Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-f...Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-form solu-tion due to the nonlinearity of HJI equation,and many iterative algorithms are proposed to solve the HJI equation.Simultane-ous policy updating algorithm(SPUA)is an effective algorithm for solving HJI equation,but it is an on-policy integral reinforce-ment learning(IRL).For online implementation of SPUA,the dis-turbance signals need to be adjustable,which is unrealistic.In this paper,an off-policy IRL algorithm based on SPUA is pro-posed without making use of any knowledge of the systems dynamics.Then,a neural-network based online adaptive critic implementation scheme of the off-policy IRL algorithm is pre-sented.Based on the online off-policy IRL method,a computa-tional intelligence interception guidance(CIIG)law is developed for intercepting high-maneuvering target.As a model-free method,intercepting targets can be achieved through measur-ing system data online.The effectiveness of the CIIG is verified through two missile and target engagement scenarios.展开更多
Path integral technique is discussed using Hamilton Jacobi method. The Hamilton Jacobi function of non-natural Lagrangian is obtained using separation of variables method. This function makes an important role in path...Path integral technique is discussed using Hamilton Jacobi method. The Hamilton Jacobi function of non-natural Lagrangian is obtained using separation of variables method. This function makes an important role in path integral quantization. The path integral is obtained as integration over the canonical phase space coordinates, which contains the generalized coordinate q and the generalized momentum p. One illustrative example is considered to explain the application of our formalism.展开更多
In this work time independent damping systems are studied using Lagrangian and Hamiltonian for time independent damping, which are present through the factor e<sup>λq</sup>. The Hamilton Jacobi equation i...In this work time independent damping systems are studied using Lagrangian and Hamiltonian for time independent damping, which are present through the factor e<sup>λq</sup>. The Hamilton Jacobi equation is formulated to find the Hamilton Jacobi function S using separation of variables technique. We can form this function in compact form of two parts the first part as a function of coordinate q, and the second part as a function of time t. Finally, we find the ability of these systems to quantize through an illustrative example.展开更多
The constrained motion of a particle on an elliptical path is studied using Hamiltonian mechanics through Poisson bracket and Lagrangian mechanics through Euler Lagrange equation using non-natural Lagrangian. We calcu...The constrained motion of a particle on an elliptical path is studied using Hamiltonian mechanics through Poisson bracket and Lagrangian mechanics through Euler Lagrange equation using non-natural Lagrangian. We calculate the generalized momentum p<sub>θ</sub> and we find that this quantity is not conserved and the conjugate θ coordinate is not a cyclic coordinate.展开更多
In this paper, we consider the relativistic Harnilton-Jacobi (HJ) equation and study Hawking radiation (HR) of scalar particles from uncharged Grumiller black hole (GBH) which is affordable for testing in astrop...In this paper, we consider the relativistic Harnilton-Jacobi (HJ) equation and study Hawking radiation (HR) of scalar particles from uncharged Grumiller black hole (GBH) which is affordable for testing in astrophysics. It is a/so known as Rindler modified Schwarzschild BH. Our aim is not only to investigate the effect of the Rindler parameter a on the Hawking temperature (TH ), but to examine whether there is any discrepancy between the computed horizon temperature and the standard TH as well. For this purpose, in addition to its naive coordinate system, we study on the three regular coordinate systems, which are Painlevd--Gullstrand (PG), ingoing Edding^on-Finkelstein (IEF), and Kruskal-Szekeres (KS) coordinates. In o21 coordinate systems, we calculate the tunneling probabilities of incoming and outgoing scalar particles from the event horizon by using the HJ equation. It has been shown in detail that the considered HJ method is concluded with the conventional T~ in all these coordinate systems without giving rise to the famous factor-2 problem. Filrthermore, in the PG coordinates Parikh-Wilczek's tunneling (PWT) method is employed in order to show how one can integrate the quantum gravity (QG) corrections to the semiclassical tunneling rate by including the effects of self-gravitation and back reaction. We then show how this yields a modification in the TH.展开更多
In this paper,we consider an optimal investment and proportional reinsurance problem with delay,in which the insurer’s surplus process is described by a jump-diffusion model.The insurer can buy proportional reinsuran...In this paper,we consider an optimal investment and proportional reinsurance problem with delay,in which the insurer’s surplus process is described by a jump-diffusion model.The insurer can buy proportional reinsurance to transfer part of the insurance claims risk.In addition to reinsurance,she also can invests her surplus in a financial market,which is consisted of a risk-free asset and a risky asset described by Heston’s stochastic volatility(SV)model.Considering the performance-related capital flow,the insurer’s wealth process is modeled by a stochastic differential delay equation.The insurer’s target is to find the optimal investment and proportional reinsurance strategy to maximize the expected exponential utility of combined terminal wealth.We explicitly derive the optimal strategy and the value function.Finally,we provide some numerical examples to illustrate our results.展开更多
文摘Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-form solu-tion due to the nonlinearity of HJI equation,and many iterative algorithms are proposed to solve the HJI equation.Simultane-ous policy updating algorithm(SPUA)is an effective algorithm for solving HJI equation,but it is an on-policy integral reinforce-ment learning(IRL).For online implementation of SPUA,the dis-turbance signals need to be adjustable,which is unrealistic.In this paper,an off-policy IRL algorithm based on SPUA is pro-posed without making use of any knowledge of the systems dynamics.Then,a neural-network based online adaptive critic implementation scheme of the off-policy IRL algorithm is pre-sented.Based on the online off-policy IRL method,a computa-tional intelligence interception guidance(CIIG)law is developed for intercepting high-maneuvering target.As a model-free method,intercepting targets can be achieved through measur-ing system data online.The effectiveness of the CIIG is verified through two missile and target engagement scenarios.
文摘Path integral technique is discussed using Hamilton Jacobi method. The Hamilton Jacobi function of non-natural Lagrangian is obtained using separation of variables method. This function makes an important role in path integral quantization. The path integral is obtained as integration over the canonical phase space coordinates, which contains the generalized coordinate q and the generalized momentum p. One illustrative example is considered to explain the application of our formalism.
文摘In this work time independent damping systems are studied using Lagrangian and Hamiltonian for time independent damping, which are present through the factor e<sup>λq</sup>. The Hamilton Jacobi equation is formulated to find the Hamilton Jacobi function S using separation of variables technique. We can form this function in compact form of two parts the first part as a function of coordinate q, and the second part as a function of time t. Finally, we find the ability of these systems to quantize through an illustrative example.
文摘The constrained motion of a particle on an elliptical path is studied using Hamiltonian mechanics through Poisson bracket and Lagrangian mechanics through Euler Lagrange equation using non-natural Lagrangian. We calculate the generalized momentum p<sub>θ</sub> and we find that this quantity is not conserved and the conjugate θ coordinate is not a cyclic coordinate.
文摘In this paper, we consider the relativistic Harnilton-Jacobi (HJ) equation and study Hawking radiation (HR) of scalar particles from uncharged Grumiller black hole (GBH) which is affordable for testing in astrophysics. It is a/so known as Rindler modified Schwarzschild BH. Our aim is not only to investigate the effect of the Rindler parameter a on the Hawking temperature (TH ), but to examine whether there is any discrepancy between the computed horizon temperature and the standard TH as well. For this purpose, in addition to its naive coordinate system, we study on the three regular coordinate systems, which are Painlevd--Gullstrand (PG), ingoing Edding^on-Finkelstein (IEF), and Kruskal-Szekeres (KS) coordinates. In o21 coordinate systems, we calculate the tunneling probabilities of incoming and outgoing scalar particles from the event horizon by using the HJ equation. It has been shown in detail that the considered HJ method is concluded with the conventional T~ in all these coordinate systems without giving rise to the famous factor-2 problem. Filrthermore, in the PG coordinates Parikh-Wilczek's tunneling (PWT) method is employed in order to show how one can integrate the quantum gravity (QG) corrections to the semiclassical tunneling rate by including the effects of self-gravitation and back reaction. We then show how this yields a modification in the TH.
基金This research was supported by the National Natural Science Foundation of China(No.71801186)the Science Foundation of Ministry of Education of China(No.18YJC630001)the Natural Science Foundation of Guangdong Province of China(No.2017A030310660).
文摘In this paper,we consider an optimal investment and proportional reinsurance problem with delay,in which the insurer’s surplus process is described by a jump-diffusion model.The insurer can buy proportional reinsurance to transfer part of the insurance claims risk.In addition to reinsurance,she also can invests her surplus in a financial market,which is consisted of a risk-free asset and a risky asset described by Heston’s stochastic volatility(SV)model.Considering the performance-related capital flow,the insurer’s wealth process is modeled by a stochastic differential delay equation.The insurer’s target is to find the optimal investment and proportional reinsurance strategy to maximize the expected exponential utility of combined terminal wealth.We explicitly derive the optimal strategy and the value function.Finally,we provide some numerical examples to illustrate our results.