跳扩散模型中远期生效看涨期权的定价（英）

通过测度变换的方法给出了双指数跳扩散模型中远期生效看涨期权的价格公式. 此外, 还考虑了当股票跳的大小的对数满足一般分布时远期生效看涨期权的定价问题. 所得结果可推广到随机利率和随机波动的情况.     

带跳随机波动率模型的美式期权及美式障碍期权定价

用两点G-J法和三点G-J法, 在跳扩散随机波动率模型下对百慕大期权进行离散化处理, 给出美式障碍期权和美式期权定价, 并对其进行数值计算和结果分析.     

模态依赖时滞不确定Markov跳变系统的鲁棒H∞容错控制

针对一类具有模态依赖时变输入时滞和状态时滞的不确定奇异Markov跳变系统,在执行器发生故障的情况下,研究了其鲁棒H_∞容错控制问题. 基于积分不等式的方法,通过构造Lyapunov-Krasovskii泛函,给出了此类系统存在无记忆状态反馈鲁棒容错控制律的充分条件,并设计了鲁棒H_∞容错控制器,使得闭环系统稳定且满足一定的H_∞干扰抑制水平.最后,仿真算例验证了该方法的有效性.     

Research on robust mean square stability of networked control systems with packet dropout

This paper is concerned with the robust stabilization problem of networked control systems with stochastic packet dropouts and uncertain parameters. Considering the stochastic packet dropout occuring in two channels between the sensor and the controller, and between the controller and the actuator, networked control systems are modeled as the Markovian jump linear system with four operation modes. Based on this model, the necessary and sufficient conditions for the mean square stability of the deterministic...     

Constrained predictive control of nonlinear stochastic systems

The receding horizon control (RHC) problem is considered for nonlinear Markov jump systems which can be represented by Takagi-Sugeno fuzzy models subject to constraints both on control inputs and on observe outputs. In the given receding horizon, for each mode sequence of the T-S modeled nonlinear system with Markov jump parameter, the cost function is optimized by constraints on state trajectories, so that the optimization control input sequences are obtained in order to make the state into a terminal invariant set. Out of the receding horizon, the stability is guaranteed by searching a state feedback control law. Based on such stability analysis, a linear matrix inequality approach for designing receding horizon predictive controller for nonlinear systems subject to constraints both on the inputs and on the outputs is developed. The simulation shows the validity of this method.         

输入时滞Markov跳变系统鲁棒保性能控制及其仿真研究

研究一类具有模态相关时变输入和状态时滞的不确定马尔可夫跳变系统的鲁棒保性能控制问题。基于自由权矩阵方法,通过构造一个新的Lyapunov函数,给出了此类系统存在无记忆状态反馈鲁棒保性能控制律的充分条件,估计了其保性能值。并且,控制器的设计归结为一组LMI的求解问题。仿真实例说明了提出方法的有效性。     

Stokes方程的局部绝对稳定化有限元方法

对于Stokes方程求解问题,作者提出了局部绝对稳定有限元方法.该方法可以看成是Kechkar和Silvester方法从线性/常数元到任意混合元的推广,也可以看成是Douglas和Wang整体绝对稳定化有限元方法的局部稳定化改进.     

徐州地区男子优秀三级跳远运动员的现状调查及分析

通过对徐州市2004年男子优秀三级跳远运动员达级赛的调查研究与分析．找出高水平运动员招生“源头”成绩差的主要原因．提出相应对策。为基层有更多的选手通过达级赛提出合理化建议。     

用模糊相关理论制定跳远技术教学方法的量化模式

本文利用模糊数学理论对我国高校体育专业跳远技术教学训练方法的量化模式进行探讨,分析出技术环节的内在联系,关键技术环节同教学手段的相关程度。改变过去教学训练靠经验、观察的方法进行评定,采用科学、量化的教学手段和方法进行教学训练、促进高校体育专业跳远枝术教学训练水平的提高。