With a focus on the two assets,the HJB can be reduced from a PDE to an ODE by using the concavity and the homothetic property of the .
文章对HARA效用函数下,有限期间和无限期间具有成比例交易费用的最优投资消费策略的价值函数解析形式进行了研究,在只考虑两种资产的情况下,利用价值函数的凹[性]和近似性,通过变量代换,将HJB方程从偏微分方程(PDE)转化常微分方程(ODE),对价值函数进行求解,给出交易区解析解的形式和非交易区要满足的HJB方程。
This article gives the definition of the concavity of functions cont aining parameter and its properties are used to prove some inequalities.
本文给出含参数的函数f(x,t)的凹[性]定义,并应用它的性质证明一些不等式。
The dent resistance theory and evaluation system were studied.
对抗凹[性]的理论及试验评价体系进行了研究,基于ABAQUS软件对某车用背门进行抗凹[性]数值模拟分析,得到了背门的加载、卸载位移曲线、载荷参与凹痕曲线,通过局部抗凹力和抗凹稳定性等参数对背门的抗凹[性]做出评价,对背门设计有理论指导意义。
In this paper,it was shown that compactness,weakly compactness,dentability and Riesz representability of bounded linear operators from Banach spaces L1( μ) to Banach spaces X are eauivalant each other in approxim ation and localization senses.
本文指出 :Banach空间 L1( μ)到 Banach空间 X中的有界线性算子的紧性、弱紧性、可凹[性]与Riesz可表示性分别在逼近意义与局部化意义下相互等价 。