基于无记忆状态观测器的多时滞不确定非线性系统的自适应控制

针对一类多时滞不确定非线性系统,研究了基于无记忆状态观测器的自适应控制问题.时滞状态扰动的上界未知,在控制中通过自适应律估计未知参数,并利用估计值设计了不依赖于时滞的无记忆状态观测器和控制器,基于Lyapunov-Krasovskii函数证明了观测误差渐近收敛到零.最后仿真结果说明了该方法的有效性.     

不确定偏好序下的双边匹配博弈

针对带有不确定偏好序的双边匹配问题,现有方法大都仅注重整体收益之和,忽略了参与人的个体收益以及在交互选择中的策略运用.基于最大满意度准则,给出不确定序下的收益（满意度）矩阵的推导过程;然后,从个体理性视角,结合矩阵博弈的思想构建一种兼顾整体和个体收益的博弈匹配优化模型,并证明模型最优解满足纳什均衡.最后,进一步探讨各种策略选择及其优劣分析.     

一个数学期望的几种求解方法

利用概率论方法、测度变换方法、偏微分方程的变量代换法、Green函数法、Fourier变换法,给出了一个期望E(e-r(T-t)(ST-K)+|St=S)的几种求解方法.     

混沌状态下永磁同步发电机的故障诊断——LMI法研究

本文以永磁同步风力发电机为研究对象, 在两相同步旋转坐标系下建立了永磁同步发电机的数学模型. 应用时间尺度和线性仿射变换建立了系统混沌模型, 验证了系统在某些参数和工作条件下会出现混沌运动. 随后在考虑系统不确定性的情况下设计了故障观测器, 在系统发生故障时, 通过所设计的故障观测器能对混沌状态下永磁同步发电机的故障做出准确估计. 仿真结果表明基于线性矩阵不等式方法的故障观测器能够对系统故障做出快速准确的诊断. 关键词： 永磁同步发电机 混沌 非线性不确定系统 故障诊断     

A new control method and its robustness for a class of nonlinear systems

For a class of time-varying nonlinear systems described by the equation , the precalculating control is not available if the input matrixg(x,t) is not invertible. With Lyapunov's second method, a stabilizing controller which makes the system practically stable is constructed in this paper. It is shown that the implementation of this scheme depends on some so-called posi-invertibility conditions forg(x,t). In case the system is partly stable, the method, named part-calculating control, can simplify the on-line computations. Without the assumption that the nominal system is asymptotically stable, the method is applied to the problems of control for the corresponding uncertain system that satisfies the matching condition. When the matching condition is not satisfied, the mismatching control problem is also studied with Lyapunov's second method.This work was supported by the Science Fund of the Chinese Academy of Science.     

Some Useful Integral Representations for Information-Theoretic Analyses

This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact formulas for quantities that involve expectations of the logarithm of a positive random variable. Here, in the same spirit, we derive an exact integral representation (in one or two dimensions) of the moment of a nonnegative random variable, or the sum of such independent random variables, where the moment order is a general positive non-integer real (also known as fractional moments). The proposed formula is applied to a variety of examples with an information-theoretic motivation, and it is shown how it facilitates their numerical evaluations. In particular, when applied to the calculation of a moment of the sum of a large number, n, of nonnegative random variables, it is clear that integration over one or two dimensions, as suggested by our proposed integral representation, is significantly easier than the alternative of integrating over n dimensions, as needed in the direct calculation of the desired moment.     

基于改进VIKOR方法的地震应急物资运输决策问题研究

地震灾害应急救援物资方案的合理选择对与减少人员伤亡,降低灾民的财产损失具有重要影响。本文针对属性权重未知情形下的地震应急物资运输方案决策问题,提出了一种Pythagorean模糊不确定语言与前景理论相结合的改进VIKOR决策方法,即PFUL-PT-VIKOR法。首先,采用Pythagorean模糊不确定语言用于描述和融合专家对地震应急物资运输方案在考虑多种属性影响下的感知信息;其次,利用主客观融合法对属性权重进行求解;然后,提出基于前景理论的改进VIKOR法并得出方案排序;最后,通过算例分析,对所提出方法的有效性和实践性给予验证。结果表明,PFUL-PT-VIKOR模型有助于增强决策专家对不确定突发情景信息感知的知识表示能力,解决属性赋权过于主观或过分依赖样本的困难,并突围了应急决策者隐性心理行为较难定量应用的思维定势,增强了模型的现实适用性,为地震应急物资是否合理运输提供决策支持。     

Closed‐form approximations for spread options in Lévy markets

We provide new closed‐form approximations for the pricing of spread options in three specific instances of exponential Lévy markets, ie, when log‐returns are modeled as Brownian motions (Black‐Scholes model), variance gamma processes (VG model), or normal inverse Gaussian processes (NIG model). For the specific case of exchange options (spread options with zero strike), we generalize the well‐known Margrabe formula (1978) that is valid in a Black‐Scholes model to the VG model under a homogeneity assumption.