耦合Riccati不等式组解的局部优化算法及其在微分对策中的应用

研究与线性二次微分对策的Nash次优均衡对策相联系的一组耦合Riccati矩阵不等式组的解的算法问题。将耦合Riccati矩阵不等式组的求解问题化为具有非线性约束的非凸优化问题，用双线性矩阵不等式（BMI）方法给出了Riccati矩阵不等式组解的局部优化算法，这种算法可以用MATLAB中的线性矩阵不等式工具箱（LMI Toolbox）求解，并给出了这种算法在微分对策中的一个应用实例。     

企业技术创新行为非线性系统的动力学分析

企业技术创新行为是一个复杂的动态系统，技术创新系统中的各个要素相互影响、相互依赖是企业技术创新行为系统非线性的重要前提备件。本文首先对企业技术创新行为的非线性行为进行了界定．接着构建一个动态非线性系统模型，从系统动力学角度研究了企业的技术创新行为系统，揭示了企业技术创新行为非线性系统的动态演化路径。     

计算离散动力系统不稳定周期轨道的精英子空间差异演化算法

通过把探索周期轨道的问题转化为一个非负函数的极小化问题,基于空间收缩的思想,反复重新初始化种群以提高群体的差异性,提高对可行域探测的有效性,提出一类精英子空间差异演化算法求解不同类型非线性映射的不稳定周期轨道,对典型离散动力系统的初步仿真结果表明该算法是一种计算不稳定周期轨道的稳健有效算法.     

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.     

浅谈中国企业战略问题

中国企业陷入无战略危机的原因是脱离中国企业的现实环境,一味借用并参照西方主流的战略理论来看待自身的战略实践,中国企业已进入开放下的全面竞争阶段,应当适时的形成扎实的系统管理能力,养成战略导向思维,与中国企业的现实环境相匹配,实施灵活的战略和战略管理过程。     

对一般滤子情形下SLQ问题最优反馈的刻画

控制论中的一个基本问题是为系统设计反馈最优控制.这已在LQ问题中得到了很好的实现.但是,在已有的文献中,对这一问题的随机情形的讨论多集中在自然滤子情形.本文应用转置解这一概念在一般滤子情形下给出了带随机系数的SLQ问题最优反馈控制存在的充分条件,证明了对一维控制问题而言这还是必要条件.     

Unprincipled microgravity

I argue that the key principle of microgravity is what I have called elsewhere the Lorentzian strategy. This strategy may be seen as either a reverse-engineering approach or a descent with modification approach, but however one sees if the method works neither by attempting to propound a theory that is the quantum version of either an extant or generalized gravitation theory nor by attempting to propound a theory that is the final version of quantum mechanics and finding gravity within it. Instead the method works by beginning with what we are pretty sure is a good approximation to the low-energy limit of whatever the real microprocesses are that generate what we experience as gravitation. This method is powerful, fruitful, and not committed to principles for which we have, as yet, only scant evidence; the method begins with what we do know and teases out what we can know next. The principle is methodological, not ontological.     

一类奇异微分方程边值问题的数值方法

在再生核空间中讨论一类二阶奇异微分方程两点边值问题.研究方程解存在的充分性和解唯一的必要性,建立解的精确表达式,获得近似解的求解方法,数值模拟结果说明该方法的有效性.     

非Lipschitz条件下的倒向重随机微分方程

利用Bihair不等式、Jensen不等式给出非Lipschitz条件下倒向重随机微分方程解的存在唯一性定理,推广Pardoux和Peng 1994年的结论;同时也得到了此类方程在非Lipschitz条件下的比较定理,推广了Shi,Gu和Liu 2005年的结果.从而推广倒向重随机微分方程在随机控制及随机偏微分方程在粘性解方面的应用.     

On the Collision Detection Problem of Two Moving Objects Described by Algebraic Sets

In this paper, the collision problem of two moving objects is investigated. The objects are described by two algebraic sets （ellipses or circles in the paper）. The collision problem discussed involves both static and dynamic case. The static case is that each object moves with known velocity. We use nonlinear programming to decide whether the objects collide. The dynamic case is that each object is controlled by a constraint external force which can be regulated online. For the dynamic case, the collision problem can be modelled as a Minmax problem which can be solved by using differential games. If collision occurs, the time and place of the first collision are given. The moving trajectories are provided in the paper.