最小化生命期破产概率的最优投资

研究最小化生命期破产概率准则下的最优投资问题.假设投资者具有财富依赖型线性消费率,运用最优随机控制理论,通过求解模型相对应的HJB方程,我们得到了投资者生命期内破产概率取最小值的最优投资策略及相应的最小破产概率.最后,给出了一个应用例子.结果表明,在最优评价标准为最小化破产概率时,死亡风险对投资者具体投资行为的影响是不可忽视的.

An ATMS data-driven method for signalized arterial coordination

In order to minimize the delays and stops caused by the early started coordinated green phase of the vehicle- actuated signal systems, a stochastic offsets calculation method based on the new types of advanced traffic management system （ATMS） data is proposed. As the mainline green starts randomly in vehicle-actuated signal systems, the random theory is applied to obtain the distribution of the unused green time at side streets based on the green gap-out mechanism. Then, the green start time of the mainline can be selected at the point with maximum probability to minimize the delays or stops caused by the randomly started mainline green. A case study in Maine, USA, whose traffic conditions are similar to those of the middle-size Chinese cities, proves that the proposed method can significantly reduce the travel time and delays.

不完全市场下投资组合选择的鞅方法

介绍了投资组合选择理论的产生和新的发展，在总结不完全市场下假设下投资组合选择的鞅方法的基础上，对其理论进行了详细的描述。

Association of traditional Chinese exercises with glycemic responses in people with type 2 diabetes:A systematic review and meta-analysis of randomized controlled trials

Background： There is increasing evidence showing the health benefits of various forms of traditional Chinese exercises （TCEs） on the glycemic profile in people with type 2 diabetes. However, relatively little is known about the combined clinical effectiveness of these traditional exercises. This study was designed to perform a systematic review and meta-analysis of the overall effect of 3 common TCEs （Tai Ji Quan, Qigong, Ba Duan Jin） on glycemie control in adults with type 2 diabetes. Methods： We conducted an extensive database search in Cochrane Library, EMBASE, PubMed, Web of Science, EBSCO, and China National Knowledge Infrastructure on randomized controlled trials published between April 1967 and September 2017 that compared any of the 3 TCEs with a control or comparison group on glycemic control. Data extraction was performed by 2 independent reviewers. Study quality was evaluated using the Coehrane Handbook for Systematic Reviews of Interventions, which assessed the risk of bias, including sequence generation, allocation concealment, blinding, completeness of outcome data, and selective outcome reporting. The resulting quality of the reviewed studies was characterized in 3 grades representing the level of bias： low, unclear, and high. All analyses were performed using random effects models and heterogeneity was quantified. We a priori specified changes in biomarkers of hemoglobin A1 c （in percentage） and fasting blood glucose （mmol/L） as the main outcomes and triglycerides, total cholesterol, low-density lipoprotein cholesterol, high-density lipoprotein-cholesterol, 2-h plasma glucose, and fasting plasma glucose as secondary outcomes.Results： A total of 39 randomized, controlled trials （Tai Ji Quan = 11; Qigong= 6; Ba Duan Jin= 22） with 2917 type 2 diabetic patients （aged 41-80 years） were identified. Compared with a control or comparison group, pooled meta-analyses of TCEs showed a significant decrease in hemoglobin Alc （mean difference （MD）= -0.67%; 95% confidence interval （CI）：-0.86% to-0.48%; p 〈 0.00001） and fasting blood glucose （MD = -0.66 mmol/L; 95%CI： -0.95 to -0.37 mmol/L; p 〈 0.0001）. The observed effect was more pronounced for interventions that were medium range in duration （i.e., 〉3-〈 12 months）. TCE interventions also showed improvements in the secondary outcome measures. A high risk of bias was observed in the areas of blinding （i.e., study participants and personnel, and outcome assessment）. Conclusion： Among patients with type 2 diabetes, TCEs were associated with significantly lower hemoglobin Alc and fasting blood glucose. Further studies to better understand the dose and duration of exposure to TCEs are warranted.2018 Published by Elsevier B.V. on behalf of Shanghai University of Sport. This is an open access article under the CC BY-NC-ND license. （http：//creativecommons.org/licenses/by-nc-nd/4.0/）.

Systematic Review of Acupuncture for Functional Constipation

Objective： To systematically analyze the therapeutic efficacy and safety of acupuncture in treating functional constipation （FC）. Methods： By searching the Cochrane Library, PubMed, Web of Science, Embase, CBM, CNKI, WanFang databases, the randomized controlled trials （RCTs） comparing acupuncture with Western medication in treating FC were retrieved, from the inception of the databases to September 2013. When the literatures were arranged according to the inclusion and exclusion criteria, and the methodological qualities were evaluated, RevMan 5.2 was adopted for meta-analysis. Results： Ten RCTs were included, covering 1 041 cases of FC. The meta-analysis showed that there was no significant difference in comparing spontaneous bowel movements per week between shallow acupuncture at Tianshu （ST 25） and Western medication [MD=0.47, 95% CI （-1.28, 0.34）]; there was a significant difference in comparing the spontaneous bowel movements per week between deep acupuncture at Tianshu （ST 25） and Western medication [MD =0.53, 95% CI （0.13, 0.92）], but the difference was insignificant according to the sensitivity analysis [MD=0.38, 95% Cl （-0.03, 0.80）], indicating the low reliability of the conclusion. Regarding the Cleveland clinic score （CCS）, the difference between shallow acupuncture at Tianshu （ST 25） and Western medication was insignificant [MD = 0.39, 95% Cl （-1.13, 1.91）]; the difference between deep acupuncture at Tianshu （ST 25） and Western medication was significant [MD=2.64, 95% Cl （1.32, 3.97）]. In the evaluation of security, the incidence rate of adverse events in acupuncture treatment （0.31%） was significantly lower than that in Western medication treatment （3.4%）. Conclusion： Although the present systematic review showed that deep acupuncture at Tianshu （ST 25） should have better therapeutic efficacy than Western medication, the reliability and quality of the evidences were poor, and thus the above results require proving by more RCTs of higher quality.

Meta-analysis on randomized controlled trials for scalp acupuncture treatment of stroke：A systematic review

OBJECTIVE:To conduct a systematic review to assess the clinical effectiveness of scalp acupuncture(SA) for stroke.METHODS:Literature searches were performed in7 databases up to 16 August 2014,and all the randomized controlled trials(RCTs) in which SA therapy was administered to stroke patients were selected.Methodological quality was assessed using the Jadad score,the Cochrane risk of bias assessment,and the Standards for Reporting Interventions in Clinical Trials of Acupuncture.RESULTS:Of a total of 2086 papers,21 RCTs were selected.Meta-analysis revealed significant differences in the total efficacy rates of the SA group and the body acupuncture(BA) group vs the medication group(P < 0.002,P < 0.000 001,respectively),the SA plus BA group vs the BA group(P < 0.001);in the motor function of the SA plus BA group vs the BA group(P = 0.077);and in the nerve function of the SA group vs the SA plus BA group(P < 0.0001).CONCLUSION:The results of our systematic review showed that SA therapy may exhibit effects in treatment efficacy and in the recovery of motor and nervous functions in patients with acute to chronic stroke.However,because of the lack of methodological quality,the thoroughly planned clinical studies are still required.

Stochastic H_2/H_∞ Control with Random Coefcients

Abstract This paper is concerned with the mixed H2/H∞ control for stochastic systems with random coefficients, which is actually a control combining the H2 optimization with the H∞ robust performance as the name of H2/H∞ reveals. Based on the classical theory of linear-quadratic （LQ, for short） optimal control, the sufficient and necessary conditions for the existence and uniqueness of the solution to the indefinite backward stochastic Riccati equation （BSRE, for short） associated with H∞ robustness are derived. Then the sufficient and necessary conditions for the existence of the H2/H∞ control are given utilizing a pair of coupled stochastic Pdccati equations.

A new look at the Lagrange method for continuous-time stochastic optimization

We formulate a Lagrange method for continuous-time stochastic optimization in an appropriate normed space by using a proper stochastic process as the Lagrange multiplier.The obtained optimality conditions are applied to different types of problems.Some examples selected from control theory and economic theory are studied to test and illustrate the potential applications of the method.