基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

von Neumann’s trace inequality for Hilbert–Schmidt operators

von Neumann’s inequality in matrix theory refers to the fact that the Frobenius scalar product of two matrices is less than or equal to the scalar product of the respective singular values. Moreover, equality can only happen if the two matrices share a joint set of singular vectors, and this latter part is hard to find in the literature. We extend these facts to the separable Hilbert space setting, and provide a self-contained proof of the “latter part”.     

Could chroman-4-one derivative be a better inhibitor of PTR1? – Reason for the identified disparity in its inhibitory potency in Trypanosoma brucei and Leishmania major

Most notable Kinetoplastids are of the genus Trypanosoma and Leishmania, affecting several millions of humans in Africa and Latin America. Current therapeutic options are limited by several drawbacks, hence the need to develop more efficacious inhibitors. An investigation to decipher the mechanism behind greater inhibitory potency of a chroman-4-one derivative (compound 1) in Trypanosoma brucei pteridine reductase 1 (TbPTR1) and Leishmania major pteridine reductase 1 (LmPTR1) was performed. Estimation of ΔG_bind revealed that compound 1 had a greater binding affinity in TbPTR1 with a ΔG_bind value of −49.0507 Kcal/mol than −29.2292 Kcal/mol in LmPTR1. The ΔGbind in TbPTR1 were predominantly contributed by “strong” electrostatic energy compared to the “weak” van der Waals in LmPTR1. In addition to this, the NADPH cofactor contributed significantly to the total energy of TbPTR1. A characteristic weak aromatic π interaction common in PTR1 was more prominent in TbPTR1 than LmPTR1. The consistent occurrence of high-affinity conventional hydrogen bond interactions as well as a steady interaction of crucial active site residues like Arg14/Arg17, Ser95/Ser111, Phe97/Phe113 in TbPTR1/LmPTR1 with chroman-4-one moiety equally revealed the important role the moiety played in the activity of compound 1. Overall, the structural and conformational analysis of the active site residues in TbPTR1 revealed them to be more rigid than LmPTR1. This could be the mechanism of interaction TbPTR1 employs in exerting a greater potency than LmPTR1. These findings will further give insight that will be assistive in modifying compound 1 for better potency and the design of novel inhibitors of PTR1.     

基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

ESTIMATING EXTREME-VALUE INDEX FROM RECORDS

1.IntroductionLet{X.,n21}beasequenceoflidry'swithanondegeneratedistributionfunctionF(x).Supposethereexistsomeconstantsan>0,b.6RandsomeacERsuchthatwhereG.standsforoneoftheextremevaluedistributions:Heretheindex7ERisarealparameter(interpret(1 box)--'/ryase--"for7~0).Theestimationoftheextreme-valueindex7isveryimportantbothintheextremevaluetheoryandinpractice.Manystatistics,suchasHillestimator(forcaseac>0),PickandsestimatorandDekkers-EinmahLdeHaan'smomentestimatorwhicharebasedonafinitesample,…     

Boundedness of commutators on homogeneous Herz spaces

The boundedness on homogeneous Herz spaces is established for a large class of linear commutators generated by BMO(R ⁿ ) functions and linear operators of rough kernels which include the Calderón-Zygmund operators and the Ricci-Stein oRfiUatory singular integrals with rough kernels. Project supponed in pan by the National h’atural Science Foundation of China (Grant No. 19131080) and the NEDF of China.     

Spectra and Transport in Almost Periodic Dimers

We study spectral properties of discrete Schrödinger operators with potentials obtained via dimerization of a class of aperiodic sequences. It is shown that both the nature of the autocorrelation measure of a regular sequence and the presence of generic (full probability) singular continuous spectrum in the hull of primitive and palindromic (four block substitution) potentials are robust under dimerization. Generic results also hold for circle potentials. We illustrate these results with numerical studies of the quantum mean square displacement as a function of time. The numerical techniques provide a very fast algorithm for the time evolution of wave packets.     

An M/G/1 Retrial Queueing System with Two-Phase Service and Preemptive Resume

An M/G/1 retrial queueing system with additional phase of service and possible preemptive resume service discipline is considered. For an arbitrarily distributed retrial time distribution, the necessary and sufficient condition for the system stability is obtained, assuming that only the customer at the head of the orbit has priority access to the server. The steady-state distributions of the server state and the number of customers in the orbit are obtained along with other performance measures. The effects of various parameters on the system performance are analysed numerically. A general decomposition law for this retrial queueing system is established.