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121.
??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation. 相似文献
122.
在本文中,我们讨论了非线性常微分方程y"=a0|x|αy3 a1|x|βy2 α2|x|γy α3|x|δ振荡解的渐近表示.在这个方程中将α0,α,α1,β,α2,γ,α3,δ分别换成0,0,6,0,0,0,sgn(x),1就是著名的第一类Painleve方程,而将α0,α,α1,β,α2,γ,α3,δ分别换成2,0,0,0,sgn(x),1,α0,就是著名的第二类Painleve方程.当α0,α,α1,β,α2,γ,α3,δ分别换成-β/3γ,0,0,0,1/γ,1,α,0时,可用于组合KdV方程孤立子解的化简. 相似文献
123.
讨论了刚性常微分方程组(1)的解析解和数值解,给出了解的一般形式和应用该算法的数值例子. 相似文献
124.
Differential algebraic equations with after-effect 总被引:4,自引:0,他引:4
C. T. H. Baker C. A. H. Paul H. Tian 《Journal of Computational and Applied Mathematics》2002,140(1-2):63-80
In this paper, we are concerned with the solution of delay differential algebraic equations. These are differential algebraic equations with after-effect, or constrained delay differential equations. The general semi-explicit form of the problem consists of a set of delay differential equations combined with a set of constraints that may involve retarded arguments. Even simply stated problems of this type can give rise to difficult analytical and numerical problems. The more tractable examples can be shown to be equivalent to systems of delay or neutral delay differential equations. Our purpose is to highlight some of the complexities and obstacles that can arise when solving these problems, and to indicate problems that require further research. 相似文献
125.
本文研究了一个二阶微分方程的解及其振动性质,利用它获得了一般二阶自共轭方程的振动性判别准则,特别对其中一类二阶微分方程的振动性给出了定量的判别方法.推广了E.Hille的工作,使E.Hille的研究结论成为本文结果的极特殊的情形,同时对一类具有“积分小”系数或可化为具有“积分小”系数的二阶微分方程的振动性与非振动性给出了简便、精确的判别方法. 相似文献
126.
Jaume GINE 《数学学报(英文版)》2006,22(6):1613-1620
The centers of the polynomial differential systems with homogeneous polynomials have been studied for the degrees s = 2, 3, 4, 5. for s = 2, 3, and partially classified for s = 4, 5. In this paper we recall and we give new centers for s = 6, 7 a linear center perturbed by They are completely classified these results for s = 2, 3, 4, 5, 相似文献
127.
改进了张维迎对地区间竞争与国有企业民营化的分析,给出了经营者的剩余索取份额对竞争性的连续依赖关系:国有企业若要降低成本,就必须参与市场竞争,随着市场竞争的加强,国有企业经营者的剩余索取份额应该逐渐增大,而当市场竞争水平超过某一阈值,国有企业经营者拥有全部剩余索取权是最优的. 相似文献
128.
A. S. Belenky 《Mathematical and Computer Modelling》2002,36(11-13)
Two games of interacting between a coalition of players in a marketplace and the residual players acting there are discussed, along with two approaches to fair imputation of gains of coalitions in cooperative games that are based on the concepts of the Shapley vector and core of a cooperative game. In the first game, which is an antagonistic one, the residual players try to minimize the coalition's gain, whereas in the second game, which is a noncooperative one, they try to maximize their own gain as a coalition. A meaningful interpretation of possible relations between gains and Nash equilibrium strategies in both games considered as those played between a coalition of firms and its surrounding in a particular marketplace in the framework of two classes of n-person games is presented. A particular class of games of choosing partners and forming coalitions in which models of firms operating in the marketplace are those with linear constraints and utility functions being sums of linear and bilinear functions of two corresponding vector arguments is analyzed, and a set of maximin problems on polyhedral sets of connected strategies which the problem of choosing a coalition for a particular firm is reducible to are formulated based on the firm models of the considered kind. 相似文献
129.
An initial-value method is given for second-order singularly perturbed boundary-value problems with a boundary layer at one endpoint. The idea is to replace the original two-point boundary value problem by two suitable initial-value problems. The method is very easy to use and to implement. Nontrivial text problems are used to show the feasibility of the given method, its versatility, and its performance in solving linear and nonlinear singularly perturbed problems.This work was supported in part by the Consiglio Nazionale delle Ricerche, Contract No. 86.02108.01, and in part by the Ministero della Pubblica Istruzione. 相似文献
130.
提出一种关于求解常微线性系统的离散波形松驰方法的新的加速收敛技巧。通过对系统矩阵A的分裂,该技巧使迭代矩阵((zI M)^-1N)具有理想的较小谱半径。在LU分解的基础上给出了一个迭代算法以及用该法与Gauss-Seidel方不垢敛速进行比较的数值例子。 相似文献