On the maximal solution of the matrix equation 之最大解的性質(zhì)及數(shù)值解法矩陣方程
But, it is easy to see that the comparison result, in [ 3 ] is not applicable in the impulsive case . with the impulsive conditions, the paper [ 2 ] obtained by means of equivalent norm the existence of solutions and coupled mininal and maximal solutions of ivp ( l . l ) 而文[3]中的比較結(jié)果不再適用于有脈沖的情形,文[2]在脈沖情形下,利用等價范數(shù),得到了(1.1)解及藕合解的存在性。
Relative to sde, the study for the solution of bsde under non-lipschitz condition is absence, especially when the uniqueness of the solution can not be guaranteed, the existence of minimal and maximal solution of bsde are not be studied 相對于正向隨機微分方程,非lipschitz條件下倒向隨機微分方程解的性質(zhì)的研究尚不夠豐富,特別是條件不能保證方程解唯一時,倒向隨機微分方程最大最小解的存在性尚未見有成果。
In order to determine the solution set of the equation, by the means of meet-irreducible element and irredundant finite meet-decomposition, we first obtain the maximal solutions to the simple equation in the case that b has an irredundant finite meet-decomposition, and then consider the relation between the equation and the equation, based on this, we obtain the maximal solutions to the equation in the case that each element of the matrix b has an irredundant finite meet-decomposition and so determine its solution set completely 為了確定方程的解集,本文利用交既約元與不可縮短的有限交分解等工具,同樣地先求出簡單形式的型矩陣方程的所有極大解,然后討論方程與方程之間的關(guān)系,在此基礎上,在b的每個元素均有不可縮短的有限交分解的情況下,求出了方程的所有極大解,從而完全確定了方程的解集
In order to determine the solution set of the equation, by the means of meet-irreducible element and irredundant finite meet-decomposition, we first obtain the maximal solutions to the simple equation in the case that b has an irredundant finite meet-decomposition, and then consider the relation between the equation and the equation, based on this, we obtain the maximal solutions to the equation in the case that each element of the matrix b has an irredundant finite meet-decomposition and so determine its solution set completely 為了確定方程的解集,本文利用交既約元與不可縮短的有限交分解等工具,同樣地先求出簡單形式的型矩陣方程的所有極大解,然后討論方程與方程之間的關(guān)系,在此基礎上,在b的每個元素均有不可縮短的有限交分解的情況下,求出了方程的所有極大解,從而完全確定了方程的解集
In the case of infinite domains, it is proven that there exists a maximal solution x " of a @ x = b such that x * x for every solution x of a @ x = b if the solution set of a @ x = b is unempty and b has an irredundant completely meet-irreducible decomposition . it is also identified that there exists a maximal solution x * of a @ x = b such that x * x for every solution x of a @ x = b if the solution set of a @ x = bis unempty and every component of b is dual-compact and has an irredundant finite-decomposition . in the end, a necssary and sufficient condition that there exists a maximal solution x * of a @ x = bsuch that x * x for every solution x of a @ x = b is given when the solution set of a @ x = b is unempty 當論域為無限集時,證明了如果方程a@x=b有解且b有不可約完全交既分解,則對方程a@x=b的每一個解至少存在一個大于等于它的極大解;進一步證明了如果方程a@x=b有解且b的每一個分量為對偶緊元并有不可約有限交分解,則對方程a@x=b的每一個解存在一個大于等于它的極大解;最后給出了對方程a@x=b的每一個解存在一個大于等于它的極大解的一個充要條件及[0,1]格上方程a@x=b的解集中存在極大解的一個充要條件。
In the case of infinite domains, it is proven that there exists a maximal solution x " of a @ x = b such that x * x for every solution x of a @ x = b if the solution set of a @ x = b is unempty and b has an irredundant completely meet-irreducible decomposition . it is also identified that there exists a maximal solution x * of a @ x = b such that x * x for every solution x of a @ x = b if the solution set of a @ x = bis unempty and every component of b is dual-compact and has an irredundant finite-decomposition . in the end, a necssary and sufficient condition that there exists a maximal solution x * of a @ x = bsuch that x * x for every solution x of a @ x = b is given when the solution set of a @ x = b is unempty 當論域為無限集時,證明了如果方程a@x=b有解且b有不可約完全交既分解,則對方程a@x=b的每一個解至少存在一個大于等于它的極大解;進一步證明了如果方程a@x=b有解且b的每一個分量為對偶緊元并有不可約有限交分解,則對方程a@x=b的每一個解存在一個大于等于它的極大解;最后給出了對方程a@x=b的每一個解存在一個大于等于它的極大解的一個充要條件及[0,1]格上方程a@x=b的解集中存在極大解的一個充要條件。
In the case of infinite domains, it is proven that there exists a maximal solution x " of a @ x = b such that x * x for every solution x of a @ x = b if the solution set of a @ x = b is unempty and b has an irredundant completely meet-irreducible decomposition . it is also identified that there exists a maximal solution x * of a @ x = b such that x * x for every solution x of a @ x = b if the solution set of a @ x = bis unempty and every component of b is dual-compact and has an irredundant finite-decomposition . in the end, a necssary and sufficient condition that there exists a maximal solution x * of a @ x = bsuch that x * x for every solution x of a @ x = b is given when the solution set of a @ x = b is unempty 當論域為無限集時,證明了如果方程a@x=b有解且b有不可約完全交既分解,則對方程a@x=b的每一個解至少存在一個大于等于它的極大解;進一步證明了如果方程a@x=b有解且b的每一個分量為對偶緊元并有不可約有限交分解,則對方程a@x=b的每一個解存在一個大于等于它的極大解;最后給出了對方程a@x=b的每一個解存在一個大于等于它的極大解的一個充要條件及[0,1]格上方程a@x=b的解集中存在極大解的一個充要條件。
Main results : theorem 1 let e be a real banach space, p be a normal cone in e . conditions ( a1 )-( a3 ) be satisfied, let k0 < c2, and l = max { 1, maxj g ( t, s ) }, inequality 4l # [ c3 + m + 47 # k0 ( c4 + 2n ) ] < 1 holds . then there exist monotone sequences { vn ( t ) }, ( wn ( t ) }, such that uniformly on i and p ( t ], r ( t ) are minimal and maximal solutions between vq and w0 forpbvp ( 1.1 ) (a2)存在常數(shù)mo,n0,滿足這里(a3)對和等度連續(xù)的有界單調(diào)序列都有其中本文的主要定理:定理設為實空間,p是中正規(guī)錐,條件滿足,設設滿足則存在單調(diào)序列在上一致成立,且分別為上的最小解和最大解
In chapter two, under non-lipschitz condition, the existence and uniqueness of the solution of the second kind of bsde is researched, based on it, the stability of the solution is proved; in chapter three, under non-lipschitz condition, the comparison theorem of the solution of the second kind of bsde is proved and using the monotone iterative technique, the existence of minimal and maximal solution is constructively proved; in chapter four, on the base of above results, we get some results of the second kind of bsde which partly decouple with sde ( fbsde ), which include that the solution of the bsde is continuous in the initial value of sde and the application to optimal control and dynamic programming . at the end of this section, the character of the corresponding utility function has been discussed, e . g monotonicity, concavity and risk aversion; in chapter 5, for the first land of bsde, using the monotone iterative technique, the existence of minimal and maximal solution is proved and other characters and applications to utility function are studied 首先,第二章在非lipschitz條件下,研究了第二類方程的解的存在唯一性問題,在此基礎上,又證明了解的穩(wěn)定性;第三章在非lipschitz條件下,證明了第二類bsde解的比較定理,并在此基礎上,利用單調(diào)迭代的方法,構(gòu)造性證明了最大、最小解的存在性;第四章在以上的一些理論基礎之上,得到了相應的與第二類倒向隨機微分方程耦合的正倒向隨機微分方程系統(tǒng)的一些結(jié)果,主要包括倒向隨機微分方程的解關(guān)于正向隨機微分方程的初值是具有連續(xù)性的,得到了最優(yōu)控制和動態(tài)規(guī)劃的一些結(jié)果,在這一章的最后還討論了相應的效用函數(shù)的性質(zhì),如,效用函數(shù)的單調(diào)性、凹性以及風險規(guī)避性等;第五章,針對第一類倒向隨機微分方程,運用單調(diào)迭代方法,證明了最大和最小解的存在性,并研究了解的其它性質(zhì)及在效用函數(shù)上的應用。