Piecewise Deterministic Markov Control Processes with Feedback Controls and Unbounded Costs

The control of piecewise-deterministic processes is studied where only local boundedness of the data is assumed. Moreover the discount rate may be zero. The value function is shown to be solution to the Bellman equation in a weak sense; however the solution concept is strong enough to generate optimal policies. Continuity and compactness conditions are given for the existence of nonrelaxed optimal feedback controls.     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

技术进步中性假定的一般性

本在分析经济增长的技术进步因素的希克期中性假定的基础上，利用势分析方法提出了中性假定的一般性，并计算了我国改革开放以来技术进步对经济增长贡献率。     

NECESSARY CONDITIONS FOR OPTIMAL CONTROLS OF SEMILINEAR ELLIPTIC VARIATIONAL INEQUALITIES INVOLVING STATE CONSTRAINT

This paper deals with maximum principle for some optimal control problem governed by some elliptic variational inequalities. Some state constraints are discussed. The basic techniques used here are based on those in [1] and a new penalty functional defined in this paper.     

反对称正交对称矩阵反问题

本文讨论一类反对称正交对称矩阵反问题及其最佳逼近．研究了这类矩阵的一些性质，利用这些性质给出了反问题解存在的一些条件和解的一般表达式，不仅证明了最佳逼近解的存在唯一性，而且给出了此解的具体表达式．     

THE CLASSIFICATION AND PERIOD OF STATES FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

This paper is a continuation of [8]. In Section 1, three kinds of communication are introdnced for two states and the relations among them are investigated. In Section 2, two kinds of period of a state are introdnced and it is obtained that the period is a “class property” ,i.e. two states x and y belong to same class implies the period of x is equal to the period of y.     

基于改进遗传算法的布局优化子问题

本针对子问题，构造了布局子问题(关于同构布局等价类)的改进遗传算法。将该算法应用于二维布局优化子问题，数值实验表明该算法能够在很好地保持图元的邻接关系的前提下找到子问题的最优解。由于布局优化问题可分解为有限个子问题，所以利用该算法可以找到整个布局优化问题的全局最优解。     

逆（反）对策问题与“奇门遁甲”预测理论（术）

本文首先提出逆（反）对策这一新问题，给出了数学模型；探讨了“奇门遁甲”预测理论（术）中的数学问题；通过系统分析“专门遁甲”预测过程，可知它的预测过程隐含着一个特殊的逆（反）对策问题；最后指出逆（反）对策问题的广泛存在并给出案例分析．     

Differentiability of the Value Function of Nonclassical Optimal Growth Models

We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions.