On a class of scalar variational inequalities with measure data

We consider a class of variational inequalities defining the so-called hysteresis play operator. We propose a new approach to discontinuous BV-solutions based on measure theoretical arguments, which enable us to infer the existence of solutions as a simple consequence of the classical theory. In this way, we generalize a recent result where only continuous BV-solutions were studied. We also provide a representation formula which allows to deduce the continuity of the play operator from general theorems on hysteresis operators.     

Hilbert–Pachpatte type general integral inequalities

In this article we present very general weighted Hilbert–Pachpatte type integral inequalities. These are regarding ordinary derivatives and fractional derivatives of Riemann–Liouiville and Canavati types. Also regarding general derivatives of Widder type and linear differential operators. Our results apply to continuous functions and some to integrable functions.     

Output feedback guaranteed cost control of uncertain linear discrete systems with interval time-varying delays

This paper deals with output feedback guaranteed cost control problem for a general class of uncertain linear discrete delay systems, where the state and the observation output are subjected to interval time-varying delay. The proposed output feedback controller uses the observation measurement to exponentially stabilize the closed-loop system and guarantee an adequate level of system performance. By constructing a set of augmented Lyapunov–Krasovskii functionals, a delay-dependent condition for the robust output feedback guaranteed cost control is established in terms of linear matrix inequalities (LMIs). Three numerical examples are provided to demonstrate the efficiency of the proposed method.     

Harvest planning in the Brazilian sugar cane industry via mixed integer programming

This work addresses harvest planning problems that arise in the production of sugar and alcohol from sugar cane in Brazil. The planning is performed for two planning horizons, tactical and operational planning, such that the total sugar content in the harvested cane is maximized. The tactical planning comprises the entire harvest season that averages seven months. The operational planning considers a horizon from seven to thirty days. Both problems are solved by mixed integer programming. The tactical planning is well handled. The model for the operational planning extends the one for the tactical planning and is presented in detail. Valid inequalities are introduced and three techniques are proposed to speed up finding quality solutions. These include pre-processing by grouping and filtering the distance matrix between fields, hot starting with construction heuristic solutions, and dividing and sequentially solving the resulting MIP program. Experiments are run over a set of real world and artificial instances. A case study illustrates the benefits of the proposed planning.     

复合Poisson 模型带比例与固定交易费用的最优分红与注资

研究了复合Poisson 模型带比例与固定费用的最优分红与注资问题. 每次分红与注资时, 存在比例及固定的交易费用. 通过控制分红与注资的时刻以及分红及注资量,实现破产前分红减注资的折现期望的最大化. 由于存在固定交易费用, 问题为一个脉冲控制问题. 根据问题的参数不同, 问题的解可分为两大类. 一类解为只进行最优分红不需要注资, 而另一类情况需要注资. 需要注资时, 最优注资策略由最优注资上界以及最优注资下界描述. 当赤字小于最优注资下界的绝对值时, 进行注资. 最后, 在理赔为指数分布时明确地给出了两类共七种最优策略以及值函数的形式. 从而彻底地解决了该问题.     

Robust estimation in inverse problems via quantile coupling

In this article we consider a sequence of hierarchical space model of inverse problems.The underlying function is estimated from indirect observations over a variety of error distributions including those that are heavy-tailed and may not even possess variances or means.The main contribution of this paper is that we establish some oracle inequalities for the inverse problems by using quantile coupling technique that gives a tight bound for the quantile coupling between an arbitrary sample p-quantile and a normal variable,and an automatic selection principle for the nonrandom filters.This leads to the data-driven choice of weights.We also give an algorithm for its implementation.The quantile coupling inequality developed in this paper is of independent interest,because it includes the median coupling inequality in literature as a special case.     

Critical sets of eigenfunctions of the Laplacian

We give an upper bound for the (n−1)$(n-1)$-dimensional Hausdorff measure of the critical set of eigenfunctions of the Laplacian on compact analytic n$n$-dimensional Riemannian manifolds. This is the analog of a result on the nodal set of eigenfunctions by H. Donnelly and C. Fefferman.     

Efficient rare-event simulation for perpetuities

We consider perpetuities of the form

D=_B1exp(_Y1)+_B2exp(_Y1+_Y2)+?,$D=B_{1}exp\left(Y_1\right)+B_{2}exp(Y_1+Y_2)+?\text{,}$

where the _Yj$Y_j$’s and _Bj$B_j$’s might be i.i.d. or jointly driven by a suitable Markov chain. We assume that the _Yj$Y_j$’s satisfy the so-called Cramér condition with associated root _θ∗∈(0,∞)${\theta }_{\ast }\in (0,\infty )$ and that the tails of the _Bj$B_j$’s are appropriately behaved so that D$D$ is regularly varying with index _θ∗${\theta }_{\ast }$. We illustrate by means of an example that the natural state-independent importance sampling estimator obtained by exponentially tilting the _Yj$Y_j$’s according to _θ∗${\theta }_{\ast }$ fails to provide an efficient estimator (in the sense of appropriately controlling the relative mean squared error as the tail probability of interest gets smaller). Then, we construct estimators based on state-dependent importance sampling that are rigorously shown to be efficient.