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We characterize the optimal value function as the viscosity solution of the associated Hamilton-Jacobi-Bellman equation and we prove that there exists an optimal barrier strategy which is optimal among all admissible dividend strategy in some special cases.

通过HJB方程的粘性解理论来刻画最优值函数,并证明了一些特殊情形下界策略在所有可允许的分红策略中是最优的。

Chapter 4 is the hedging strategies of optimization in insurance:In virtue of Galtchouk-Kunita-Watanabe Decomposition Theorem to decomposite the natural value prcess V_t~* toupdate the risk expression, then we can get the hedging strategies of optimization with minimal risk.

第四章最优保险对冲策略:利用Galtchouk-Kunita-Watanabe分解定理将本性价值过程V_t进行分解。采用一定的替换技巧可将风险表达式重新表示,从而找到保险公司所能采取的最优对冲策略。

A eugenic evolution strategy genetic algorithm,which integrates random evolution operation and deterministic optimization operation,is adopted in this paper to realize global optimization in high efficiency.

采用优进遗传算法,将确定性与随机性寻优操作相融合,实现了高效全局搜优,它所基于的优进策略包括设计Powell寻优算子、改进交叉算子、自适应地调整交叉率和变异率等。

Secondly,the author puts emphasis on "the simple linear programming"----the teaching design's whole blueprint in high school, the strategy on how to deal with the relation between dual inequality and linear programming; how to establish the linear programming model; the strategy on how to find the optimal solution; the several situations of the optimal solution's positions.

其次重点研究了"高中简单的线性规划"教学设计的总体构想;处理线性规划与二元一次不等式关系的策略;如何建立线性规划模型;线性规划问题中最优解的找法策略,最优解的位置的几种情况。

Chapter 5 deals with the solvable theorem of adaptive inverse optimal control problems for a class of stochastic nonlinear systems driven by Wiener noises of unknown covariance. The systems are depicted by It〓 stochastic differential equations. By using an adaptive backstepping algorithm and stochastic control Lyapunov functions, the designing procedure of control laws of global asymptotic stability in probability and adaptive inverse optimal stabilization in probability are presented systematically. Adaptive control laws and parameter update laws can be obtained at the same time by this design scheme.

在第5章中,针对具有方差不确定Wiener噪声扰动和未知定常参数的随机非线性系统(假设方差的F—范数是一个常数或一个缓慢变化的量,对其进行在线辨识),给出并证明了自适应逆最优控制问题可解定理,基于随机Lyapunov定理和It〓微分规则,采用自适应Backstepping设计方法,系统地设计了全局依概率渐近稳定和自适应逆最优控制策略,这种设计方法可同时获得控制策略和自适应律,计算机数值仿真结果表明该控制算法是有效性的。

In our thesis, contents are organized as following In Chapter 1 we present our topic's internal and overseas research situations, theoretical and practical significance, and introduce the research object and contents, and the main contributions of this dissertation. Chapter 2 reviews the development of the stability results for nonlinear systems and some relevant recent results, which include Lyapunov and LaSalle-Yoshizawa theorems for nonlinear systems, and stochastic edition for stochastic nonlinear systems. Sontag's formula for systems affine in control is presented in the frame of CLF. The concepts of disturbance attenuation and the inverse optimality are also explained in this Chapter. In chapter 3 we present the solvable theorem of inverse optimal gain assignment problem, design the inverse optimal controller and the inverse optimal tracking controller for strict-feedback nonlinear continuous systems with unknown time-varing bounded disturbances and constant unknown parameters using an adaptive backstepping algorithm, which are nonlinear, continuous and are easier to realize. These designs are fully systematic and the algorithm can be directly coded in symbolic software. The results of simulation show the effectiveness of the control algorithms.

论文的结构如下:在第1章中,给出了本文研究课题的研究现状、理论意义和实际应用,并介绍了本文的研究对象、研究内容以及主要贡献;在第2章中,针对确定性非线性系统和随机非线性系统,分别介绍了Lyapunov定理、LaSalle-Yoshizawa定理及其随机版本;对仿射系统,在控制Lyapunov函数框架下,给出了Sontag公式;同时给出了非线性系统扰动抑制和逆最优控制问题的基本概念;在第3章中,针对具有未知时变有界扰动和未知定常参数的一类不确定非线性系统,给出并证明了逆最优增益配置可解定理,使用自适应Backstepping算法和均值定理,系统地设计了自适应逆最优控制器和逆最优跟踪器,这种设计方法可同时获得逆最优控制策略和自适应律,简单明了,仿真结果表明该控制算法的有效性,并给出了性能估计。

The dynamic field equation is optimal pure strategy of the games; and the statistical quantum field equation is optimal mixed strategy of the games.

动力学场的场方程是该博弈的最优纯策略;而统计性的量子场方程则是该博弈的最优的混合策略。

With Markov optimality principle, the paper extends the existing models and discusses the optimal claim strategies of policyholders under these automobile insurance clauses.

本文应用马尔科夫最优化原理推广了汽车保险的最优索赔策略模型,并对我国现行的三个车险条款的最优索赔策略问题进行了实证研究。

The sightline control strategy for bad measure precision is developed, and the control methods for vertical direction, approach direction and station keeping are presented.(2)The safe approach velocities are investigated for cuboid, sphere and cone keep out zone.(3)The design method for optimal trajectory under safety constraint is developed. The cone and cuboid keep out zone can be described using line constraint, and then optimal trajectory design can be translated to line programming problem under line constraint.(4) The design strategy of collision avoidance maneuver is discussed, and the collision avoidance scheme is analyzed for V-bar and R-bar approach.The control and trajectory safety in departure phase are investigated.

1提出了测量误差较大时平移靠拢段的视线控制策略,给出了横向、纵向和悬停的控制方法;(2)针对长方体禁区、球形禁区和锥形禁区三种禁区形式,研究了V-bar逼近和任意方向逼近的纵向安全速度计算问题;(3)提出了安全约束下的最优轨迹设计方法,将冲量和有限推力作用下的最优轨迹设计问题转化为线性规划问题,并给出了将锥形和方形安全区域约束转化为标准线性约束的公式;(4)探讨了紧急避撞机动的设计策略,分析了V-bar和R-bar接近的紧急避撞机动方案。

The automatic balancing strategy based on alternate-coordinate optimization method and the rapid automatic balancing strategy based on the influence coefficient method are applied to the automatic balancing experiment of rotor with single plane, which reveals that alternate-coordinate optimization method is easy to use and safe to operate, and that the rapid automatic balancing strategy based on the influence coefficient method has high balancing precision and balancing efficiency.

应用坐标轮换寻优自动平衡策略和基于影响系数法的快速自动平衡策略对单面转子进行了自动平衡实验,结果表明,坐标轮换寻优法简单实用、操作安全,而基于影响系数法的快速自动平衡策略有较高的平衡精度和平衡效率。

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Chrysanthemum of 10 thousand birthday is lax to edaphic requirement, with the arenaceous qualitative loam with fecund, good drainage had better.

万寿菊对土壤要求不严,以肥沃。排水良好的砂质壤土为好。

He unstepped the mast and furled the sail and tied it.

他拔下桅杆,把帆卷起,系住。

Therefore, positively advances the interest rate marketability reform is one of current our country finance reform important tasks.

因此,积极推进利率市场化改革是当前我国金融改革的重要任务之一。