Indefinite equation is an unsolved problem in number theory. Through explo-ration, the author has been able to use a simple elementary algebraic method to solve the solutions of all three variable indefinite equations...Indefinite equation is an unsolved problem in number theory. Through explo-ration, the author has been able to use a simple elementary algebraic method to solve the solutions of all three variable indefinite equations. In this paper, we will introduce and prove the solutions of Pythagorean equation, Fermat’s the-orem, Bill equation and so on.展开更多
The current method of solving first order indefinite equatio n is changing the equation to first order indefinite equation gr oup to solve. But according this method, if variables are very many, it will be difficul...The current method of solving first order indefinite equatio n is changing the equation to first order indefinite equation gr oup to solve. But according this method, if variables are very many, it will be difficult to solve the equation using the current method. In this paper, it prov ides a simple method by discussing the structure of solution based on the theory of free abelian group. In addition, this method makes it easy to get the genera lized solution of the equation using the computer.展开更多
In this paper,a formula is given. The formula gives the number of prime number solutions of the indefinite equation p 1+p 2=2n , and based on it, an equivalent proposition to the conjecture of Goldbach is obtained.
We discuss the stochastic linear-quadratic(LQ) optimal control problem with Poisson processes under the indefinite case. Based on the wellposedness of the LQ problem, the main idea is expressed by the definition of re...We discuss the stochastic linear-quadratic(LQ) optimal control problem with Poisson processes under the indefinite case. Based on the wellposedness of the LQ problem, the main idea is expressed by the definition of relax compensator that extends the stochastic Hamiltonian system and stochastic Riccati equation with Poisson processes(SREP) from the positive definite case to the indefinite case. We mainly study the existence and uniqueness of the solution for the stochastic Hamiltonian system and obtain the optimal control with open-loop form. Then, we further investigate the existence and uniqueness of the solution for SREP in some special case and obtain the optimal control in close-loop form.展开更多
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 ...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.展开更多
文摘Indefinite equation is an unsolved problem in number theory. Through explo-ration, the author has been able to use a simple elementary algebraic method to solve the solutions of all three variable indefinite equations. In this paper, we will introduce and prove the solutions of Pythagorean equation, Fermat’s the-orem, Bill equation and so on.
文摘The current method of solving first order indefinite equatio n is changing the equation to first order indefinite equation gr oup to solve. But according this method, if variables are very many, it will be difficult to solve the equation using the current method. In this paper, it prov ides a simple method by discussing the structure of solution based on the theory of free abelian group. In addition, this method makes it easy to get the genera lized solution of the equation using the computer.
文摘In this paper,a formula is given. The formula gives the number of prime number solutions of the indefinite equation p 1+p 2=2n , and based on it, an equivalent proposition to the conjecture of Goldbach is obtained.
基金supported by National Natural Science Foundation of China (Grant Nos. 61573217,11471192 and 11626142)the National High-Level Personnel of Special Support Program,the Chang Jiang Scholar Program of Chinese Education Ministry+2 种基金the Natural Science Foundation of Shandong Province (Grant Nos. JQ201401 and ZR2016AB08)the Colleges and Universities Science and Technology Plan Project of Shandong Province (Grant No. J16LI55)the Fostering Project of Dominant Discipline and Talent Team of Shandong University of Finance and Economics
文摘We discuss the stochastic linear-quadratic(LQ) optimal control problem with Poisson processes under the indefinite case. Based on the wellposedness of the LQ problem, the main idea is expressed by the definition of relax compensator that extends the stochastic Hamiltonian system and stochastic Riccati equation with Poisson processes(SREP) from the positive definite case to the indefinite case. We mainly study the existence and uniqueness of the solution for the stochastic Hamiltonian system and obtain the optimal control with open-loop form. Then, we further investigate the existence and uniqueness of the solution for SREP in some special case and obtain the optimal control in close-loop form.
文摘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.
