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A Separation Theorem for Stochastic Singular Linear Quadratic Control Problem with Partial Information
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作者 Hong-ji MA Ting HOU 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2013年第2期303-314,共12页
In this paper, we provide a separation theorem for the singular linear quadratic (LQ) control problem of ItS-type linear systems in the case of the state being partially observable. Above all, the Kalmam Bucy filter... In this paper, we provide a separation theorem for the singular linear quadratic (LQ) control problem of ItS-type linear systems in the case of the state being partially observable. Above all, the Kalmam Bucy filtering of the dynamics is given by means of Girsanov transformation, by which the suboptimal feedback control of the LQ problem is determined. Furthermore, it is shown that the well-posedness of the LQ problem is equivalent to the solvability of a generalized differential Riccati equation (GDRE). 展开更多
关键词 singular optimal control Kalman-Bucy filtering separation theorem linear systems generalizeddifferential Riccati equation
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A Sound Field Separation and Reconstruction Technique Based on Reciprocity Theorem and Fourier Transform 被引量:1
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作者 Xiao-Lei Li Ning Wang +1 位作者 Da-Zhi Gao Qi Li 《Chinese Physics Letters》 SCIE CAS CSCD 2018年第11期42-45,共4页
We show a method to separate the sound field radiated by a signal source from the sound field radiated by noise sources and to reconstruct the sound field radiated by the signal source. The proposed method is based on... We show a method to separate the sound field radiated by a signal source from the sound field radiated by noise sources and to reconstruct the sound field radiated by the signal source. The proposed method is based on reciprocity theorem and the Fourier transform. Both the sound field and its gradient on a measurement surface are needed in the method. Evanescent waves are considered in the method, which ensures a high resolution reconstruction in the near field region of the signal source when evanescent waves can be measured. A simulation is given to verify the method and the influence of measurement noise on the method is discussed. 展开更多
关键词 A Sound Field separation and Reconstruction Technique Based on Reciprocity theorem and Fourier Transform
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THE EXTENSION THEOREMS OF CONE LINEAR OPERATORS
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作者 盛宝怀 刘三阳 毛华 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2002年第1期71-78,共8页
A kind of cone separation theorems is established, by which the extension theorems for cone linear continuous operators are developed. As an application, the extension theorem for positive linear continuous operators ... A kind of cone separation theorems is established, by which the extension theorems for cone linear continuous operators are developed. As an application, the extension theorem for positive linear continuous operators is given. 展开更多
关键词 cone separation theorem cone linear operator extension theorem separation theorems
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Rough law generation and its separation-recognition 被引量:2
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作者 Li Dongya Ren Xuefang Shi Kaiquan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第6期1239-1246,共8页
By using function S-rough sets(function singular rough sets), this paper gives rough law generation and the theorem of rough law generation.Based on these results above, the paper proposes rough law separation, the ... By using function S-rough sets(function singular rough sets), this paper gives rough law generation and the theorem of rough law generation.Based on these results above, the paper proposes rough law separation, the theorem of rough law separation, the compound generation theorem of rough law bands, and the principle of rough law bands.In the end, an application of rough law separation in recognizing the risk law of profit is presented. 展开更多
关键词 function one-directional S-rough set dual of function one-directional S-rough set rough law law separation the theorem of law separation the principle of rough law band application.
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Application of the Separating Theorem
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作者 王治国 《Chinese Quarterly Journal of Mathematics》 CSCD 1999年第3期103-104, ,共2页
This thesis discusses the theory of nonlinear programming (NLP) including the maths solution to a type of inequality of convex function by utilizing the separating Theorem.
关键词 separating theorem APPLICATION
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Some Vector Ky Fan Minimax Inequalities with Nonconvex Domain
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作者 Tao Chen 《Journal of Applied Mathematics and Physics》 2022年第7期2175-2180,共6页
In this paper, by virtue of separation theorems of convex sets and scalarization functions, some minimax inequalities are first considered. As applications, some existence theorems of vector equilibrium problems with ... In this paper, by virtue of separation theorems of convex sets and scalarization functions, some minimax inequalities are first considered. As applications, some existence theorems of vector equilibrium problems with different order structures were also obtained. 展开更多
关键词 Vector-Valued Mapping Minimax theorem separation theorem
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Some Errors in the Paper “Programming with Semilocally Convex Functions”
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作者 Mao Erwan (Dept. of Math., Hebei Normal University, Shijiazhuang 050016) (Institute of System Science, Academia Sinica, Beijing 100080) 《Journal of Mathematical Research and Exposition》 CSCD 1998年第1期60-62,共3页
In this paper, we illustrate some errors with some concrete counterexample.
关键词 locally starshaped set semilocally convex functionson a locally starshaped set S-semilocally convex functions on a locally starshaped set separation theorem theorem of the alternatives.
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Extensions of Farkas-Minkowski's Lemma and Stiemke's Lemma in the Space l^1
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作者 张顺明 《Tsinghua Science and Technology》 SCIE EI CAS 1997年第4期100-104,共5页
This paper extends Farkas Minkowski’s Lemma and Stiemke’s Lemma from the Euclidean space to (l 1,l ∞). The extensions of Farkas Minkowski’s Lemma and Stiemke’s Lemma are the Basic Valuation Theore... This paper extends Farkas Minkowski’s Lemma and Stiemke’s Lemma from the Euclidean space to (l 1,l ∞). The extensions of Farkas Minkowski’s Lemma and Stiemke’s Lemma are the Basic Valuation Theorem in the case (l 1,l ∞). The security price is weakly arbitrage free if and only if there exists a positive state vector; the security price is strictly arbitrage free if and only if there exists a strictly positive state vector. The present value of the securities prices at date 0 is the value of their returns over all countably infinite possible states of nature at date 1. 展开更多
关键词 weakly arbitrage free security price strictly arbitrage free security price Farkas Minkowski’s Lemma Stiemke’s Lemma Separating Hyperplane theorem
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