概率罐子模型中一种最优设计

基于错误概率达到最小的原则，该文在罐子模型序贯试验中构造了一种渐近最优设计。在这种设计下，不仅能使病员以较多机会分配到较好的处理，而且能使估计量的统计效率在一定意义下达到最优。     

Robust Output Tracking Control of an Uncertain Linear System via a Modified Optimal Linear-Quadratic Method

This study investigates the robust output tracking problem for a class of uncertain linear systems. The uncertainties are assumed to be time invariant and to satisfy the matching conditions. According to the selected nominal parameters, an optimal solution with a prescribed degree of stability is determined. Then, an auxiliary input via the use of an adapting factor, connected to the nominal optimal control, is introduced to guarantee the robustness and prescribed degree of stability for the output tracking control of the uncertain linear systems. This method is very simple and effective and can reject bounded uncertainties imposed on the states. A maglev vehicle model example is given to show its effectiveness.     

SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS

A Kind of direct methods is presented for the solution of optimal control problems with state constraints.These methods are sequential quadratic programming methods.At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and Linear approximations to constraints is solved to get a search direction for a merit function.The merit function is formulated by augmenting the Lagrangian funetion with a penalty term.A line search is carried out along the search direction to determine a step length such that the merit function is decreased.The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadrade programming methods.     

A Characterization of the Optimal p-sum Labellingsof Unit Interval Graphs

1.IntroductionGraphsconsideredinthispaperarefiniteandsimple.FOragraphG,V(G)andE(G)denoteitssetofvenicesandedges,respectively.AbijectionwillbecalledalabellingofG.Letpbeapositiverealnumber.ForagivenlabellingTofagraphG,definethegndiscrepencya.(G,ac)ofTasTheobjectiveoftheminimum-p--sumproblemistofindalabelling7ofagraphGsuchthatac(G,T)isassmallaspossible.ThelabellingTminimizinga.(G,7)iscalledanoptimalHsumlabellingofG.Theminimumvalueiscalledtheminimum-psumofG.ItisshowninI31thattheminimum-…     

用方差定义的激光束横向尺寸的测量

用方差定义的激光束横向尺寸,有着普适、简单和便于利用光学元件并行运算功能的特点.本文提出一种借助改变柱形容器内吸收液浓度来直接测量各种波长激光束横向尺寸的理论和方法.     

Size dependence of self-diffusion in the hard-square lattice gas

A striking size dependence of the mean-square displacement of diffusing particles in the two-dimensional lattice gas of hard squares has been observed by Monte Carlo simulation. It is shown that the size effect is due to the formation of a stable cage structure in small lattices when the particle concentration is high. The formation of cages is governed by a new type of percolation problem related to bootstrap percolation.     

Full-Wave Analyses for a Multi-Layered Microstrip Patch Antenna

This paper describes numerical modelling of a dual band multi-layered microstrip patch antenna operating at 35GHz on an in-house semi-insulating GaAs substrate. The simulated and measured resonant frequencies at both lower and upper resonant frequencies will be compared to check the accuracy of the different numerical modelling techniques.     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

胶体颗粒大小的分布——Ⅱ.物理显影中胶体催化剂颗粒大小的分布函数

本文用对数正态分布对物理显影中常用的Au、Ag及Ag_2s胶体催化剂的颗粒大小的实验分布进行了拟合。理论分布与实验分布的比较表明:本实验条件下制备的十二组胶体溶液其颗粒大小都服从了对数正态分布,并且不依赖于胶体的组成、大小及制备方法。因此,它们很可能遵从了同样的成核成长规律。