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离散边界条件系统的最优控制 总被引:1,自引:0,他引:1
研究离散边界条件系统的最优控制问题,给出了最优控制存在的必要条件,证明了此类系统最优控制仍有最大值原理成立。 相似文献
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In economic order quantity models without backordering, both the stock cost of each unit quantity and the order cost of each cycle are characterized as independent fuzzy variables rather than fuzzy numbers as in previous studies. Based on an expected value criterion or a credibility criterion, a fuzzy expected value model and a fuzzy dependent chance programming (DCP) model are constructed. The purpose of the fuzzy expected value model is to find the optimal order quantity such that the fuzzy expected value of the total cost is minimal. The fuzzy DCP model is used to find the optimal order quantity for maximizing the credibility of an event such that the total cost in the planning periods does not exceed a certain budget level. Fuzzy simulations are designed to calculate the expected value of the fuzzy objective function and the credibility of each fuzzy event. A particle swarm optimization (PSO) algorithm based on a fuzzy simulation is designed, by integrating the fuzzy simulation and the PSO algorithm. Finally, a numerical example is given to illustrate the feasibility and validity of the proposed algorithm. 相似文献
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本文研究Banach空间上标量型谱系统的双侧能控、能观性,给出了判别条件;并研究了标量型谱系统的同构问题。 相似文献
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考虑到我国证券交易过程中许多限制性的规定及现实投资者并非完全理性的决策行为,给出了概率准则组合投资的收益-损失风险双目标整数规划模型。通过证券收益经验分布,应用分层抽样的随机模拟,结合禁忌算法,设计禁忌模拟混合智能优化算法TSII,进行概率准则模型求解。分层抽样保证抽样遍布搜索空间,有效刻画收益分布的“高峰厚尾”,避免禁忌搜索路径往返重复,克服禁忌搜索对初始解的较强依赖性。算法同时使用禁忌表与希望表,将分散搜索与集中搜索相结合,增强禁忌算法的并行处理能力,提高了寻优效率与精度。最后,给出一个投资组合实证分析算例的收益-损失风险有效前沿。 相似文献
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木文研究非线性广义系统的解的存在性问题,利用微分方程和微分包含的生存理论,给出了非线性广义系统解存在的条件. 相似文献
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应用中心流形对一类含有二次和三次非线性项的Duffing系统降维,并数值模拟出其分岔图及Lyapunov指数图,对其进行分析,进一步研究其稳定性及分岔特性. 相似文献