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.     

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.     

Academic maturity of students in an extended programme in mathematics

ABSTRACT

This paper focuses on the students who are registered in the University of Pretoria’s academic development programme, named the Four-year Programme (FYP). The programme was introduced as a gateway for students who are underprepared but have the potential to succeed and then continue their studies into the mainstream science programmes. Our research focuses on measuring the change in the academic maturity of these students. In the theoretical framework that we developed, academic maturity is subdivided into two components namely non-subject based maturity and subject based maturity (mathematical maturity). This paper focuses on measuring non-subject based academic maturity. The survey used for this purpose is called the Student Academic Readiness Survey (STARS), taken at the beginning of the year and after the first semester respectively. The results of the surveys are compared to measure the change in students’ views. Results show that in all constructs there is a surprising decline in students’ perceptions regarding their own abilities over the first semester at university. We use the Dunning–Kruger effect to explain this unexpected decline, in that students seem to develop a more realistic view of their own maturity, which in itself can be seen as a growth in academic maturity.     

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,…     

Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

关于混合型多项式Hammerstein积分方程正解迭代求法

本文给出了混合型多项式Ｈａｍｍｅｒｓｔｅｉｎ积分方程正解的迭代求法，并将所得结果应用到二阶非线性常微分方程的边值问题     

SINGULAR PERTURBATION OF BOUNDARY VALUE PROBLEM FOR NONLINEAR HIGHER ORDER ORDINARY DIFFERENTIAL EQUATIONS INVOLVING TWO SMALL PARAMETERS

The singularly perturbed boundary value problem for nonlinear higher order ordinary differential equation involving two small parameters has been considered. Under appropriate assumptions, for the three cases:ε/μ2→0(μ→0),μ2/ε→0 (ε→0) andε=μ2, the uniformly valid asymptotic solution is obtained by using the expansion method of two small parameters and the theory of differential inequality.     

西部开发中能源配置模型的研究

开发西部丰富的能源资源,解决东部地区能源紧缺的矛盾,是东西部经济合作、优势互补、东西联动双赢战略研究的一项重要课题.在国家投资主体和市场经济条件下,以能源消费效益最大为目标,建立了基于边际效益均衡的能源空间配置优化模型;兼顾经济效益与环境效益的能源部门配置优化模型.结果显示,各地区、部门要获得更多的能源,就必须提高能源的使用效率,提高能源消费的边际效益,降低污染排放水平.     

Banach空间二阶非线性微分方程的弱Carathéodory解

本文定义了二阶微分方程的弱 Carathéodory解 ,在不涉及紧型条件的情形下 ,直接用迭代法证明了 Banach空间二阶非线性常微分方程两点边值问题存在唯一解 ,并给出逼近解迭代序列的误差估计 ,对周期边值问题得到类似的结果