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81.
We deal with the differential conditions for local optimality. The conditions that we derive for inequality constrained problems
do not require constraint qualifications and are the broadest conditions based on only first-order and second-order derivatives.
A similar result is proved for equality constrained problems, although the necessary conditions require the regularity of
the equality constraints. 相似文献
82.
为了研究排球比赛中的二传最优过程 ,本文基于决策论的理论和方法建立了排球二传最优过程的数学模型 .通过对模型的分析研究分别给出了最大概率准则和最大期望准则下的最优传球方式 .本文所得到的结果对排球队的训练和比赛有一定的指导意义 . 相似文献
83.
84.
On the properties of solutions to the Goursat-Darboux problem with boundary and distributed controls
N. I. Pogodaev 《Siberian Mathematical Journal》2007,48(5):897-912
We consider a control system described by the Goursat-Darboux equation. The system is controlled by distributed and boundary controls. The controls are subject to the constraints given as multivalued mappings with closed, possibly nonconvex, values depending on the phase variable. Alongside the initial constraints, we consider the convexified constraints and the constraints whose values are the extreme points of the convexified constraints. We study the questions of existence of solutions and establish connections between the solutions under various constraints. 相似文献
85.
Global existence and blow-up of solutions to a parabolic system with nonlocal sources and boundaries 总被引:2,自引:0,他引:2
Ling-hua KONG~ 《中国科学A辑(英文版)》2007,50(9):1251-1266
This paper deals with a semi-linear parabolic system with nonlinear nonlocal sources and nonlocal boundaries.By using super-and sub-solution techniques,we first give the sufficient conditions that the classical solution exists globally and blows up in a finite time respectively,and then give the necessary and sufficient conditions that two components u and v blow up simultaneously.Finally,the uniform blow-up profiles in the interior are presented. 相似文献
86.
General limit theorems are established for l~p-valued Gaussian random fields indexed by a multidimensional parameter,which contain both almost sure moduli of continuity and limits of large increments for the l~p-valued Gaussian random fields under(?)explicit conditions. 相似文献
87.
In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed
using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying
the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch.
Anal., 2007, to appear).
Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants.
In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott
et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified
adjoint process. A stochastic minimum principle is established. 相似文献
88.
Wing-Sum Cheung Patricia J.Y. Wong 《Journal of Mathematical Analysis and Applications》2007,329(2):851-869
We consider a system of focal boundary value problems where the nonlinearities may be singular in the independent variable and may also be singular in the dependent arguments. Using Schauder fixed point theorem, we establish criteria such that the system of boundary value problems has at least one fixed-sign solution. 相似文献
89.
T. Roubíček 《Journal of Optimization Theory and Applications》2007,132(1):41-50
Existence of a Nash equilibrium in a noncooperative game governed by the one-dimensional Burgers equation, proposed in the
case of pointwise controls in Ref. 1, is proved under data qualifications that guarantee the diffusion term in the Burgers’
equation to be dominant enough with respect to the uniform convexity of the payoffs.
This work was partly supported by Grants 201/03/0934 (GA čR) and MSM 0021620839 (MšMT čR). Inspiring discussions with Angel
M. Ramos are acknowledged. 相似文献
90.
Alexandre N. Carvalho German Lozada-Cruz 《Journal of Mathematical Analysis and Applications》2007,325(2):1216-1239
We obtain existence of asymptotically stable nonconstant equilibrium solutions for semilinear parabolic equations with nonlinear boundary conditions on small domains connected by thin channels. We prove the convergence of eigenvalues and eigenfunctions of the Laplace operator in such domains. This information is used to show that the asymptotic dynamics of the heat equation in this domain is equivalent to the asymptotic dynamics of a system of two ordinary differential equations diffusively (weakly) coupled. The main tools employed are the invariant manifold theory and a uniform trace theorem. 相似文献