带有通胀风险的退休后期最优投资管理

考虑通货膨胀的影响,研究了一个确定缴费养老计划退休后期最优投资决策问题.自退休时刻开始,退休者定期从账户里抽取一定的金额维持日常支出,然后将剩余的财富投资于一个无风险资产、一个股票指数和一个通胀指数债券,直到强制购买年金的时刻.为保障退休后的正常生活,退休者在每个时刻设定投资的目标值,采取二次效用函数衡量投资财富水平和目标值的差距,并选择最优的投资策略以最小化平均累计差距.运用动态规划和随机控制方法,得到了没有上方惩罚的目标值、最优投资策略、最优值函数、破产概率以及终端财富与目标值差距的分布函数等指标的显式表达式.运用数学分析和数值分析手段,得到了每个时刻目标值的性质,分析了终端目标值和消费金额对破产概率的影响,研究了物价指数的瞬间变化率和波动率对财富值与目标值的差距、各时刻财富均值以及破产概率的影响.     

Modeling eBay price using stochastic differential equations

Online auctions have become increasingly popular in recent years. There is a growing body of research on this topic, whereas modeling online auction price curves constitutes one of the most interesting problems. Most research treats price curves as deterministic functions, which ignores the random effects of external and internal factors. To account for the randomness, a more realistic model using stochastic differential equations is proposed in this paper. The online auction price is modeled by a stochastic differential equation in which the deterministic part is equivalent to the second‐order differential equation model proposed in Wang et al. (Journal of the American Statistical Association, 2008, 103, 1100–1118). The model also includes a component representing the measurement errors. Explicit expressions for the likelihood function are also obtained, from which statistical inference can be conducted. Forecast accuracy of the proposed model is compared with the ODE (ordinary differential equation) approach. Simulation results show that the proposed model performs better.     

Recent advances and challenges in materials for 3D bioprinting

3D bioprinting has been developed as a promising technology in a wide variety of biomedical applications. However, the successful implementation of bioprinting is still heavily restricted by the relatively narrow range of printable and biocompatible materials. Recently, many comprehensive reviews of the main bioprinting methods, commonly used bioprinting materials and the trending bioprinting applications have been carried out. In this review, we focused on the trends in the development of materials for 3D bioprinting. The significance and recent advances of ECM-based materials, multi-material and stimuli-responsive materials for bioprinting were summarized successively. Moreover, the challenges in current studies and future perspectives of materials for 3D bioprinting were discussed.     

基于交通信号灯信息的混合动力汽车节能预测控制方法

针对传统混合动力汽车控制方法不考虑已知道路交通信号灯信息对车辆能量管理影响的问题,提出了基于交通信号灯信息的混合动力汽车节能预测控制智能优化策略。通过建立混合动力汽车系统的简化模型,并采用连续广义最小残量方法求解模型预测控制问题。运用MATLAB/Simulink进行仿真,仿真结果验证了交通信号灯信息模型的有效性,以及所设计的模型预测控制算法大幅度提高混合动力汽车的燃油经济性的能力和实时控制性能。研究结果表明所提出的控制策略可以实现车辆行驶轨迹的优化控制,显著提高了车辆的燃油经济性,并满足系统的实时最优控制要求。     

A new class of variational equation problems

Abstract Applying an analysis method to a group of multivariable equations, a new class of variational equations are proved. Thismethod is more concise and more direct than the others. This result can be applied to some stochastic control models.     

多维随机大与SNBU多维寿命分布类

本文从多维随机序──随机大入手，定义了多维寿命分布类ＳＮＢＵ，证明了该定义与文［１］中的定义等价，研究了其部分性质。     

随机控制序在保险决策中的应用

通过介绍随机控制序的概念和性质 ,从而探讨了随机控制序在保险决策问题中的应用 ,得到了很有意义的结果     

带随机振幅的正弦波过程在Haar小波下的性质

研究了一类随机过程：x(t)=Ucosλt Vsinλt，在Haar小波下的性质，得到平稳性、相关性和稠度．     

一类随机过程的多尺度建模

基于多尺度随机模型具有有效性和高度并行算法这一优势，提出如何用三阶树多尺度模型来表示1-D Reciprocal过程；并如何获得多尺度模型的参数。这就为具有Markov统计特性的信号或过程建立起一般的三阶树多尺度随机模型，为更有效的解决实际问题提供了理沦基础，同时，给出了一类定义在单位区间上的随机过程三阶树多尺度表示的仿真示例。     

广纳文化根系与壮族的文化生态美——壮族文化生态美研究之三

壮族具有一种可称为广纳性文化根系 ,表现为对异质文化的宽容、平等和吸纳和对苗瑶文化、汉族文化的宽容和吸纳 ,形成了壮族许多再生文化、杂糅文化形态 ,也使壮族文化符合生态文化的共生规律。