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.     

Subset representations and eigenvalues of the universal intertwining matrix

We solve a combinatorial question concerning eigenvalues of the universal intertwining endomorphism of a subset representation.     

Probabilism,entropies and strictly proper scoring rules

Accuracy arguments are the en vogue route in epistemic justifications of probabilism and further norms governing rational belief. These arguments often depend on the fact that the employed inaccuracy measure is strictly proper. I argue controversially that it is ill-advised to assume that the employed inaccuracy measures are strictly proper and that strictly proper statistical scoring rules are a more natural class of measures of inaccuracy. Building on work in belief elicitation I show how strictly proper statistical scoring rules can be used to give an epistemic justification of probabilism.An agent's evidence does not play any role in these justifications of probabilism. Principles demanding the maximisation of a generalised entropy depend on the agent's evidence. In the second part of the paper I show how to simultaneously justify probabilism and such a principle. I also investigate scoring rules which have traditionally been linked with entropies.     

Semilinear wave models with friction and viscoelastic damping

In this paper, we study the global (in time) existence of small data solutions to the Cauchy problem for the semilinear wave equation with friction, viscoelastic damping, and a power nonlinearity. We are interested in the connection between regularity assumptions for the data and the admissible range of exponents p in the power nonlinearity.     

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.     

人工免疫原理在网络入侵检测系统中的研究

文章分析了人工免疫系统的原理,简单建立了一种基于否定选择算法的网络入侵检测系统,引入了一种用于异常事件识别的r-字符块匹配规则,并对规则存在的漏洞进行了分析。     

基于系统矩阵有序实Schur分解的模型降阶

对复杂高阶系统进行模型简化，为研究与设计系统提供了方便的条件。对系统模型的降阶是控制系统设计与仿真工作者的一个重要研究课题，对高阶复杂系统的分析、设计、仿真等具有重要的理论意义和工程实用价值。针对目前比较成熟的基于系统矩阵的有序实Schur分解方法，提出了采用时矩输出拟合来改善降阶系统输出响应逼近程度的改进方法，从而使简化模型具有输出误差更小、计算简便等优点，通过给出的实例仿真证实了这一点。     

基于ARM微处理器的故障记录系统

给出了在普通数据采集基础上的故障记录系统的设计方案,利用ARM微处理器实现了模拟信号较完整的故障波形记录和开关信号的事件顺序记录(SOE)。对LPC2106ARM系列处理器、ADS7871模/数转换器以及数据通信接口等内容进行了讨论,阐述了系统的工作原理、软件处理方式、系统通信。该设计方案电路简单,特别适用于电力系统。     

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,…