Optimal Investment Strategies for an Insurer with SAHARA Utility

In this paper, we consider the optimal investment strategy which maximizes the utility of the terminal wealth of an insurer with SAHARA utility functions. This class of utility functions has non-monotone absolute risk aversion, which is more flexible than the CARA and CRRA utility functions. In the case that the risk process is modeled as a Brownian motion and the stock process is modeled as a geometric Brownian motion, we get the closed-form solutions for our problem by the martingale method for both the constant threshold and when the threshold evolves dynamically according to a specific process. Finally, we show that the optimal strategy is state-dependent.     

Effect of the subdivision strategy on convergence and efficiency of some global optimization algorithms

We investigate subdivision strategies that can improve the convergence and efficiency of some branch and bound algorithms of global optimization. In particular, a general class of so called weakly exhaustive simplicial subdivision processes is introduced that subsumes all previously known radial exhaustive processes. This result provides the basis for constructing flexible subdivision strategies that can be adapted to take advantage of various problem conditions.     

动力系统的稳定化问题

In this paper, we are concerned with the problem of stabilization for autonomous dynamical systems. We use theories in Liapunov stability and Lasalle stability theory and show that system (H) is stabilizable.     

线性方程组通解并行数值方法

1预备知识 线性方程组消息传递MIMD算法是20世纪90年代至今的活跃课题，但尚无此问题 的通用有效算法发表.用!.}.}表示矩阵列分块划分，记AX=b为[AI司.定理1、2是文 {l]、[s]成果综述和推广. 定理i[‘]设有线性方程组!e}己l，e〔尺”“m，d〔R”“‘，rank(e)=r.当且仅当rank(!     

加热炉热过程动态操作数学模型

根据加热炉生产特点,建立了钢坯加热过程的动态操作数学模型,分析了待轧时间变化时炉内钢坯温度分布情况。并针对加热炉待轧的灰色性,采用多目标灰色局势决策方法,得出了相应合理的待轧优化控制策略。模拟结果表明:该方法具有良好的动态性能,适合于在线控制。     

The design of molecules containing planar tetracoordinate carbon

A novel preference for planar tetracoordination was observed over the conventional tetrahedral arrangement in a new series of C₅H₂, C₅H₄, C₅H₄^1+/2+ and related compounds. The stability of these molecules is assessed with the ring-opening barriers, HOMO-LUMO gap, singlet-triplet energy differences and nucleus independent chemical shift values.     

Bioengineering functional copolymers. III. Synthesis of biocompatible poly[(N‐isopropylacrylamide‐co‐maleic anhydride)‐g‐poly(ethylene oxide)]/poly(ethylene imine) macrocomplexes and their thermostabilization effect on the activity of the enzyme penicillin G acylase

Stimuli‐responsive poly[(N‐isopropylacrylamide‐co‐maleic anhydride)‐g‐poly(ethylene oxide)]/poly(ethylene imine) macrobranched macrocomplexes were synthesized by (1) the radical copolymerization of N‐isopropylacrylamide and maleic anhydride with α,α′‐azobisisobutyronitrile as an initiator in 1,4‐dioxane at 65 °C under a nitrogen atmosphere, (2) the polyesterification (grafting) of prepared poly(N‐isopropylacrylamide‐co‐maleic anhydride) containing less than 20 mol % anhydride units with α‐hydroxy‐ω‐methoxy‐poly(ethylene oxide)s having different number‐average molecular weights (M_n = 4000, 10,000, or 20,000), and (3) the incorporation of macrobranched copolymers with poly(ethylene imine) (M_n = 60,000). The composition and structure of the synthesized copolymer systems were determined by Fourier transform infrared, ¹H and ¹³C NMR spectroscopy, and chemical and elemental analyses. The important properties of the copolymer systems (e.g., the viscosity, thermal and pH sensitivities, and lower critical solution temperature behavior) changed with increases in the molecular weight, composition, and length of the macrobranched hydrophobic domains. These copolymers with reactive anhydride and carboxylic groups were used for the stabilization of penicillin G acylase (PGA). The conjugation of the enzyme with the copolymers significantly increased the thermal stability of PGA (three times at 45 °C and two times at 65 °C). © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 1580–1593, 2003     

The dynamics of a two-component fluid in the presence of capillary forces

In the present paper we study the qualitative behavior ast→∞ of the solution of the Cauchy problem for a system of equations describing a dynamics of a two-component viscous fluid. The model under consideration takes into account the mutual diffusion of the fluid components as well as their capillary interaction. We describe the ω-limit set of trajectories of the dynamical system generated by the problem. It is proved that the stationary solution of the problem, is a homogeneous stationary distribution of one of the components, is asymptotically stable. Any other stationary solution is not asymptotically stable and is even unstable if there are no close stationary solutions corresponding to a smaller energy level. Translated fromMatematicheskie Zametki, Vol. 62, No. 2, pp. 293–305, August, 1997. Translated by A. M. Chebotarev     

光致变色多阶游程光存储研究

多阶游程存储是一种不改变光学系统而显著提高光存储容量和数据传输率的新方法.介绍了光致变色多阶游程存储原理和实验系统.提出了基于光致变色原理的多阶游程存储数学模型，该模型反映了记录符反射率与曝光功率、曝光时间之间的非线性关系，并在此基础上确定了光致变色多阶游程存储的写策略.基于650nm光致变色材料进行了4阶游程存储的动态实验.结果表明，实验中采用的650nm光致变色材料可用于多阶游程存储，采用的写策略能够有效地使记录信道线性化，利于采用适合线性系统的信号处理方法. 关键词： 多阶游程 光致变色 光存储 写策略     

PARTIAL VERSUS GENERAL STORAGE POLICY: COMMODITIES AND RESOURCES

This paper examines joint storage considerations when both commodities and resources can be stored, e.g., grain and water for irrigation. Results suggest that when separate agencies control public resource and commodity storage, suboptimal storage rules occur unless (i) each agency is sensitive to the policies of the other, (ii) commodity inventories are adjusted in response to prices, and (iii) resource inventories are adjusted in response to both commodity demand and resource supply conditions. For example, the common case where water storage depends on weather and reservoir conditions alone is not sufficiently general. The results imply that water management agencies that tend to be dominated by engineers and hydrological considerations need to incorporate economic considerations into decision processes.