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101.
In mean–variance (M–V) analysis, an investor with a holding period [0,T] operates in a two-dimensional space—one is the mean and the other is the variance. At time 0, he/she evaluates alternative portfolios based on their means and variances, and holds a combination of the market portfolio (e.g., an index fund) and the risk-free asset to maximize his/her expected utility at time T. In our continuous-time model, we operate in a three-dimensional space—the first is the spot rate, the second is the expected return on the risky asset (e.g., an index fund), and the third is time. At various times over [0,T], we determine, for each combination of the spot rate and expected return, the optimum fractions invested in the risky and risk-free assets to maximize our expected utility at time T. Hence, unlike those static M–V models, our dynamic model allows investors to trade at any time in response to changes in the market conditions and the length of their holding period. Our results show that (1) the optimum fraction y*(t) in the risky asset increases as the expected return increases but decreases as the spot rate increases; (2) y*(t) decreases as the holding period shortens; and (3) y*(t) decreases as the risk aversion parameter-γ is larger. 相似文献
102.
This paper addresses the sampling period scheduling of Networked Control Systems (NCSs) with multiple control loops. The generalized exponential function is employed to describe Integral Absolute Error (IAE) performance versus sampling period by Truetime toolbox under Matlab environment, and the sampling periods are scheduled to obtain the optimal integrated performance based on Kuhn–Tucker Theorem, which are subject to the stability of every control loop and the bandwidth on available network resource. Numerical examples are given to show the effectiveness of our method. 相似文献
103.
104.
This paper considers the consensus problem of discrete-time switched linear multi-agent systems under a fixed communication topology. An observer-based protocol with sampled data is proposed for solving such a problem. Assume that the digraph has a directed spanning tree and that all switched subsystem of each agent are stabilisable and detectable. It is shown that the proposed protocol solves the consensus problem when the sampling period is sufficiently small and the average dwell time of the switching signal is sufficiently large. Moreover, to reduce the conservatism, a sufficient condition for consensus is obtained to design the feedback gain matrices and the observer gain matrices by linear matrix inequalities, which guarantee that consensus can be achieved when the sampling period and the average dwell time are in the general case. Finally, the effectiveness of the theoretical results is demonstrated through an example. 相似文献
105.
106.
Malatesta M Frigato E Baldelli B Battistelli S Foà A Bertolucci C 《Microscopy research and technique》2007,70(7):578-584
Reptiles represent an interesting animal model to investigate the influence of temperature on molecular circadian clocks. The ruin lizard Podarcis sicula lives in a continental climate and it is subjected to wide range of environmental temperatures during the course of the year. As consequence, ruin lizard daily activity pattern includes either the hibernation or periods of inactivity determined by hypothermia. Here we showed the rhythmic expression of two clock genes, lPer2 and lClock, in the liver of active lizards exposed to summer photo-thermoperiodic conditions. Interestingly, the exposition of lizards to hypothermic conditions, typical of winter season, induced a strong dampening of clock genes mRNA rhythmicity with a coincident decrease of levels. We also examined the qualitative and quantitative distribution of lPER2 and lCLOCK protein in different cellular compartments during the 24-h cycle. In the liver of active lizards both proteins showed a rhythmic expression profile in all cellular compartments. After 3 days at 6 degrees C, some temporal fluctuations of the lCLOCK and lPER2 are still detectable, although, with some marked modifications in respect to the values detected in the liver of active lizards. Besides demonstrating the influence of low temperature on the lizard liver circadian oscillators, present results could provide new essential information for comparative studies on the influence of temperature on the circadian system across vertebrate classes. 相似文献
107.
电磁流量计使用中常见和罕见故障例 总被引:4,自引:0,他引:4
将电磁流量计在使用中发生的故障经归纳划分为调试期故障和运行期两大类,并按产生原因从安装、环境条件和流体特性等方面作扼要论述。最后列举了管道强杂散电流、强无线电波干扰、积聚空气、淤泥沉淀层和电极材料等10个使用故障实例和解决办法。 相似文献
108.
离散事件动态系统的周期控制 总被引:4,自引:0,他引:4
讨论了在计算机网络通信等系统中,采用简单而切实可行的周期输入来进行控制时,离散事件系统的动态行为,结果表明:若采用周期输入,则系统的状态变量也呈周期性,当输入周期μ大于系统的固有周期λ时,系统的状态也以μ为周期,且有一定的抗抖动的能力,当μ等于λ时系统利用率最高;当μ小于λ时,系统将不堪负重产生阻塞。 相似文献
109.
本文叙述了三线摆的结构原理 ,介绍了此摆小角及大角摆动周期的计算方法 ,利用三线摆可以测量小型弹箭、弹头、飞机模型及其他构件的惯性矩。当R/L <1/ 30 ,φ≤ 6 0°时 ,该装置的测量准确度可优于 1%。 相似文献
110.
本文研究了某带加强层框架一核心筒结构,利用有限元软件Midas building分别建立设置两道加强层的模型l、模型2和模型3,三种模型的区别在于加强层的楼层位置不同。通过在多遇地震作用下的弹性分析比较三个模型的周期比、层间位移角和位移比,结果表明模型2较之可以更有效地降低层间位移角突变,使得结构的受力更加均匀,不容易形成薄弱层,有效地缓解了刚度突变,有利于结构抗震。 相似文献