期刊文献+
共找到8篇文章
< 1 >
每页显示 20 50 100
Optimal Control for Age Distribution and Weighted Size Competitive Species in a Polluted Environment
1
作者 WANG Zhanping 《应用数学》 北大核心 2024年第4期1014-1026,共13页
In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to ob... In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to obtain the existence and uniqueness exhibited by a non-negative solution of above mentioned model.A maximum principle helps to carefully verify the existence of the optimal control policy,and tangent-normal cone techniques help to obtain the optimal condition specific to control issue. 展开更多
关键词 Optimal control Competitive species POLLUTION Maximum principle
下载PDF
耐用品垄断企业产品质保服务和延保服务研究 被引量:6
2
作者 谭德庆 王艳 张翔 《系统工程学报》 CSCD 北大核心 2019年第4期459-468,共10页
基于质保服务和延保服务均影响耐用品的市场需求,分析了耐用品垄断企业的利润最大化问题,构建了同时考虑产品质保服务和延保服务的动态定价模型,给出了产品价格的最优控制策略和延保服务的最优定价策略,讨论了延保服务价格对产品最优定... 基于质保服务和延保服务均影响耐用品的市场需求,分析了耐用品垄断企业的利润最大化问题,构建了同时考虑产品质保服务和延保服务的动态定价模型,给出了产品价格的最优控制策略和延保服务的最优定价策略,讨论了延保服务价格对产品最优定价和销售量的影响机理,并在产品价格和延保服务价格均是最优策略的条件下,分析质保期和延保期之间的关联关系.研究结果表明,延保价格在不同范围内对产品最优定价和销售量的影响不同;产品的故障率、延保期和维修成本对最优延保价格的影响特征不同;在耐用品和延保服务最优定价情况下,质保期和延保期之间具有不同的特征关系. 展开更多
关键词 耐用品 质保服务 延保服务 最优值原理
下载PDF
THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS 被引量:4
3
作者 Hua XIAO 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第6期1083-1099,共17页
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-backw... 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. 展开更多
关键词 Forward-backward stochastic differential equations maximum principle partially observed optimal control random jumps.
原文传递
STOCHASTIC MAXIMUM PRINCIPLE FOR MIXED REGULAR-SINGULAR CONTROL PROBLEMS OF FORWARD-BACKWARD SYSTEMS 被引量:1
4
作者 ZHANG Feng 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2013年第6期886-901,共16页
This paper considers a stochastic optimal control problem of a forward-backward system with regular-singular controls where the set of regular controls is not necessarily convex and the regular control enters the diff... This paper considers a stochastic optimal control problem of a forward-backward system with regular-singular controls where the set of regular controls is not necessarily convex and the regular control enters the diffusion coefficient.This control problem is difficult to solve with the classical method of spike variation.The authors use the approach of relaxed controls to establish maximum principle for this stochastic optimal control problem.Sufficient optimality conditions are also investigated. 展开更多
关键词 Forward-backward system maximum principle relaxed control singular control.
原文传递
Maximum principle for optimal control of neutral stochastic functional differential systems 被引量:1
5
作者 WEI WenNing 《Science China Mathematics》 SCIE CSCD 2015年第6期1265-1284,共20页
This paper is concerned with optimal control of neutral stochastic functional differential equations(NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neut... This paper is concerned with optimal control of neutral stochastic functional differential equations(NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neutral backward stochastic functional equation of Volterra type(VNBSFE). The existence and uniqueness of the solution are proved for the general nonlinear VNBSFEs. Under the convexity assumption of the Hamiltonian function, a sufficient condition for the optimality is addressed as well. 展开更多
关键词 neutral stochastic functional differential equation neutral backward stochastic functional equationof Volterra type stochastic optimal control Pontryagin maximum principle
原文传递
OPTIMAL PRICING, PRODUCTION, AND SALES POLICIES FOR NEW PRODUCT UNDER SUPPLY CONSTRAINT 被引量:3
6
作者 YAN Xiaoming LIU Ke WANG Yong 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第2期289-306,共18页
This paper considers a firm that sells a durable product with a given market potential.The purpose of the firm is to maximize its profit by determining how much capacity to install before the sales horizon, how many p... This paper considers a firm that sells a durable product with a given market potential.The purpose of the firm is to maximize its profit by determining how much capacity to install before the sales horizon, how many products to produce in accordance with the capacity, and how many products to sell by pricing. Appealing to Pontryagin maximum principle in control theory, the authors obtain the closed-forms of all optimal decisions the firm should make. Furthermore, the optimal production rate and optimal sales rate are both equal to the demand rate, which is caused by the optimal pricing policy during the whole horizon, and the optimal pricing path is increasing with the cost of installing a unit of capacity. Furthermore, numerical analysis reveals the visual impression of the relationship of the parameters. 展开更多
关键词 Capacity constraint INVENTORY new product pricing.
原文传递
Optimal Reinsurance Under Distortion Risk Measures and Expected Value Premium Principle for Reinsurer 被引量:4
7
作者 ZHENG Yanting CUI Wei YANG Jingping 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2015年第1期122-143,共22页
This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one general risk measure:Distortion risk measure.The authors assume that the reinsurance premium is determined by the expected v... This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one general risk measure:Distortion risk measure.The authors assume that the reinsurance premium is determined by the expected value premium principle and the retained loss of the insurer is an increasing function of the initial loss.An explicit solution of the insurer's optimal reinsurance problem is obtained.The optimal strategies for some special distortion risk measures,such as value-at-risk(VaR) and tail value-at-risk(TVaR),are also investigated. 展开更多
关键词 Distortion risk measure expected value premium principle optimal reinsurance strategy TVaR. VaR.
原文传递
Optimal harvest of an interval model of carbon sink fisheries with multi-trophic levels
8
作者 Yi Zhang Qiaoling Zhang Lichun Zhao 《International Journal of Biomathematics》 2016年第3期21-38,共18页
Considering the uncertainty of kelp-abalone-sea cucumber population, an interval model of carbon sink fisheries with multi-trophic levels is proposed. The equilibria of the model are identified and the corresponding s... Considering the uncertainty of kelp-abalone-sea cucumber population, an interval model of carbon sink fisheries with multi-trophic levels is proposed. The equilibria of the model are identified and the corresponding stabilities are discussed. And the existence of bionomic equilibrium of the model is investigated. Next the optimal controller is designed to obtain the optimal harvest using Pontryagin's maximum principle. Numerical simulations are carried to prove the results. 展开更多
关键词 Carbon sink fisheries multi-trophic levels optimal harvest interval model.
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部