Structure of minimizers in linear-quadratic Bolza problems of optimal control

In this paper, we study intersections of extremals in a linear-quadratic Bolza problem of optimal control. The structure of the inter-sections is described. We show that this structure implies the semipositive definiteness of the quadratic cost functional. In addition, we derive necessary and sufficient conditions for the existence of minimizers.     

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??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.     

A locally computed suboptimal control strategy for a class of interconnected systems

In this paper, a locally computed suboptimal control strategy for a class of interconnected systems is introduced. First, optimal statefeedback control equations are derived for a finite-horizon quadratic cost. Then, the control for each subsystem is separated into two portions. The first portion stabilizes the isolated subsystem, and the second portion corresponds to the interactions. To achieve a locally calculable control, an approximation to the optimal control equations is introduced, and two iterative suboptimal control algorithms are developed. In the first algorithm, the initial conditions of subsystems are assumed to be known; in the second algorithm, this information is replaced by statistical distributions. The orders of errors in the iterations of the algorithm and in the suboptimality are given in terms of interconnections. An example with comparisons is also included to show the performance of the approach.     

Working Methods Paper: Critical considerations with respect to the identification of tin species in the environment

Biogeochemical pathways of tin species in the environment are still controversial, e.g. with regard to methylation and transmethylation phenomena, owing to the fact that the identification of methylated tin-compounds is often difficult. The previous tentative identification of a mixed methylbutyltin compound in sediment and biological samples by GC/AAS after hydride generation gave an illustration of this problem. This compound was previously identified in sediments by other authors and also suspected to occur in a contaminated sediment sample from the Boyardville Marina, France. The retention time obtained by GC/AAS corresponded to the actual retention time of a mixed methylbutyltin calibrant. However, additional checks demonstrated that the compound detected was actually monophenyltin. This evidence was produced by a thorough analysis of a selected sediment sample by alternative techniques such as GC/AAS and GC/AES after pentylation, GC/FPD and GC/MS. The results presented highlight the need for a full identification of compounds to avoid mis-interpretation.     

The twist coefficient of periodic solutions of a time-dependent Newton's equation

This paper gives sufficient conditions for the existence of periodic solutions of twist type of a time-dependent differential equation of the second order. The concept of periodic solution of twist type is defined in terms of the corresponding Birkhoff normal form and, in particular, implies that the solution is Lyapunov stable. Some applications to nonlocal problems are given.     

The number of ideals in a quadratic field

LetK be a quadratic Geld, and letR(N) be the number of integer ideals inK with norm at most AT. Letx with conductork be the quadratic character associated withK. Then |R(N)−NL(1,x)|⩽Bk ^50/73 N ^23/73(logN)^461/146 forN ≥Ak, whereA andB are constants. ForN ≥Ak ^c,C sufficiently large, the factork ^50/73 may be replaced by (d(k))^4/73 k ^46/73. Dedicated to the memory of Professor K G Ramanathan     

球约束凸二次规划的一个新算法

首先利用Lagrange对偶 ,将球约束凸二次规划问题转化为无约束优化问题 ,然后运用单纯形法求解无约束优化问题 ,从而获得原问题的最优解     

A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

一个不定方程以及它的实数解

研究了一类不定方程 ,并获得了它的所有实数解     

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension.