一种通道树木砍剪倒向控制工具研制与应用

输电线路通道内的树木不但危害线路安全运行,造成线路跳闸,致使线路停电,甚至造成变电站全站失压,通道内的超高树木有可能造成人畜伤亡事件,通道树木清理过程中,控制不好树木倒向,还可能造成作业人员触电伤亡事件。为了保障输电线路的安全运行,必须定期清理输电线路通道内的树木,降低作业风险、省力、快捷地完成通道树木清理作业是我们的目标。

影响砖砌烟囱定向爆破倒塌偏向因素的分析

采用定向倾倒爆破法拆除砖砌烟囱是一种最安全、最有效的方法,然而,爆破实践中时常发生倾倒过程中偏向。根据多年来定向倒塌爆破拆除砖砌烟囱的实践经验,对有可能影响倾倒过程中偏向的因素进行了综合分析,并提出相应的对策,如合理选定切口的位置和尺寸、开设定向窗、预处理耐火砖内衬、对称分段微差起爆等。

半双工对讲机及其自动倒向电路的设计

在分析半双工对讲机工作特点的基础上，从半双工对讲机的倒向控制和倒向开关两部分电路入手，详细介绍了其自动倒向电路的设计原则和方法。

架空及电缆通道超高树竹清障辅助装置的研制

架空输电线路及输电电缆线路通道运维过程中,因基建、清赔等原因,线路通道走廊保护区内树竹超高常有发生,树竹超高将导致线路放电、跳闸,是危及线路安全运行的严重隐患,当输电线路与树木的最小距离小于安全标准规定时,有可能造成树闪事故,导致供电中断,甚至会造成电网安全事故。为消除运维人员在砍树过程中造成的安全风险与困扰,研制架空及电缆通道超高树竹清障辅助装置,该装置构造简单,造价低廉,能有效提高工作效率,保证人身安全与设备安全。

Null Controllability for Some Systems of Two Backward Stochastic Heat Equations with One Control Force

Abstract The authors establish the null controllability for some systems coupled by two backward stochastic heat equations. The desired controllability result is obtained by means of proving a suitable observability estimate for the dual system of the controlled system.

STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM WITH LEVY PROCESSES

In this paper, tile authors first study two kinds of stochastic differential equations （SDEs） with Levy processes as noise source. Based on the existence and uniqueness of the solutions of these SDEs and multi-dimensional backward stochastic differential equations （BSDEs） driven by Levy pro- cesses, the authors proceed to study a stochastic linear quadratic （LQ） optimal control problem with a Levy process, where the cost weighting matrices of the state and control are allowed to be indefinite. One kind of new stochastic Riccati equation that involves equality and inequality constraints is derived from the idea of square completion and its solvability is proved to be sufficient for the well-posedness and the existence of optimal control which can be of either state feedback or open-loop form of the LQ problems. Moreover, the authors obtain the existence and uniqueness of the solution to the Riccati equation for some special cases. Finally, two examples are presented to illustrate these theoretical results.

Optimal variational principle for backward stochastic control systems associated with Lévy processes

The paper is concerned with optimal control of backward stochastic differentiM equation （BSDE） driven by Teugel＇s martingales and an independent multi-dimensional Brownian motion, where Teugel＇s martingales are a family of pairwise strongly orthonormal martingales associated with L6vy processes （see e.g., Nualart and Schoutens＇ paper in 2000）. We derive the necessary and sufficient conditions for the existence of the optimal control by means of convex variation methods and duality techniques. As an application, the optimal control problem of linear backward stochastic differential equation with a quadratic cost criteria （or backward linear-quadratic problem, or BLQ problem for short） is discussed and characterized by a stochastic Hamilton system.

THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS

This paper studies the problem of partially observed optimal control for forward-backward stochastic systems which are driven both by Brownian motions and an independent Poisson random measure. Combining forward-backward stochastic differential equation theory with certain classical convex variational techniques, the necessary maximum principle is proved for the partially observed optimal control, where the control domain is a nonempty convex set. Under certain convexity assumptions, the author also gives the sufficient conditions of an optimal control for the aforementioned optimal optimal problem. To illustrate the theoretical result, the author also works out an example of partial information linear-quadratic optimal control, and finds an explicit expression of the corresponding optimal control by applying the necessary and sufficient maximum principle.

BACKWARD LINEAR-QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO-SUM DIFFERENTIAL GAME PROBLEM WITH RANDOM JUMPS

This paper studies the existence and uniqueness of solutions of fully coupled forward-backward stochastic differential equations with Brownian motion and random jumps.The result is applied to solve a linear-quadratic optimal control and a nonzero-sum differential game of backward stochastic differential equations.The optimal control and Nash equilibrium point are explicitly derived. Also the solvability of a kind Riccati equations is discussed.All these results develop those of Lim, Zhou(2001) and Yu,Ji(2008).

On Optimal Mean-Field Control Problem of Mean-Field Forward-Backward Stochastic System with Jumps Under Partial Information

This paper considers the problem of partially observed optimal control for forward-backward stochastic systems driven by Brownian motions and an independent Poisson random measure with a feature that the cost functional is of mean-field type. When the coefficients of the system and the objective performance functionals are allowed to be random, possibly non-Markovian, Malliavin calculus is employed to derive a maximum principle for the optimal control of such a system where the adjoint process is explicitly expressed. The authors also investigate the mean-field type optimal control problem for the system driven by mean-field type forward-backward stochastic differential equations(FBSDEs in short) with jumps, where the coefficients contain not only the state process but also its expectation under partially observed information. The maximum principle is established using convex variational technique. An example is given to illustrate the obtained results.

H_2/H_∞ CONTROL PROBLEMS OF BACKWARD STOCHASTIC SYSTEMS

This paper is concerned with the mixed H_2/H_∞ control problem for a new class of stochastic systems with exogenous disturbance signal.The most distinguishing feature,compared with the existing literatures,is that the systems are described by linear backward stochastic differential equations(BSDEs).The solution to this problem is obtained completely and explicitly by using an approach which is based primarily on the completion-of-squares technique.Two equivalent expressions for the H_2/H_∞ control are presented.Contrary to forward deterministic and stochastic cases,the solution to the backward stochastic H_2/H_∞ control is no longer feedback of the current state;rather,it is feedback of the entire history of the state.