期刊文献+
共找到8,450篇文章
< 1 2 250 >
每页显示 20 50 100
Wellbore-heat-transfer-model-based optimization and control for cooling downhole drilling fluid 被引量:1
1
作者 Chao Wang He Liu +3 位作者 Guo-Wei Yu Chen Yu Xian-Ming Liu Peng Huang 《Petroleum Science》 SCIE EI CAS CSCD 2024年第3期1955-1968,共14页
To address the two critical issues of evaluating the necessity of implementing cooling techniques and achieving real-time temperature control of drilling fluids underground in the current drilling fluid cooling techno... To address the two critical issues of evaluating the necessity of implementing cooling techniques and achieving real-time temperature control of drilling fluids underground in the current drilling fluid cooling technology,we first established a temperature and pressure coupled downhole heat transfer model,which can be used in both water-based and oil-based drilling fluid.Then,fourteen factors,which could affect wellbore temperature,were analyzed.Based on the standard deviation of the downhole temperature corresponding to each influencing factor,the influence of each factor was quantified.The influencing factors that can be used to guide the drilling fluid's cooling technology were drilling fluid thermal conductivity,drilling fluid heat capacity,drilling fluid density,drill strings rotation speed,pump rate,viscosity,ROP,and injection temperature.The nondominated sorting genetic algorithm was used to optimize these six parameters,but the optimization process took 182 min.Combining these eight parameters'influence rules with the nondominated sorting genetic algorithm can reduce the optimization time to 108 s.Theoretically,the downhole temperature has been demonstrated to increase with the inlet temperature increasing linearly under quasi-steady states.Combining this law and PID,the downhole temperature can be controlled,which can reduce the energy for cooling the surface drilling fluid and can ensure the downhole temperature reaches the set value as soon as possible. 展开更多
关键词 DRILLING COOLING Influencing factors Analysis optimization control
在线阅读 下载PDF
Multi-Objective optimization for stable and efficient cargo transportation of partial space elevator
2
作者 Gefei Shi Zheng H.Zhu 《Defence Technology(防务技术)》 2025年第2期17-29,共13页
This paper proposed a new libration decoupling analytical speed function(LD-ASF)in lieu of the classic analytical speed function to control the climber's speed along a partial space elevator to improve libration s... This paper proposed a new libration decoupling analytical speed function(LD-ASF)in lieu of the classic analytical speed function to control the climber's speed along a partial space elevator to improve libration stability in cargo transportation.The LD-ASF is further optimized for payload transportation efficiency by a novel coordinate game theory to balance competing control objectives among payload transport speed,stable end body's libration,and overall control input via model predictive control.The transfer period is divided into several sections to reduce computational burden.The validity and efficacy of the proposed LD-ASF and coordinate game-based model predictive control are demonstrated by computer simulation.Numerical results reveal that the optimized LD-ASF results in higher transportation speed,stable end body's libration,lower thrust fuel consumption,and more flexible optimization space than the classic analytical speed function. 展开更多
关键词 Partial space elevator Stable transportation Libration decoupling analytical speed function Coordinate game Model predictive control Pareto optimization
在线阅读 下载PDF
IMPROVED PARTICLE SWARM OPTIMIZATION ALGORITHM FOR INTELLIGENTLY SETTING UAV ATTITUDE CONTROLLER PARAMETERS
3
作者 浦黄忠 甄子洋 +1 位作者 王道波 胡勇 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2009年第1期52-57,共6页
An improved particle swarm optimization (PSO) algorithm is investigated in the optimization of the attitude controller parameters of unmanned aerial vehicle (UAV). Considering the stagnation phenomenon in the late... An improved particle swarm optimization (PSO) algorithm is investigated in the optimization of the attitude controller parameters of unmanned aerial vehicle (UAV). Considering the stagnation phenomenon in the later phase of the basic PSO algorithm caused by the diversity scarcity of particles, a modified PSO algorithm is presented. For the basic PSO algorithm, the velocity of each particle is adjusted according to the inertia motion, the swarm previous best position and its own previous best position. However, in the improved PSO algorithm, each particle only learns from another randomly selected particle with higher performance, besides keeping the inertia motion. The inertia weight of the improved PSO algorithm is a random number. The modification decreases the uncertain parameters of the algorithm, simplifies the learning mechanism of the particle, and enhances the diversity of the swarm. Furthermore, a UAV attitude control system is built, and the improved PSO algorithm is applied in the optimized tuning of four controller parameters. Simulation results show that the improved PSO algorithm has stronger global searching ability than the common PSO algorithms, and obtains better UAV attitude control parameters. 展开更多
关键词 unmanned aerial vehicle attitude control particle swarm optimization
在线阅读 下载PDF
AN OPTIMAL CONTROL PROBLEM FOR A LOTKA-VOLTERRA COMPETITION MODEL WITH CHEMO-REPULSION 被引量:1
4
作者 Diana I.HERNÁNDEZ Diego A.RUEDA-GOMEZ Élder J.VILLAMIZAR-ROA 《Acta Mathematica Scientia》 SCIE CSCD 2024年第2期721-751,共31页
In this paper we study a bilinear optimal control problem for a diffusive Lotka-Volterra competition model with chemo-repulsion in a bounded domain of ℝ^(ℕ),N=2,3.This model describes the competition of two species in... In this paper we study a bilinear optimal control problem for a diffusive Lotka-Volterra competition model with chemo-repulsion in a bounded domain of ℝ^(ℕ),N=2,3.This model describes the competition of two species in which one of them avoid encounters with rivals through a chemo-repulsion mechanism.We prove the existence and uniqueness of weak-strong solutions,and then we analyze the existence of a global optimal solution for a related bilinear optimal control problem,where the control is acting on the chemical signal.Posteriorly,we derive first-order optimality conditions for local optimal solutions using the Lagrange multipliers theory.Finally,we propose a discrete approximation scheme of the optimality system based on the gradient method,which is validated with some computational experiments. 展开更多
关键词 LOTKA-VOLTERRA chemo-repulsion optimal control optimality conditions
在线阅读 下载PDF
Multidisciplinary design optimization of a dual-spin guided vehicle
5
作者 Jalal Karimi Mohammad Reza Rajabi +1 位作者 Seyed Hossein Sadati Seyed Mahid Hosseini 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第7期133-148,共16页
In this research,a Multidisciplinary Design Optimization approach is proposed for the dual-spin guided flying projectile design considering external and internal parts of the body as design variables.In this way,a par... In this research,a Multidisciplinary Design Optimization approach is proposed for the dual-spin guided flying projectile design considering external and internal parts of the body as design variables.In this way,a parametric formulation is developed.All related disciplines,including structure,aerodynamics,guidance,and control are considered.Minimum total mass,maximum aerodynamic control effectiveness,minimum miss distance,maximum yield stress in all subsystems,controllability and gyroscopic stability constraints are some of objectives/constraints taken into account.The problem is formulated in All-At-Ones Multidisciplinary Design Optimization approach structure and solved by Simulated Annealing and minimax algorithms.The optimal configurations are evaluated in various aspects.The resulted optimal configurations have met all design objectives and constraints. 展开更多
关键词 Flying projectile optimal design All-at-ones multidisciplinary optimization Structure discipline Guidance and control discipline Aerodynamic discipline
在线阅读 下载PDF
Optimal and robust control of population transfer in asymmetric quantum-dot molecules
6
作者 郭裕 马松山 束传存 《Chinese Physics B》 SCIE EI CAS CSCD 2024年第2期353-359,共7页
We present an optimal and robust quantum control method for efficient population transfer in asymmetric double quantum-dot molecules.We derive a long-duration control scheme that allows for highly efficient population... We present an optimal and robust quantum control method for efficient population transfer in asymmetric double quantum-dot molecules.We derive a long-duration control scheme that allows for highly efficient population transfer by accurately controlling the amplitude of a narrow-bandwidth pulse.To overcome fluctuations in control field parameters,we employ a frequency-domain quantum optimal control theory method to optimize the spectral phase of a single pulse with broad bandwidth while preserving the spectral amplitude.It is shown that this spectral-phase-only optimization approach can successfully identify robust and optimal control fields,leading to efficient population transfer to the target state while concurrently suppressing population transfer to undesired states.The method demonstrates resilience to fluctuations in control field parameters,making it a promising approach for reliable and efficient population transfer in practical applications. 展开更多
关键词 population transfer quantum optimal control theory quantum-dot molecules
在线阅读 下载PDF
Optimal Control for Age Distribution and Weighted Size Competitive Species in a Polluted Environment
7
作者 WANG Zhanping 《应用数学》 北大核心 2024年第4期1014-1026,共13页
In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to ob... In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to obtain the existence and uniqueness exhibited by a non-negative solution of above mentioned model.A maximum principle helps to carefully verify the existence of the optimal control policy,and tangent-normal cone techniques help to obtain the optimal condition specific to control issue. 展开更多
关键词 optimal control Competitive species POLLUTION Maximum principle
在线阅读 下载PDF
Multi-objective optimization for voltage and frequency control of smart grids based on controllable loads 被引量:2
8
作者 Yaxin Wang Donglian Qi Jianliang Zhang 《Global Energy Interconnection》 CAS CSCD 2021年第2期136-144,共9页
The output uncertainty of high-proportion distributed power generation severely affects the system voltage and frequency.Simultaneously,controllable loads have also annually increased,which markedly improve the capabi... The output uncertainty of high-proportion distributed power generation severely affects the system voltage and frequency.Simultaneously,controllable loads have also annually increased,which markedly improve the capability for nodal-power control.To maintain the system frequency and voltage magnitude around rated values,a new multi-objective optimization model for both voltage and frequency control is proposed.Moreover,a great similarity between the multiobjective optimization and game problems appears.To reduce the strong subjectivity of the traditional methods,the idea and method of the game theory are introduced into the solution.According to the present situational data and analysis of the voltage and frequency sensitivities to nodal-power variations,the design variables involved in the voltage and frequency control are classified into two strategy spaces for players using hierarchical clustering.Finally,the effectiveness and rationality of the proposed control are verified in MATLAB. 展开更多
关键词 Multi-objective optimization Voltage control Frequency control Power flow controllable loads Game theory
在线阅读 下载PDF
A BICUBIC B-SPLINE FINITE ELEMENT METHOD FOR FOURTH-ORDER SEMILINEAR PARABOLIC OPTIMAL CONTROL PROBLEMS
9
作者 Fangfang DU Tongjun SUN 《Acta Mathematica Scientia》 SCIE CSCD 2024年第6期2411-2421,共11页
A bicubic B-spline finite element method is proposed to solve optimal control problems governed by fourth-order semilinear parabolic partial differential equations.Its key feature is the selection of bicubic B-splines... A bicubic B-spline finite element method is proposed to solve optimal control problems governed by fourth-order semilinear parabolic partial differential equations.Its key feature is the selection of bicubic B-splines as trial functions to approximate the state and costate variables in two space dimensions.A Crank-Nicolson difference scheme is constructed for time discretization.The resulting numerical solutions belong to C2in space,and the order of the coefficient matrix is low.Moreover,the Bogner-Fox-Schmit element is considered for comparison.Two numerical experiments demonstrate the feasibility and effectiveness of the proposed method. 展开更多
关键词 bicubic B-spline finite element method optimal control problem Bogner-Fox-Schmit element Crank-Nicolson scheme numerical experiment
在线阅读 下载PDF
Trigonometric Regularization and Continuation Method Based Time-Optimal Control of Hypersonic Vehicles
10
作者 LIN Yujie HAN Yanhua 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2024年第S01期52-59,共8页
Aiming at the time-optimal control problem of hypersonic vehicles(HSV)in ascending stage,a trigonometric regularization method(TRM)is introduced based on the indirect method of optimal control.This method avoids analy... Aiming at the time-optimal control problem of hypersonic vehicles(HSV)in ascending stage,a trigonometric regularization method(TRM)is introduced based on the indirect method of optimal control.This method avoids analyzing the switching function and distinguishing between singular control and bang-bang control,where the singular control problem is more complicated.While in bang-bang control,the costate variables are unsmooth due to the control jumping,resulting in difficulty in solving the two-point boundary value problem(TPBVP)induced by the indirect method.Aiming at the easy divergence when solving the TPBVP,the continuation method is introduced.This method uses the solution of the simplified problem as the initial value of the iteration.Then through solving a series of TPBVP,it approximates to the solution of the original complex problem.The calculation results show that through the above two methods,the time-optimal control problem of HSV in ascending stage under the complex model can be solved conveniently. 展开更多
关键词 hypersonic vehicle(HSV) optimal control trigonometric regularization method(TRM) continuation method
在线阅读 下载PDF
A Grey Wolf Optimization-Based Tilt Tri-rotor UAV Altitude Control in Transition Mode 被引量:2
11
作者 MA Yan WANG Yingxun +2 位作者 CAI Zhihao ZHAO Jiang LIU Ningjun 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2022年第2期186-200,共15页
To solve the problem of altitude control of a tilt tri-rotor unmanned aerial vehicle(UAV)in the transition mode,this study presents a grey wolf optimization(GWO)based neural network adaptive control scheme for a tilt ... To solve the problem of altitude control of a tilt tri-rotor unmanned aerial vehicle(UAV)in the transition mode,this study presents a grey wolf optimization(GWO)based neural network adaptive control scheme for a tilt trirotor UAV in the transition mode.Firstly,the nonlinear model of the tilt tri-rotor UAV is established.Secondly,the tilt tri-rotor UAV altitude controller and attitude controller are designed by a neural network adaptive control method,and the GWO algorithm is adopted to optimize the parameters of the neural network and the controllers.Thirdly,two altitude control strategies are designed in the transition mode.Finally,comparative simulations are carried out to demonstrate the effectiveness and robustness of the proposed control scheme. 展开更多
关键词 tilt tri-rotor unmanned aerial vehicle altitude control neural network adaptive control grey wolf optimization(GWO)
在线阅读 下载PDF
Robust Topology Optimization of Vehicle Suspension Control Arm
12
作者 Xiaokai Chen Cheng Zhang Qinghai Zhao 《Journal of Beijing Institute of Technology》 EI CAS 2019年第3期626-634,共9页
A robust topology optimization design framework is developed to solve lightweight structural design problems under uncertain conditions. To enhance the calculation accuracy and flexibility of the statistical moments o... A robust topology optimization design framework is developed to solve lightweight structural design problems under uncertain conditions. To enhance the calculation accuracy and flexibility of the statistical moments of robust analysis, number theory integral method is applied to sample point selection and weight assignment. Both the structure topology optimization and number theory integral methods are combined to form a new robust topology optimization method. A suspension control arm problem is provided as a demonstration of robust topology optimization methods under loading uncertainties. Based on the results of deterministic and robust topology optimization, it is demonstrated that the proposed robust topology optimization method can produce a more robust design than that obtained by deterministic topology optimization. It is also found that this new approach is easy to apply in the existing commercial topology optimization software and thus feasible in practical engineering problems. 展开更多
关键词 ROBUST TOPOLOGY optimization (RTO) number theory INTEGRAL SUSPENSION control arm uncertainty DETERMINISTIC TOPOLOGY optimization (DTO)
在线阅读 下载PDF
Optimization control of modulation-instability gain in photonic crystal fibres with two zero-dispersion wavelengths
13
作者 王河林 冷雨欣 徐至展 《Chinese Physics B》 SCIE EI CAS CSCD 2009年第12期5375-5384,共10页
We design three kinds of photonic crystal fibres (PCF) with two zero-dispersion wavelengths (ZDWs) using the improved full vector index method (FVIM) and finite-difference frequency domain (FDFD} techniques. Ba... We design three kinds of photonic crystal fibres (PCF) with two zero-dispersion wavelengths (ZDWs) using the improved full vector index method (FVIM) and finite-difference frequency domain (FDFD} techniques. Based on these designed fibres, the effect of fibre structure, pump power and wavelength on the modulation instability (MI) gain in the anomalous dispersion region close to the second ZDW of the PCFs is comprehensively analysed in this paper. The analytical results show that an optimal MI gain can be obtained when the optimal pump wavelength (1530 nm) is slightly shorter than the second ZDW (1538 nm) and the optimal pump power is 250 W. Importantly, the total MI gain bandwidth has been increased to 260 nm for the first time, so far as we know, for an optimally-designed fibre with ∧ = 1.4 nm and d/∧ = 0.676, and the gain profile became much smoother. The optimal pump wavelength relies on the second ZDW of the PCF whereas the optimal pump power depends on the corporate operation of the optimal fibre structure and optimal pump wavelength, which is important in designing the most appropriate PCF to attain higher broadband and gain amplification. 展开更多
关键词 modulation instability gain broadband amplification optimization control
在线阅读 下载PDF
Improved Bacterial Foraging Optimization Algorithm Based on Fuzzy Control Rule Base
14
作者 Cui-Cui Du Xu-Gang Feng Jia-Yan Zhang 《Journal of Electronic Science and Technology》 CAS CSCD 2017年第3期283-288,共6页
Manual construction of a rule base for a fuzzy system is the hard and time-consuming task that requires expert knowledge.In this paper we proposed a method based on improved bacterial foraging optimization(IBFO),whi... Manual construction of a rule base for a fuzzy system is the hard and time-consuming task that requires expert knowledge.In this paper we proposed a method based on improved bacterial foraging optimization(IBFO),which simulates the foraging behavior of “E.coli” bacterium,to tune the Gaussian membership functions parameters of an improved Takagi-Sugeno-Kang fuzzy system(C-ITSKFS) rule base.To remove the defect of the low rate of convergence and prematurity,three modifications were produced to the standard bacterial foraging optimization(BFO).As for the low accuracy of finding out all optimal solutions with multi-method functions,the IBFO was performed.In order to demonstrate the performance of the proposed IBFO,multiple comparisons were made among the BFO,particle swarm optimization(PSO),and IBFO by MATLAB simulation.The simulation results show that the IBFO has a superior performance. 展开更多
关键词 Index Terms--Fuzzy control system Gaussian membership functions improved bacterial foraging optimization (IBFO) particle swarm optimization (PSO)
在线阅读 下载PDF
Parameters optimization for exponentially weighted moving average control chart using generalized regression neural network
15
作者 梁宗保 《Journal of Chongqing University》 CAS 2006年第3期131-136,共6页
As a useful alternative of Shewhart control chart, exponentially weighted moving average (EWMA) control chat has been applied widely to quality control, process monitoring, forecast, etc. In this paper, a method was... As a useful alternative of Shewhart control chart, exponentially weighted moving average (EWMA) control chat has been applied widely to quality control, process monitoring, forecast, etc. In this paper, a method was introduced for optimal design of EWMA and multivariate EWMA (MEWMA) control charts, in which the optimal parameter pair ( λ, k) or ( λ, h ) was searched by using the generalized regression neural network (GRNN). The results indicate that the optimal parameter pair can be obtained effectively by the proposed strategy for a given in-control average running length (ARLo) and shift to detect under any conditions, removing the drawback of incompleteness existing in the tables that had been reported. 展开更多
关键词 parameter optimization exponentially weighted moving average control chart generalized regression neural network
在线阅读 下载PDF
Dynamic Control and Optimization of Capital-Constrained Stochastic Inventory Systems 被引量:1
16
作者 ZHAO Xiu-li WANG Shou-yang 《运筹与管理》 CSSCI CSCD 北大核心 2015年第2期1-19,共19页
For most firms,especially the small-and medium-sized ones,the operational decisions are affected by their internal capital and ability to obtain external capital.However,the majority of the current studies on dynamic ... For most firms,especially the small-and medium-sized ones,the operational decisions are affected by their internal capital and ability to obtain external capital.However,the majority of the current studies on dynamic inventory control ignore the firm’s financial status and financing issues completely.An important question that arises is:what are the dynamic optimal inventory and financing policies for firms with limited capital and limited access to external capital?In this paper,we review some of the latest developments in this area.After a brief review of single period models,we focus on multi-period dynamic control of the firm who aims to optimize its xpected terminal wealth.Two cases are discussed in detail:self-finance and short term finance.In the first case,the firm has to rely on its own capital for all ordering decisions,while in the second,the firm can borrow short term loan from lenders.A detailed characterization of the optimal policy is presented and its managerial insights are discussed.Several possible extensions are suggested. 展开更多
关键词 数学 运筹学 EOQ IPO
在线阅读 下载PDF
APPLICATION OF HYBRID AERO-ENGINE MODEL FOR INTEGRATED FLIGHT/PROPULSION OPTIMAL CONTROL 被引量:4
17
作者 王健康 张海波 +1 位作者 孙健国 李永进 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2012年第1期16-24,共9页
The real-time capability of integrated flight/propulsion optimal control (IFPOC) is studied. An appli- cation is proposed for IFPOC by combining the onboard hybrid aero-engine model with sequential quadratic pro- gr... The real-time capability of integrated flight/propulsion optimal control (IFPOC) is studied. An appli- cation is proposed for IFPOC by combining the onboard hybrid aero-engine model with sequential quadratic pro- gramming (SQP). Firstly, a steady-state hybrid aero-engine model is designed in the whole flight envelope with a dramatic enhancement of real-time capability. Secondly, the aero-engine performance seeking control including the maximum thrust mode and the minimum fuel-consumption mode is performed by SQP. Finally, digital simu- lations for cruise and accelerating flight are carried out. Results show that the proposed method improves real- time capability considerably with satisfactory effectiveness of optimization. 展开更多
关键词 integrated flight/propulsion optimal control AERO-ENGINE hybrid model performance seeking con- trol sequential quadratic programming
在线阅读 下载PDF
INTERNET-BASED MACHINING PARAMETER OPTIMIZATION AND MANAGEMENT SYSTEM FOR HIGH-SPEED MACHINING 被引量:5
18
作者 武美萍 廖文和 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2005年第1期42-46,共5页
The theory and its method of machining parameter optimization for high-speed machining are studied. The machining data collected from workshops, labs and references are analyzed. An optimization method based on the ge... The theory and its method of machining parameter optimization for high-speed machining are studied. The machining data collected from workshops, labs and references are analyzed. An optimization method based on the genetic algorithm (GA) is investigated. Its calculation speed is faster than that of traditional optimization methods, and it is suitable for the machining parameter optimization in the automatic manufacturing system. Based on the theoretical studies, a system of machining parameter management and optimization is developed. The system can improve productivity of the high-speed machining centers. 展开更多
关键词 computer aided manufacturing DATABASE genetic algorithm optimization numerical control machining
在线阅读 下载PDF
Optimum Design of the Control System for a Laser Beam Riding Guidance Anti-Tank Missile 被引量:3
19
作者 翁彦 王正杰 张天桥 《Journal of Beijing Institute of Technology》 EI CAS 2000年第2期160-165,共6页
The optimum theory and methods were adopted to design the laser beam riding guidance anti tank missile's control system in the short run. Through building the mathematical model of system, selecting a proper meth... The optimum theory and methods were adopted to design the laser beam riding guidance anti tank missile's control system in the short run. Through building the mathematical model of system, selecting a proper method and taking advantage of computer's high speed calculation and logic traits, an optimal controller was designed. Simulation results showed that the designed control system has fair performance and it satisfies the tactical and technical requirements. The results also demonstrate that by the combination of the optimizing methods and the computer the control system could be designed as soon as possible. 展开更多
关键词 laser beam riding guidance anti-tank missile control system optimizing method
在线阅读 下载PDF
OPTIMAL CONTROL OF MARKOVIAN SWITCHING SYSTEMS WITH APPLICATIONS TO PORTFOLIO DECISIONS UNDER INFLATION 被引量:9
20
作者 费晨 费为银 《Acta Mathematica Scientia》 SCIE CSCD 2015年第2期439-458,共20页
This article is concerned with a class of control systems with Markovian switching, in which an It5 formula for Markov-modulated processes is derived. Moreover, an optimal control law satisfying the generalized Hamilt... This article is concerned with a class of control systems with Markovian switching, in which an It5 formula for Markov-modulated processes is derived. Moreover, an optimal control law satisfying the generalized Hamilton-Jacobi-Bellman (HJB) equation with Markovian switching is characterized. Then, through the generalized HJB equation, we study an optimal consumption and portfolio problem with the financial markets of Markovian switching and inflation. Thus, we deduce the optimal policies and show that a modified Mutual Fund Theorem consisting of three funds holds. Finally, for the CRRA utility function, we explicitly give the optimal consumption and portfolio policies. Numerical examples are included to illustrate the obtained results. 展开更多
关键词 Markov optimal control generalized It6 formula HJB equations optimal portfolio three fund theorem INFLATION
在线阅读 下载PDF
上一页 1 2 250 下一页 到第
使用帮助 返回顶部