes. We derive a lower bound on the q-binomial moments and introduce a new combinatorial structure called generalized (s, t)-designs which could achieve the lower bounds. Moreover, we employ the q-binomial moments to study the undetected error probability of q-ary constant weight codes. A lower bound on the undetected error probability for q-ary constant weight codes is obtained. This lower bound extends and unifies the related results of Abdel-Ghaffar for q-ary codes and Xia-Fu-Ling for binary constant weight codes. Finally, some q-ary constant weight codes which achieve the lower bounds are found.      

保险赔付中的最优对冲策略

本文对带有付费过程$A_t$的保险公司在金融市场$(S_t,Q_t,B_t)$上通过购买股票$S_t$、兑换外币$Q_t$以及购买无风险资产$B_t$的投资过程而采取的最优投资策略, 使保险公司所面临的风险最小进行探讨. 利用Galtchouk-Kunita-Watanabe分解定理将风险表达式重新表达, 从而找到保险公司所能采取的风险最小的最优对冲策略. 文中举出一个具有现实性意义的例子将文章的重要结论加以应用, 使本文更具有应用价值.     

The Transmission Problem of Viscoelastic Waves

In this paper we consider the transmission problem of viscoelastic waves. That is, we study the wave propagations over materials consisting of elastic and viscoelastic components. We show that for this types of materials the dissipation produced by the viscoelastic part is strong enough to produce exponential decay of the solution, no matter how small is its size. We also show that the linear model is well posed.     

Quasi-Newton acceleration for equality-constrained minimization

Optimality (or KKT) systems arise as primal-dual stationarity conditions for constrained optimization problems. Under suitable constraint qualifications, local minimizers satisfy KKT equations but, unfortunately, many other stationary points (including, perhaps, maximizers) may solve these nonlinear systems too. For this reason, nonlinear-programming solvers make strong use of the minimization structure and the naive use of nonlinear-system solvers in optimization may lead to spurious solutions. Nevertheless, in the basin of attraction of a minimizer, nonlinear-system solvers may be quite efficient. In this paper quasi-Newton methods for solving nonlinear systems are used as accelerators of nonlinear-programming (augmented Lagrangian) algorithms, with equality constraints. A periodically-restarted memoryless symmetric rank-one (SR1) correction method is introduced for that purpose. Convergence results are given and numerical experiments that confirm that the acceleration is effective are presented. This work was supported by FAPESP, CNPq, PRONEX-Optimization (CNPq / FAPERJ), FAEPEX, UNICAMP.     

Parameter identification problem for the equation of motion of membrane with strong viscosity

The parameter identification problem of constant parameters in the equation of membrane with strong viscosity is studied. The problem is formulated by a minimization of quadratic cost functionals by distributive measurements. The existence of optimal parameters and necessary optimality conditions for the parameters are proved.