《兰德经济学杂志》（Rand Journal of Economics）2006年第37卷第1期100～120页刊登了美国经济学者Illoong．Kwon的一篇题为《激励、工资与职务升迁：理论与证据》（Incentives．Wages and Promotions：Theory and Evidence）的论文。...《兰德经济学杂志》（Rand Journal of Economics）2006年第37卷第1期100～120页刊登了美国经济学者Illoong．Kwon的一篇题为《激励、工资与职务升迁：理论与证据》（Incentives．Wages and Promotions：Theory and Evidence）的论文。作者分析了现代代理理论中人力资本投资的激励问题。作者在这篇论文中试图回答以下三个问题：①个体人力资本投资的最优激励机制呈现什么样的特征？②这个最优激励机制是否应当使企业内部工资结构出现差异？③我们能否对此进行实证分析？展开更多
A minimax optimal control strategy for quasi-Hamiltonian systems with bounded parametric and/or external disturbances is proposed based on the stochastic averaging method and stochastic differential game. To conduct t...A minimax optimal control strategy for quasi-Hamiltonian systems with bounded parametric and/or external disturbances is proposed based on the stochastic averaging method and stochastic differential game. To conduct the system energy control, the partially averaged Ito stochastic differential equations for the energy processes are first derived by using the stochastic averaging method for quasi-Hamiltonian systems. Combining the above equations with an appropriate performance index, the proposed strategy is searching for an optimal worst-case controller by solving a stochastic differential game problem. The worst-case disturbances and the optimal controls are obtained by solving a Hamilton-Jacobi-Isaacs （HJI） equation. Numerical results for a controlled and stochastically excited DulTlng oscillator with uncertain disturbances exhibit the efficacy of the proposed control strategy.展开更多
文摘《兰德经济学杂志》（Rand Journal of Economics）2006年第37卷第1期100～120页刊登了美国经济学者Illoong．Kwon的一篇题为《激励、工资与职务升迁：理论与证据》（Incentives．Wages and Promotions：Theory and Evidence）的论文。作者分析了现代代理理论中人力资本投资的激励问题。作者在这篇论文中试图回答以下三个问题：①个体人力资本投资的最优激励机制呈现什么样的特征？②这个最优激励机制是否应当使企业内部工资结构出现差异？③我们能否对此进行实证分析？
基金the National Natural Science Foundation of China (No. 10772159)the Specialized Research Fund for DoctorProgram of Higher Education of China (No. 20060335125) theNatural Science Foundation of Zhejiang Province (No. Y607087),China
文摘A minimax optimal control strategy for quasi-Hamiltonian systems with bounded parametric and/or external disturbances is proposed based on the stochastic averaging method and stochastic differential game. To conduct the system energy control, the partially averaged Ito stochastic differential equations for the energy processes are first derived by using the stochastic averaging method for quasi-Hamiltonian systems. Combining the above equations with an appropriate performance index, the proposed strategy is searching for an optimal worst-case controller by solving a stochastic differential game problem. The worst-case disturbances and the optimal controls are obtained by solving a Hamilton-Jacobi-Isaacs （HJI） equation. Numerical results for a controlled and stochastically excited DulTlng oscillator with uncertain disturbances exhibit the efficacy of the proposed control strategy.
