A stochastic maximum principle for systems with jumps, with applications to finance

We consider a stochastic control problem with linear dynamics with jumps, convex cost criterion, and convex state constraint, in which the control enters the drift, the diffusion, and the jump coefficients. We allow these coefficients to be random, and do not impose any L^p-bounds on the control.

We obtain a stochastic maximum principle for this model that provides both necessary and sufficient conditions of optimality. This is the first version of the stochastic maximum principle that covers the consumption–investment problem in which there are jumps in the price system.     

关于炼焦炉砌体中修前热修工应注意的问题

根据炼焦炉中修前炉体不同的技术特点 ,针对性配制泥料 ,使之达到最有效的维护目的     

多工况多级离心压缩机总体优化命题的建模与数值方法

介绍了多工况 点的压缩机最优模拟设计点的特点及相应的优化建模，包括目标函数的建立、约束条件的确立和计算方法，使满足该模拟设计点要求的压缩机在逼近优目标函数最大值的同时，兼顾各真实工况运行点都在较好效率下工作，并列出了基于模型级数据库的优化设计实例。     

二极管泵浦内腔倍频激光技术研究进展

评述了二极管泵浦内腔倍频激光技术的发展现状，对解决中小功率下‘绿光问题’的理论及实验方案进行了比较分析，对高功率内腔倍频系统亦进行了初步探讨。     

高校媒体公关存在的问题与对策研究

近年来,随着信息时代社会的日新月异,高等教育事业驶入快速发展的轨道,社会对高校的关注度越来越高,高校间的竞争越来越激烈,在这种生存环境下,如何加强高校和校外社会媒体的关系,扩大高校的社会形象和知名度,提高高校的品牌价值和竞争力,已经成为新时期摆在众多高校面前的一个崭新课题。本文将公共关系这一重要的现代理论嫁接在高等学校,以跨学科的眼光和思路来探讨当前高校媒体公关存在的问题,并提出相应的对策,希望对新形势下开展高校媒体公关提供一定的参考。     

高层建筑损伤识别中的补偿算法

本文在已有研究工作的基础上，提出了处理激励测量信息不完备情况下的补偿算法。此方法主要针对高层建筑动力检测中强迫激励的情况，是一种基于时域的识别方法，该方法实际上是利用客观工程实际中结构系统激励所具有的物理持征作为识别计算的辅助条件，来解决测量信息的不完备性问题。算例分析表明了该方法的可行性。     

Synthesizing plans that contain actions with context-dependent effects1

This paper presents a method of solving planning problems that involve actions whose effects change according to the situations in which they are performed. The approach is an extension of the conventional planning methodology in which plans are constructed through an iterative process of scanning for goals that are not yet satisfied, inserting actions to achieve them, and introducing subgoals to these actions. This methodology was originally developed under the assumption that one would be dealing exclusively with actions that produce the same effects in every situation. The extension involves introducing additional subgoals to actions above and beyond the preconditions of execution normally introduced. These additional subgoals, called secondary preconditions, ensure that the actions are performed in contexts conducive to producing the effects we desire. This paper defines and analyzes secondary preconditions from a mathematically rigorous standpoint and demonstrates how they can be derived from regression operators.     

Casual reasoning in planning1

Reasoning about actions necessarily involves tracking the truth of assertions about the world over time. The SIPE planning system retains the efficiency of the STRIPS assumption for this while enhancing expressive power by allowing the specification of a causl theory. Separation of knowledge about causality from knowledge about actions relieves operators of much of their representational burden and allows them to be applicable in a wide range of contexts. The implementation of causal theories is described, together with examples and evaluations of the system's expressive power and efficiency.     

示例学习的扩张矩阵理论

本文提出示例学习的一种计算理论,扩张矩阵论.根据这个理论,示例学习中一些主要最优化问题被证明是NP难题,并给出这些难题的近似解法及下界的估计.