二阶积-微分方程奇异边值问题解的存在性

讨论了一类二阶积 微分方程两点边值问题解的存在性。该问题以四阶微分方程两点边值问题为特例。首先在不假设非线性项单调,并允许其有奇性的情况下,利用上下解方法与Schauder不动点定理,获得了二阶Fredholm型积 微分方程两点边值问题解的存在性结果,然后把该结果应用于两端简单支撑的弹性梁的平衡状态模型—四阶微分方程边值问题。     

电力供应链的超网络模型与均衡分析研究

在完全竞争假设下,分析了电力供应链的基本特征,建立了电力供应链的超网络模型,给出了电力供应链的均衡条件.根据变分不等式的基本理论,讨论了电力供应链均衡点的存在性,以及基于修正投影算法的均衡点的求解方法,并以一个实例来验证该方法的正确性及合理性.     

Optimal tracking for bilinear stochastic system driven by fractional Brownian motions

This paper discusses a problem of optimal tracking for a linear control system driven by fractional Brownian motion.An equation is obtained for the linear Markov feedback control.The existence and uniqueness of the solution to the equation are also studied.     

The Property of Solution of a Nonstationary Forest Evolution System

This paper discusses the dynamic characteristics of a nonstationarey forest age structureevolutionary process,and gives the analytic solution of the process.The existence,uniqueness andstability of the solution are discussed.By using the concept of critical proliferation rate,we obtainthe sufficient conditions of the stability of the system.     

基于累积前景理论考虑路网通行能力退化的用户均衡模型

考虑出行者有限理性的特点,以累积前景理论为基础, 建立了考虑路段通行能力退化情况下的用户均衡模型, 并说明了解的存在性. 在数值算例中, 分别采用期望效用理论和累积前景理论进行计算, 对比了两者在描述出行 者路径选择行为上的差异. 结果表明, 累积前景理论能够克服期望效用理论的不足, 更好地描述出行者路径选择的决策过程.     

FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES

In this paper, we use the solutions of forward-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem and the open-loop Nash equilibrium point for nonzero sum differential games problem. We also discuss the solvability of the generalized Riccati equation system and give the linear feedback regulator for the optimal control problem using the solution of this kind of Riccati equation system.     

Analyses of location-price game on networks with stochastic customer behavior and its heuristic algorithm

<正> In this paper,a two-stage model is developed to investigate the location strategy andthe commodity pricing strategy for a retail firm that wants to enter a spatial market with multiplecompetitive facilities,where a competitor firm is already operating as a monopoly with several outlets.Expected market shares are calculated based on the stochastic customer behavior on networks.Theauthors provide a sufficient condition for the existence of equilibrium prices in the price game for thefirst time.The existence and uniqueness of the pure strategy Nash equilibrium price with a specifiedutility function are proved in the subgame.A metaheuristic based on tabu search is proposed tosearch the optimal location-price solution of the model.In addition,the authors provide two numericalexamples to illustrate how to obtain the optimal solution and conduct sensitivity analysis.The analysisshows that the best location decision is robust for the follower firm,price game is more intense whenincomes of consumers are lower or there are more substitution products,and neither chain retail gainsfrom the price competition.     

基于成对组合Logit的多用户多模式随机用户均衡模型

在多用户多模式的交通网络中, 采用考虑成对方案间相关性的成对组合Logit模型, 建立了路径选择满足Wardrop原则, 模式选择满足Logit模型的随机用户均衡模型, 构造了时间价值不同的多种用户类别下, 不同模式间路段阻抗函数满足对称条件时与之等价的数学规划问题, 并证明了所构建的数学规划问题与基于成对组合Logit的多用户多模式随机用户均衡条件的等价性, 进一步证明了模型最优解的存在性和唯一性条件. 最后用一个简单算例表明了所构建的模型的正确性和可行性.     

考虑到达时间感知价值的静态网络均衡模型

实际到达时间的大小直接影响出行感受,从而影响出行者的路径决策.在一个出行时间不确定的网络中,路径的实际到达时间也是不确定的,以偏好到达时间为分界点,本文对实际到达时间所处的可能区域进行了划分,在累积前景理论框架下建立了到达时间感知价值函数,在此基础上假设累积感知价值是由出行收益、出行负效用和到达时间感知价值三部分构成,构建了一个基于累积感知价值的静态网络均衡模型,探讨了均衡解的存在性和唯一性并设计了求解算法.最后,通过两个数值算例分析了模型参数改变对均衡结果的影响.     

不确定性下多目标博弈中弱Pareto-NS均衡的存在性

在已知不确定参数变化范围的假设下, 研究了多目标博弈中弱Pareto-NS均衡点的存在性问题. 首先结合非合作博弈中NS-均衡的定义, 给出不确定性下多目标博弈中弱Pareto-NS均衡的定义. 进一步借助Fan-Glicksberg不动点定理, 证明弱Pareto-NS均衡点的存在性. 最后给出算例, 验证其可行性.     

基于微分变分不等式的再制造闭环供应链网络动态模型

针对一段时间内具有再制造的闭环供应链网络的博弈均衡状态问题,首先利用博弈理论,构建了具有多制造商(再制造商)及多零售商(回收商)的再制造闭环供应链网络动态模型,制造商(再制造商)及零售商(回收商)之间从事微分Nash博弈.然后,利用微分变分不等式的方法得到了制造商(再制造商),零售商(回收商)及整个闭环供应链网络的均衡条件.进而,在正则条件下分析了闭环供应链网络动态模型解的存在性条件.仿真算例验证了模型的合理性和有效性.     

H ∞ filtering for continuous-time systems with pointwise time-varying delay

The problem of H_∞filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper.By applying an innovation analysis in Krein space,a necessary and sufficient condition for the existence of an H_∞filter is derived in two methods:One is the partial differential equation approach,the other is the reorganized innovation analysis approach.The former gives a solution to the proposed H_∞filtering problem in terms of the solution of a partial differential equation with boundary conditions.The later gives an analytical solution to the proposed H_∞filtering problem in terms of the solutions of Riccati and matrix differential equations.     

Total reward criteria for unconstrained/constrained continuous-time Markov decision processes

This paper studies denumerable continuous-time Markov decision processes with expected total reward criteria. The authors first study the unconstrained model with possible unbounded transition rates, and give suitable conditions on the controlled system’s primitive data under which the authors show the existence of a solution to the total reward optimality equation and also the existence of an optimal stationary policy. Then, the authors impose a constraint on an expected total cost, and consider the associated constrained model. Basing on the results about the unconstrained model and using the Lagrange multipliers approach, the authors prove the existence of constrained-optimal policies under some additional conditions. Finally, the authors apply the results to controlled queueing systems.     

THE PERIODIC HOLLING Ⅱ PREDATOR-PREY MODEL WITH IMPULSIVE EFFECT

In this paper, a periodic Holling II predator-prey model with impulsive effect is investigated. By applying the Floquet theory of linear periodic impulsive equation, some sufficient conditions are obtained for the linear stability and instability of trivial and semi-trivial periodic solutions. Moreover, we use standard bifurcation theory to show the existence of coexistence states which arise near the semi-trivial periodic solution. As an application, we also examine some special case of the system to confirm our main results.     

Homotopy Analysis Method for Portfolio Optimization Problem Under the 3/2 Model

This paper considers the Merton portfolio optimization problem for an investor that aims at maximizing the expected power utility of the terminal wealth and intermediate consumption. Applying the homotopy analysis method, an analytical solution for value function as well as optimal strategy under the 3/2 model is derived, respectively. Compared with the existing explicit solutions for Merton problem under the 3/2 model, the formulas provide certain parameters with less requirement since the homotopy analysis method does not depend on the existence of small parameters in the equation.Finally, numerical examples are examined with the approach, and the proposed solution provides more accurate approximation as the number of terms in infinite series increases.     

Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes

In this paper, the authors first study two kinds of stochastic differential equations (SDEs) with Lévy processes as noise source. Based on the existence and uniqueness of the solutions of these SDEs and multi-dimensional backward stochastic differential equations (BSDEs) driven by Lévy processes, the authors proceed to study a stochastic linear quadratic (LQ) optimal control problem with a Lévy process, where the cost weighting matrices of the state and control are allowed to be indefinite. One kind of new stochastic Riccati equation that involves equality and inequality constraints is derived from the idea of square completion and its solvability is proved to be sufficient for the well-posedness and the existence of optimal control which can be of either state feedback or open-loop form of the LQ problems. Moreover, the authors obtain the existence and uniqueness of the solution to the Riccati equation for some special cases. Finally, two examples are presented to illustrate these theoretical results. This work was supported by the National Basic Research Program of China (973 Program) under Grant No. 2007CB814904, the Natural Science Foundation of China under Grant No. 10671112 and Shandong Province under Grant No. Z2006A01, and Research Fund for the Doctoral Program of Higher Education of China under Grant No. 20060422018.     

Long-Time Behavior and Density Function of a Stochastic Chemostat Model with Degenerate Diffusion

This paper considers a stochastic chemostat model with degenerate diffusion. Firstly, the Markov semigroup theory is used to establish sufficient criteria for the existence of a unique stable stationary distribution. The authors show that the densities of the distributions of the solutions can converge in L¹ to an invariant density. Then, conditions are obtained to guarantee the washout of the microorganism. Furthermore, through solving the corresponding Fokker-Planck equation, the authors give the exact expression of density function around the positive equilibrium of deterministic system. Finally, numerical simulations are performed to illustrate the theoretical results.

     

BILEVEL PROGRAMS WITH MULTIPLE FOLLOWERS

1.IntroductionMultilevelprogramming,anestedoptimizationproblem,emergedasanappropriatemodeltosolvetheproblemofc00rdinatingthedecisi0nmakingprocessinadecentralizedsystembyimprovingthe0bjectiveofthehighestlevelofahierarchica.lorganizati0n,whiledealingwiththetendency0fthelowerlevelsofthehierarchytoimprovetheirownobjectives.Thedecisionsofthelowerlevelsarenotdictatedbytheirsuperiors,however,theirreactionstotheupperlevels'actionsareperfectlyknown.Thehierarchicalnatureoftheproblemisreflectedbytheorder…     

林木直径分布结构转移参数的辨识

在林木直径分布结构转移连续性方程的基础上,进行离散化分析,讨论了林木直径转移参数的性质和辨识方法,该方法对林木生长状态进行预测、预报及林业资源的最优生长控制具有重大意义。     

A Class of Jump-Diffusion Stochastic Differential System Under Markovian Switching and Analytical Properties of Solutions

Our article discusses a class of Jump-diffusion stochastic differential system under Markovian switching(JD-SDS-MS). This model is generated by introducing Poisson process and Markovian switching based on a normal stochastic differential equation. Our work dedicates to analytical properties of solutions to this model. First, we give some properties of the solution, including existence,uniqueness, non-negative and global nature. Next, boundedness of first moment of the solution to this model is considered. Third, properties about coefficients of JD-SDS-MS is proved by using a right continuous markov chain. Last, we study the convergence of Euler-Maruyama numerical solutions and apply it to pricing bonds.