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.     

Formal proofs of operator identities by a single formal computation

A formal computation proving a new operator identity from known ones is, in principle, restricted by domains and codomains of linear operators involved, since not any two operators can be added or composed. Algebraically, identities can be modelled by noncommutative polynomials and such a formal computation proves that the polynomial corresponding to the new identity lies in the ideal generated by the polynomials corresponding to the known identities. In order to prove an operator identity, however, just proving membership of the polynomial in the ideal is not enough, since the ring of noncommutative polynomials ignores domains and codomains. We show that it suffices to additionally verify compatibility of this polynomial and of the generators of the ideal with the labelled quiver that encodes which polynomials can be realized as linear operators. Then, for every consistent representation of such a quiver in a linear category, there exists a computation in the category that proves the corresponding instance of the identity. Moreover, by assigning the same label to several edges of the quiver, the algebraic framework developed allows to model different versions of an operator by the same indeterminate in the noncommutative polynomials.     

Fluid‐structure coupling of linear elastic model with compressible flow models

Cavitation erosion is caused in solids exposed to strong pressure waves developing in an adjacent fluid field. The knowledge of the transient distribution of stresses in the solid is important to understand the cause of damaging by comparisons with breaking points of the material. The modeling of this problem requires the coupling of the models for the fluid and the solid. For this purpose, we use a strategy based on the solution of coupled Riemann problems that has been originally developed for the coupling of 2 fluids. This concept is exemplified for the coupling of a linear elastic structure with an ideal gas. The coupling procedure relies on the solution of a nonlinear equation. Existence and uniqueness of the solution is proven. The coupling conditions are validated by means of quasi‐1D problems for which an explicit solution can be determined. For a more realistic scenario, a 2D application is considered where in a compressible single fluid, a hot gas bubble at low pressure collapses in a cold gas at high pressure near an adjacent structure.