摘要：This paper investigates the optimal control problem arising in advertising model with delay. The authors reformulate the problem in Hilbert space by stochastic evolution equation and consider the optimal control problem of controlled stochastic evolution system. The necessary and sufficient optimality conditions of the control are established. The proposed approach is different from most existing studies of optimal advertising policy problem with delay. These results are applied to the optimal advertising policy problem under two different structures and the optimal advertising strategies are obtained.

摘要：The paper is focused on available server management in Internet connected network environments. The local backup servers are hooked up by LAN and replace broken main server immediately and several different types of backup servers are also considered. The remote backup servers are hooked up by VPN (Virtual Private Network) with high-speed optical network. A Virtual Private Network (VPN) is a way to use a public network infrastructure and hooks up long-distance servers within a single network infrastructure. The remote backup servers also replace broken main severs immediately under the different conditions with local backups. When the system performs a mandatory routine maintenance of main and local backup servers, auxiliary servers from other location are being used for backups during idle periods. Analytically tractable results are obtained by using several mathematical techniques and the results are demonstrated in the framework of optimized networked server allocation problems. The operational workflow give the guidelines for the actual implementations.

摘要：Designing of a multi-purpose plant as one of the well-known manufacturing systems is more challenging than other manufacturing systems. This paper applies a stochastic colored Petri net (CPN) to design and analyze multi-purpose plants. A simple approach is proposed to determine the utilization of shared resources and to reduce the equipment’s idle times. Three scenarios are presented to describe the proposed model. Generally, according to desire of a decision maker, different scenarios can be considered in the model to achieve to the expected design or plant configuration. The main characteristics of the proposed model are flexibility, the easiness of practical application and the simulation of the model in an easy way.

摘要：Almost estimators are designed for the white observation noise. In the estimation problems, rather than the white observation noise, there might be actual cases where the observation noise is modeled by the colored noise process. This paper examines to design a new estimation technique of recursive least-squares (RLS) Wiener fixed-point smoother and filter for colored observation noise in linear discrete-time wide-sense stationary stochastic systems. The observation y(k) is given as the sum of the signal z(k)=Hx(k) and the colored observation noise vc(k). The RLS Wiener estimators explicitly require the following information: 1) the system matrix for the state vector x(k);2) the observation matrix H;3) the variance of the state vector x(k);4) the system matrix for the colored observation noise vc(k);5) the variance of the colored observation noise;6) the input noise variance in the state equation for the colored observation noise.

摘要：Good access to traffic information provides enormous potential for automotive powertrain *** propose a logical control approach for the gearshift strategy,aimed at improving the fuel efficiency of *** driver power demand in a specific position usually exhibits stochastic features and can be statistically analyzed in accordance with historical driving data and instant traffic conditions;therefore,it offers opportunities for the design of a gearshift control *** to the discrete characteristics of a gearshift,the control design of the gearshift strategy can be formulated under a logic system *** this end,vehicle dynamics are discretized with several logic states,and then modeled as a logic system with the Markov process *** fuel optimization problem is constructed as a receding-horizon optimal control problem under the logic system framework,and a dynamic programming algorithm with algebraic operations is applied to determine the optimal strategy *** results demonstrate that the proposed control design has better potential for fuel efficiency improvement than the conventional method.

摘要：本文提出一种求解多水库群并计及随机径流的互联电力系统长期优化调度的分解一协调新方法。具有m个水库和n个地区电网的联合电力系统被分解为m个水电子问题和N个地区火电子问题。每个水电子问题可采用二维随机动态规划求解。水火之间的协调是通过逐次修正对偶变量以达到电量平衡来解决。针对华中华东9个大型水库的互联电力系统进行了计算机程序设计、调试和计算。计算结果表明,本文提出的新算法是有效的。

摘要：An analytical model, TA(t), for the observed outside air temperature change, Ta(t), with time is developed using two components: one for the variation caused by the Earth’s movement, plus any other quasi-stationary thermodynamic effects due to industrialization;and one for the random variation caused by stochastic and/or chaotic, local environmental changes. The first component, TR(t), describes a regular trend, expressed by periodic functions of time and constants unchanged with time. The second component, TS, is a random, stochastic variation. For the observed outside air temperature, the analytical model of TA(t)=TR(t) +TS is such as to give a statistically best approximation for the observed time period with = min. Several versions for the TR(t) functions are defined and tested in the study for an example location for 20 years. The best model for TR(t) t is found as a linear function with time plus a variable-coefficient Fourier series with linearly changing amplitude with time. It is found that the final analytical temperature, TA(t), can be used not only to represent the historical daily mean temperature but also to predict the future daily mean temperature at the given location. The upper and lower boundaries give safety limits for the temperature prediction. The stochastic component identified in the model is stable and stationary. The method of model identification for TA(t) can be used for determining input temperature functions for supporting engineering design;or for an unbiased scientific inquiry of temperature change with time in climate studies.

摘要：Y2002-63037-2890 0212052后向随机微分方程的最佳控制:线性二次情况=Opti-mal control of backward stochastic differential equations:the linear-quadratic case〔会,英〕/Lim,A.E.B.＆Zhou,X.Y.//2000 IEEE Decision and Control Vol.3of 5.-2890～2895(HE)

摘要：Y2002-63336-5034 0313657静态回归模型参数识别的试验规划的集.元方法=Set-membership approach to experiment planmng tor parame-ter identification in static regression models[会,英]/Kol-manorsky,I.＆ Siverguina,I.//Proceedings of the2001 American Control Conference Vol.6 of 6.—5034～5039(HE)Y2002-63336-5040 0313658混合随机和集理论不确定模型的新估计器的一般情况=New estimators for mixed stochastic and set