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.     

Optimal Harvesting in an Age-Structured Predator–Prey Model

We investigate optimal harvesting control in a predator–prey model in which the prey population is represented by a first-order partial differential equation with age-structure and the predator population is represented by an ordinary differential equation in time. The controls are the proportions of the populations to be harvested, and the objective functional represents the profit from harvesting. The existence and uniqueness of the optimal control pair are established.     

光码分多址系统中光学相关接收机判决阈值的分析

介绍了光码分多址系统中常用地址码（一维扩时码、二维码和三维码）的特点，并对它们各自的互相关均值和方差进行了理论分析。基于非相干光码分多址系统中光学相关接收机的基本原理，结合不同的用户地址码，对系统误码率性能进行了分析，得到了接收机最佳判决阈值与地址码基本特性参数和系统同时用户数间的关系。最后，给出了数值仿真结果。结果表明，对于采用特定地址码的光码分多址系统，只有选择合适的接收机判决阈值，系统的误码率性能才能达到最佳。研究结果对光码分多址系统中接收机判决阈值的选取具有一定的参考作用。     

Optimal Control of Non-well-posed Heat Equations

This work is concerned with Pontryagin＇s maximum principle of optimal control problems governed by some non-well-posed semilinear heat equations. A type of approach to the non-well-posed optimal control problem is given.     

Differentiability of the Value Function of Nonclassical Optimal Growth Models

We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions.     

Efficient Sequential Quadratic Programming Implementations for Equality-Constrained Discrete-Time Optimal Control

Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N ³. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction.     

一类经典”秘书问题”的推广

”秘书问题”在最优停时理论的发展中曾起过重要作用 ,实际中的一类问题与”秘书问题”有类似之处 ,但比”秘书问题”更复杂 .本文将经典”秘书问题”进行推广 ,建立了一类比经典”秘书问题”更有实际意义的模型 ,并给出了该类模型的解 .     

Optimal purchase and advertising for a product with immediate sale start

Summary We consider the problem of maximizing the discounted net profit of a firm which purchases a quantity of some product at a given time and afterwards advertises and sells the product progressively. We distinguish among the three possibilities of assuming the final time to be either fixed, or bounded, or free. In all cases, after stating the problem in the optimal control theory framework, we prove the existence of an optimal solution and characterize it using the Maximum Principle necessary conditions. Furthermore, we prove that the convexity of the purchase cost function is a sufficient condition for the uniqueness of the optimal solution. Partially supported by MURST.     

PACKING PAIRS BY QUINTUPLES:THE CASE OF ZERO CONGRUENCE MOD 4

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