Significant propellant mass saving can be obtained with the use of complex multiple intermediate flyby maneuvers for conventional propulsion systems,and trip time also decreases for a portion of the proper solar sail ...Significant propellant mass saving can be obtained with the use of complex multiple intermediate flyby maneuvers for conventional propulsion systems,and trip time also decreases for a portion of the proper solar sail missions.This paper discusses the performance of gravity assist(GA)in the time-optimal control problem of solar sailing with respect to sail lightness number and the energy difference between the initial and final orbit in the rendezvous problem in a two-body model,in which the GA is modeled as a substantial change in the velocity of the sailcraft at the GA time.In addition,this paper presents a method to solve the time-optimal problem of solar sailing with GA in a full ephemeris model,which introduces the third body’s gravity in a dynamic equation.This study builds a set of inner constraints that can describe the GA process accurately.Finally,this study presents an example for evaluating the accuracy and rationality of the two-body model’s simplification of GA by comparison with the full ephemeris model.展开更多
The present paper studies time-consistent solutions to an investment-reinsurance problem under a mean-variance framework.The paper is distinguished from other literature by taking into account the interests of both an...The present paper studies time-consistent solutions to an investment-reinsurance problem under a mean-variance framework.The paper is distinguished from other literature by taking into account the interests of both an insurer and a reinsurer jointly.The claim process of the insurer is governed by a Brownian motion with a drift.A proportional reinsurance treaty is considered and the premium is calculated according to the expected value principle.Both the insurer and the reinsurer are assumed to invest in a risky asset,which is distinct for each other and driven by a constant elasticity of variance model.The optimal decision is formulated on a weighted sum of the insurer’s and the reinsurer’s surplus processes.Upon a verification theorem,which is established with a formal proof for a more general problem,explicit solutions are obtained for the proposed investment-reinsurance model.Moreover,numerous mathematical analysis and numerical examples are provided to demonstrate those derived results as well as the economic implications behind.展开更多
文摘Significant propellant mass saving can be obtained with the use of complex multiple intermediate flyby maneuvers for conventional propulsion systems,and trip time also decreases for a portion of the proper solar sail missions.This paper discusses the performance of gravity assist(GA)in the time-optimal control problem of solar sailing with respect to sail lightness number and the energy difference between the initial and final orbit in the rendezvous problem in a two-body model,in which the GA is modeled as a substantial change in the velocity of the sailcraft at the GA time.In addition,this paper presents a method to solve the time-optimal problem of solar sailing with GA in a full ephemeris model,which introduces the third body’s gravity in a dynamic equation.This study builds a set of inner constraints that can describe the GA process accurately.Finally,this study presents an example for evaluating the accuracy and rationality of the two-body model’s simplification of GA by comparison with the full ephemeris model.
基金supported by National Natural Science Foundation of China (Grant Nos. 11301376, 71201173 and 71571195)China Scholarship Council, the Natural Sciences and Engineering Research Council of Canada (NSERC)+2 种基金Society of Actuaries Centers of Actuarial Excellence Research Grant, Guangdong Natural Science Funds for Distinguished Young Scholar (Grant No. 2015A030306040)Natural Science Foundation of Guangdong Province of China (Grant No. 2014A030310195)for Ying Tung Eduction Foundation for Young Teachers in the Higher Education Institutions of China (Grant No. 151081)
文摘The present paper studies time-consistent solutions to an investment-reinsurance problem under a mean-variance framework.The paper is distinguished from other literature by taking into account the interests of both an insurer and a reinsurer jointly.The claim process of the insurer is governed by a Brownian motion with a drift.A proportional reinsurance treaty is considered and the premium is calculated according to the expected value principle.Both the insurer and the reinsurer are assumed to invest in a risky asset,which is distinct for each other and driven by a constant elasticity of variance model.The optimal decision is formulated on a weighted sum of the insurer’s and the reinsurer’s surplus processes.Upon a verification theorem,which is established with a formal proof for a more general problem,explicit solutions are obtained for the proposed investment-reinsurance model.Moreover,numerous mathematical analysis and numerical examples are provided to demonstrate those derived results as well as the economic implications behind.
