A two-asset stochastic model for long-term portfolio selection

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.     

Sampling period scheduling of networked control systems with multiple-control loops

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.     

交换式以太网控制系统传感器变采样调度研究

针对基于交换式以太网的网络化控制系统的数据传输和控制性能优化问题,提出了传感器根据给定值与实测值差额的绝对值对照静态调度表变采样周期的调度优化方法.使用TrueTime 2.0工具箱搭建了交换式以太网控制系统仿真平台进行仿真研究,并与定采样周期方法进行了对比,仿真结果验证了其可行性.此方法在实际的工程应用中具有一定的参考价值.     

Observer-based consensus in networks of discrete-time switched linear dynamics under a fixed topology

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.     

基于生命期引导的生态进化模型

进化算法的一个很大的不足是个体进化本身没有一个明确的引导趋势.该文借鉴个体进化的生命周期性,提出了一种基于生命期引导的生态进化模型.基于此模型的算法在个体生命期的各个阶段设置了相应的引导算子,使个体在整个生命期都基于其生态特征而被引导进化.实验结果验证了其优越性.     

Influence of temperature on the liver circadian clock in the ruin lizard Podarcis sicula

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.     

电磁流量计使用中常见和罕见故障例

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。     

离散事件动态系统的周期控制

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。     

小型弹箭惯性矩的测定

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%。     

某框架一核心简结构加强层位置的优化

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。