Maximum principle for control problems with uncertain horizon and variable discount rate

We consider an optimal control problem in which the time horizon is a random variable and the discount factor may depend on the past state and control values. This problem combines features of controlled piecewise deterministic processes and recursive utility maximization. Applying a simple transformation and a refined version of Halkin's proof of the maximum principle for optimal control problems on unbounded time intervals (Ref. 1), we obtain the maximum principle for the problem under consideration. Our assumptions are weaker than those of related results in the literature.This research was supported by a grant from the Austrian Science Foundation, Vienna, Austria.     

非线性系统的高阶迭代学习控制算法

本文对一般非线性系统,提出了三种高阶迭代学习控制算法:(Ⅰ)u_(h 1)=sum from j=1 to r(P_ju_(k-j 1) Г_je_(h-j 1));(Ⅱ)u_(k 1)=sum from j=1 to r(P_ju_(k-j 1) F_je_(k-j 1));(Ⅲ)u_(k 1)=sum from j=1 to r{P_ju_(k-j 1) (Г_j F_jd/(dt))e_(k-j 1)},其中u_(k 1)=u_(k 1)(t)表示系统第k 1次运行时的输入;e_k=y_k-y_d;y_d是系统所期望的输出;y_k是系统第k次运行时的输出;P_j,Г_j,F_j(j=1,…,r)是常数阵;进而给出了比较弱的收敛性条件。     

在无机盐和阴离子表面活性剂存在下2-(5-溴-2-噻唑偶氮)-5-二乙氨基苯甲酸与镍显色反应的研究

本文合成了新显色剂2-(5-溴-2-噻唑偶氮)-5-二乙氨基苯甲酸(简称5-Br-TAEB),利用光度法测定了试剂的三级质子化常数,研究了它与镍显色反应的最佳条件,同时对表面活性剂及无机盐的作用机理进行了初步探讨。实验结果表明,在NaCl和NaDS存在下,pH=5.0～8.0范围内,5-Br-TAEB与镍形成稳定的蓝色络合物,络合比为Ni~(2+):5-Br-TAEB=1:2,摩尔吸光系数ε_(642)=1.23×10~5 SL·mol~(-1)·cm~(-1)。镍浓度在0～10μg/25ml范围内服从比尔定律,方法用于铝合金中镍的测定,结果满意。     

Quadratic assignment problems

This paper surveys quadratic assignment problems (QAP). At first several applications of this problem class are described and mathematical formulations of QAPs are given. Then some exact solution methods and good heuristics are outlined. Their computational behaviour is illustrated by numerical results. Further recent results on the asymptotic probabilistic behaviour of QAPs are outlined.     

On a class of optimum problems in structural design

The paper deals with the existence of solutions for a class of optimal design problems. The notion of relaxation of an integral functional with respect toG-convergence is introduced, and a general integral representation theorem is obtained for the relaxed functional. For a particular class of functionals, this integral representation is computed explicitly.This work has been realized in a National Research Project in Mathematics supported by the Ministero della Pubblica Istruzione (Italy).     

通信网络动态优化与控制研究

引入现代控制科学,建立了一般通信网络的状态控制模型与目标控制模型,利用庞特李亚金极大值原理,研究通信网络最优控制的基本条件、本质意义与一般实现途径,证明了哈密尔顿函数协状态变量稳定解的性质及其在通信网动态优化与控制中的作用与地位。     

区间上平顶单峰扩张自映射的周期轨道

设ｔ（０＜ｔ＜１）是一个常数，ｎ≥３是奇数，ｍ≥０及ｋ≥１是整数，Ｐ０（ｘ）＝ｘ－１，Ｐｉ（ｘ）＝（ｘ２ｉ－１－１）Ｐｉ－１（ｘ）（ｉ≥１），ｒｍｎ（ｔ）及ｒｋ（ｔ）分别是方程Ｐｍ（ｘ）（ｘ２ｍｎ－２ｘ２ｍ（ｎ－２）－１）－ｔ（ｘ２ｍｎ－１）（ｘ２ｍ＋１）＝０及Ｐｋ－１（ｘ）－ｔ（ｘ２ｋ－１＋１）＝０在（１，＋∞）上的唯一实根，ｆ是闭区间Ｉ＝［０，１］上的峰顶区间长度为ｔ的平顶单峰扩张自映射．本文证明了，若ｆ的扩张常数λ≥ｒｍｎ（ｔ）（或＞ｒｋ（ｔ）），，则ｆ有２ｍｎ（或２ｋ）周期点．此外，本文还指出，当１＜λ＜ｒｍｎ（ｔ）（或≤ｒｋ（ｔ）时，在Ｉ上存在着具有扩张常数λ及峰顶区间长度ｔ却无２ｍｎ（或２ｋ）周期点的平顶单峰扩张自映射     

On parallel asynchronous high-order solutions of parabolic PDEs

In achieving significant speed-up on parallel machines, a major obstacle is the overhead associated with synchronizing the concurrent processes. This paper presents high-orderparallel asynchronous schemes, which are schemes that are specifically designed to minimize the associated synchronization overhead of a parallel machine in solving parabolic PDEs. They are asynchronous in the sense that each processor is allowed to advance at its own speed. Thus, these schemes are suitable for single (or multi) user shared memory or (message passing) MIMD multiprocessors. Our approach is demonstrated for the solution of the multidimensional heat equation, of which we present a spatial second-order Parametric Asynchronous Finite-Difference (PAFD) scheme. The well-known synchronous schemes are obtained as its special cases. This is a generalization and expansion of the results in [5] and [7]. The consistency, stability and convergence of this scheme are investigated in detail. Numerical tests show that although PAFD provides the desired order of accuracy, its efficiency is inadequate when performed on each grid point.In an alternative approach that uses domain decomposition, the problem domain is divided among the processors. Each processor computes its subdomain mostly independently, while the PAFD scheme provides the solutions at the subdomains' boundaries. We use high-order finite-difference implicit scheme within each subdomain and determine the values at subdomains' boundaries by the PAFD scheme. Moreover, in order to allow larger time-step, we use remote neighbors' values rather than those of the immediate neighbors. Numerical tests show that this approach provides high efficiency and in the case which uses remote neighbors' values an almost linear speedup is achieved. Schemes similar to the PAFD can be developed for other types of equations [3].This research was supported by the fund for promotion of research at the Technion.     

论经理人员工作效益的滞后性

效益滞后是经理人员工作的基本性质，文章以信息经济学为理论基础，并采用信息论的方法对经理人员工作效益滞后性的内在原因和机制进行了深入的探讨，然后用控制论的方法对决策滞后系统建模，并作进一步分析。     

中立型线性控制系统的最优控制

本文将就形如　的中立型线性控制系统进行深入讨论，给出此类系统的最优控制的最大值原理，并举例说明这一重要结论在经济管理系统中的应用。