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简介:这份报纸在其解决方案polynomially至多成长的切换的政体下面考虑一个给定的中立功能的系统。系统能容忍如果系统服从于另一环境噪音,保存多项式生长的Brownian噪音和颜色噪音吗?答案是积极的。这份报纸一起显示那环境噪音和政体切换工作让其答案polynomially至多成长的原来的中立微分系统成为答案的一个新中立功能的微分系统将仍然保存多项式生长。这显示这个中立功能的微分系统能容忍没有失去多项式生长的性质的小噪音,它暗示坚韧性。这份报纸也证明标准对作为功能的系统的一种特殊情况的中立延期系统合适。最后,二个例子被给说明主要理论。
简介:Stackelbergdifferentialgamemodelshavebeenusedtostudysequentialdecisionmakinginnoncooperativegamesindiversefields.Inthispaper,wesurveyrecentapplicationsofStackelbergdifferentialgamemodelstothesupplychainmanagementandmarketingchannelsliteratures.Acommonfeatureoftheseapplicationsisthespecificationofthegamestructure:adecentralizedchannelcomposedofamanufacturerandindependentretailers,andasequentialdecisionprocedurewithdemandandsupplydynamicsandcoordinationissues.Insupplychainmanagement,Stackelbergdifferentialgameshavebeenusedtoinvestigateinventoryissues,wholesaleandretailpricingstrategies,andoutsourcingindynamicenvironments.Theunderlyingdemandtypicallyhasgrowthdynamicsorseasonalvariation.Inmarketing,Stackelbergdifferentialgameshavebeenusedtomodelcooperativeadvertisingprograms,storebrandandnationalbrandadvertisingstrategies,shelfspaceallocation,andpricingandadvertisingdecisions.Thedemanddynamicsareusuallyextensionsoftheclassicaladvertisingcapitalmodelsorsales-advertisingresponsemodels.WebeginbyexplainingtheStackelbergdifferentialgamesolutionmethodologyandthenprovideadescriptionofthemodelsandresultsreportedintheliterature.
简介:Inthispaper,weusethecontractionprincipleandtheLeray-SchauderprincipletodealwiththeexistenceofperiodicsolutionsoftheVolterraintegraldifferentialequation.Somenewexistencecriteriaanduniqueexistencecriteriaareobtained.
简介:Erratumto:JSystSciSystEngDOI:10.1007/s11518-007-5058-2ThepresentationofTable2intheoriginalversionofthisarticlecontainedafewtypos.ThecorrectedTable2isgivenbelow.
简介:Inthispaperamathematicalmodelofchemicalsystemsisinvestigated.WepresenttheconditionsfortheexistenceandlocalstabilityofthesteadystatesandtheperiodicsolutionoftheHopftype.Specifically,weshowbyusinganana-lyticalmethodthattheremayexisttwoorfourHopfbifurcationpointsseparatedatafinitedistancefromeachother;atthesametime,atechniqueforstudyingtheHopfbifurcationvalueisgiven.
简介:Inthispaper,weinvestigatethepthmomentuniformlyasymptoticstabilityofimpulsivestochasticfunctionaldifferentialsystemsbyextendingsomeRazumikhin-typetheorems.BasedontheLyapunovfunctionsandRazumikhintechniques,somecriteriaareestablishedandtheirapplicationstoimpulsivestochasticdelaysystemsareproposed.Anillustrativeexampleshowstheeffectivenessofourresults.
简介:在这篇论文,作者首先作为噪音来源与Lévy过程学习二种随机的微分方程(SDE)。基于这些SDE和Lévy进程驾驶的多维的向后的随机的微分方程(BSDE)的解决方案的存在和唯一,作者继续学习一随机线性二次(LQ)有Lévy进程的最佳的控制问题,在状态和控制的费用weighting矩阵被允许不定的地方。包含平等和不平等限制的一个种新随机的Riccati方程从方形的结束的想法被导出,它的解决之可能性被证明为well-posedness和能具有州的反馈或LQ问题的开环的形式的最佳的控制的存在足够。而且,作者获得一些特殊情况的Riccati方程的答案的存在和唯一。最后,二个例子被举说明这些理论结果。
简介:InthispapermethodsofdifferentialinequalitiesandLiapunovfunctionalsforprovingtheglobalstabilityofconstantequilibriaofreaction-diffusionsystemsaregiven,andexamplesforshowinghowtousethesemethodsarealsogiven.
简介:这份报纸讨论吝啬地的向后的随机的微分方程(吝啬地的BSDE)与跳并且控制吝啬地的BSDE与的一种新类型跳,也就是吝啬地的BSDE与强烈跳结合了联系控制问题的价值功能。作者首先为BSDE的上述二种类型证明存在和唯一以及一条比较定理。为这,作者使用一个近似方法。在Peng在1997介绍的随机的向后的semigroups的观点的帮助下,然后,作者为值函数得到动态编程原则(DPP)。而且,作者证明值函数是integro部分的微分方程,它在连续函数的一个足够的空格唯一由Barles介绍了的联系非局部的Hamilton-Jacobi-Bellman(HJB)的一个粘性解决方案,等。在1997。
简介:Thispaperstudiesthenonlinearvariationalinequalitywithintegro-differentialtermarisingfromvaluationofAmericanstyledoublebarrieroption.First,theauthorsusethepenaltymethodtotransformthevariationalinequalityintoanonlinearparabolicinitialboundaryproblem(i.e.,penaltyproblem).Second,theexistenceanduniquenessofsolutiontothepenaltyproblemareprovedbyusingtheScheaferfixedpointtheory.Third,theauthorsprovetheexistenceofvariationalinequality'solutionbyshowingthefactthatthepenalizedPDEconvergestothevariationalinequality.Theuniquenessofsolutiontothevariationalinequalityisalsoprovedbycontradiction.