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891.
In this paper, a financial market with Markovian switching and inflation is described, and the problem of maximizing expected utility of consumption discounted by inflation is given. Then, by a generalized Itô formula for Markov-modulated processes, the verification theorems of optimal policies are derived. Finally, the optimal consumption and portfolio policies for the constant relative risk aversion utility are given explicitly, and an economic analysis is made by numerical examples. 相似文献
892.
《Numerical Functional Analysis & Optimization》2013,34(5-6):561-575
In this paper, we propose a method of calculating an element of B-differential, also an element of Clarke generalized Jacobian, for a vector-valued maximum function. This calculation is required in many existing numerical methods for the solution of nonsmooth equations and for the nonsmooth optimization. The generalization of our method to a vector-valued smooth composition of maximum functions is also discussed. Particularly, we propose a method of obtaining the set of B-differential for a vector-valued maximum of affine functions. 相似文献
893.
Necessary conditions for optimal control problems with state-control variable inequality constraints are obtained via mathematical programming formulation and functional analysis in Banach space. These conditions are general ones that hold without any constraint qualifications but differentiability. Furthermore, these conditions are shown to be equivalent to the classical result in the presence of the linear independence constraint qualification. 相似文献
894.
Birgit Rudloff 《Applied Mathematical Finance》2013,20(5):437-452
895.
Shu Wang Hisatoshi Sakura Aditya Kasarekar 《Mathematical and Computer Modelling of Dynamical Systems: Methods, Tools and Applications in Engineering and Related Sciences》2013,19(5):501-513
Components in gear pumps usually involve complex geometrical arrangements in order to achieve the desired performance. The use of lumped parametric models is considered the most accurate and effective method for investigation of the associated design issues. In this study, the numerical modelling approach based on the lumped parameters and control volume concepts is reviewed, especially for gear teeth within the meshing zone. To apply the approach to the entire gear pump, control volume concepts are generalized to all gear pockets and flow orifices with some reasonable assumptions. The assumptions include instantaneous angular positions, orifice transitions and imagined control volumes with internal flows. The fluid dynamics and pump performance, which even have the measurement difficulties, can be estimated to investigate and optimize the design parameters of gears by the model. A simulation example and its experimental results of a gear machine are presented to validate the proposed approach in this article. 相似文献
896.
本文主要研究了特征 $p>3$ 的域上的有限维奇 $Hamiltonian$ 李超代数 $HO$ 的偶部到广义 $Witt$李超代数 $W$ 的奇部的负$\mathbb{Z}$-齐次导子. 我们利用 $\mathcal{HO}$ 的生成元集, 通过计算导子在其生成元集上的作用的方法, 首先计算了$\mathbb{Z}$-次数为 $-1$ 的导子, 然后决定了 $\mathbb{Z}$-次数小于 $-1$ 的导子. 相似文献
897.
Let R be a noncommutative prime ring, U be the left Utumi quotient ring of R, and k, m, n, r be fixed positive integers. If there exist a generalized derivation G and a derivation g (which is independent of G) of R such that [G(xm)xn + xng(xm), xr]k = 0, for all x ∈ R, then there exists a ∈ U such that G(x) = ax, for all x ∈ R. As a consequence of the result in the present article, one may obtain Theorem 1 in Demir and Argaç [10]. 相似文献
898.
Let R be a noncommutative prime ring of characteristic different from 2 with Utumi quotient ring U and extended centroid C, and f(x1,…, xn) be a multilinear polynomial over C, which is not central valued on R. Suppose that F and G are two generalized derivations of R and d is a nonzero derivation of R such that d(F(f(r))f(r) ? f(r)G(f(r))) = 0 for all r = (r1,…, rn) ∈ Rn, then one of the following holds:
There exist a, p, q, c ∈ U and λ ∈C such that F(x) = ax + xp + λx, G(x) = px + xq and d(x) = [c, x] for all x ∈ R, with [c, a ? q] = 0 and f(x1,…, xn)2 is central valued on R;
There exists a ∈ U such that F(x) = xa and G(x) = ax for all x ∈ R;
There exist a, b, c ∈ U and λ ∈C such that F(x) = λx + xa ? bx, G(x) = ax + xb and d(x) = [c, x] for all x ∈ R, with b + αc ∈ C for some α ∈C;
R satisfies s4 and there exist a, b ∈ U and λ ∈C such that F(x) = λx + xa ? bx and G(x) = ax + xb for all x ∈ R;
There exist a′, b, c ∈ U and δ a derivation of R such that F(x) = a′x + xb ? δ(x), G(x) = bx + δ(x) and d(x) = [c, x] for all x ∈ R, with [c, a′] = 0 and f(x1,…, xn)2 is central valued on R.
899.
900.