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Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model

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Journal of Systems Science & Complexity 2021年第6期34卷 2291-2309页

作者： fei chen fei Weiyin ZHANG Fanhong YANG Xiaoguang School of Business University of Shanghai for Science and TechnologyShanghai 200093China School of Mathematics-Physics and Finance Anhui Polytechnic UniversityWuhu 241000China School of Mathematics Shanghai University of Finance and EconomicsShanghai 200433China Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190China

This paper studies the problem of principal-agent with moral hazard in continuous *** firm’s cash flow is described by geometric Brownian motion(hereafter GBM).The agent affects the drift of the firm’s cash flow by her hidden ***,the firm rewards the agent with corresponding compensation and equity which depend on the *** model extends dynamic optimal contract theory to an inflation ***,the authors obtain the dynamic equation of the firm’s real cash flow under inflation by using the It?***,the authors use the martingale representation theorem to obtain agent’s continuation value ***,the authors derive the Hamilton-Jacobi-Bellman(HJB)equation of investor’s value process,from which the authors derive the investors’scaled value function by solving the second-order ordinary differential *** with He;,the authors find that inflation risk affects the agent’s optimal compensation depending on the firm’s position in the market.

关键词： Equity incentive inflation risk It?formula principal-agent problem the martingale representation theorem

Boundedness and stability of highly nonlinear hybrid neutral stochastic systems with multiple delays

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Science China(Information Sciences) 2019年第10期62卷 133-148页

作者： Mingxuan SHEN chen fei Weiyin fei Xuerong MAO School of Science Nanjing University of Science and Technology School of Mathematics and Physics Anhui Polytechnic University Glorious Sun School of Business and Management Donghua University Department of Mathematics and Statistics University of Strathclyde

This paper reports the boundedness and stability of highly nonlinear hybrid neutral stochastic differential delay equations(NSDDEs) with multiple delays. Without imposing linear growth condition, the boundedness and exponential stability of the exact solution are investigated by Lyapunov functional *** particular, using the M-matrix technique, the mean square exponential stability is obtained. Finally, three examples are presented to verify our results.

关键词： hybrid delay systems neutral stochastic systems multiple delays highly nonlinear

Promoting electrocatalytic alcohols oxidation coupled with H_(2) production via ligand intercalation strategy

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Nano Research 2023年第4期16卷 4596-4602页

作者： Li Li Zhiyuan Zhang Haotong chen fei chen College of New Materials and Chemical Engineering Beijing Key Lab of Special Elastomeric Composite MaterialsBeijing Institute of Petrochemical TechnologyBeijing 102617China

Electrochemical alcohol oxidation,the alternate of oxygen evolution reaction,has been recognized as an effective way to produce value-added chemicals coupled with H2 ***,the current researches still suffer from the low reaction rate and Faradaic efficiency(FE)that limits the overall ***,we report a ligand intercalation strategy to enhance the current density of alcohol electrooxidation by intercalating sodium dodecyl sulfonate(SDS)in the interlayer of Co(OH)_(2)catalyst(Co(OH)_(2)-SDS).For instance,the Co(OH)_(2)-SDS shows obviously enhanced current density for glycerol electrooxidation than that of pure Co(OH)_(2).The corresponding glycerol conversion rate and H2 production rate reach 0.35 mmol·cm^(−2)·h^(−1)and 9.1 mL·cm^(−2)·h^(−1)at 1.42 V *** hydrogen electrode,which are 2.2-and 1.9-fold higher than that of Co(OH)_(2).The yield of formate reaches 86.6%with selectivity of 95.3%at high glycerol conversion of 95.1%(with FE of 83.3%for glycerol oxidation).The Co(OH)_(2)-SDS is demonstrated efficient for different alcohols with enhanced *** confirmed that the intercalation of SDS in Co(OH)_(2)can promote the generation and exposure of CoOOH reactive sites,and also facilitate the adsorption of alcohol,thus enabling high reaction rate.

关键词： electrocatalysis alcohol oxidation hydrogen cobalt hydroxide ligand intercalation

Dynamical brane creation and annihilation via a background flux

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Science China(Physics,Mechanics & Astronomy) 2022年第2期65卷 24-29页

作者： Yi-fei chen Jian-Xin Lu Interdisciplinary Center for Theoretical Study University of Science and Technology of ChinaPeng Huanwu Center for Fundamental TheoryHefei 230026China

We study the dynamical Myers effect by allowing the fuzzy(or the dynamical dielectric brane)coordinates to be time *** find three novel kinds of the dynamical spherical dielectric branes depending on their respective excess *** first represents a dynamical spherical brane carrying a negative excess energy(having a lower bound)with its radius oscillating periodically between two given non-zero *** second is the one with zero excess energy and whose time dependence can be expressed in terms of a simple *** particular dynamical spherical configuration represents the dielectric brane creation and/or annihilation like a photon in the presence of a background creating an electron-position pair and then annihilating back to a *** third is the one carrying positive excess energy and the radius can also oscillate periodically between two non-zero values but,unlike the first kind,it passes zero twice for each *** of the above can also be interpreted as the time evolution of a semi-spherical D-brane–anti semi-spherical D-brane system.

关键词： dynamical Myers effect D-branes string/M-theory

THE TRUNCATED EM METHOD FOR JUMP-DIFFUSION SDDES WITH SUPER-LINEARLY GROWING DIFFUSION AND JUMP COEFFICIENTS

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Journal of Computational Mathematics 2024年第1期42卷 178-216页

作者： Shounian Deng chen fei Weiyin fei Xuerong Mao Key Laboratory of Advanced Perception and Intelligent Control of High-end Equipment Ministry of Educationand School of Mathematics-Physics and FinanceAnhui Polytechnic UniversityWuhu 241000China Business School University of Shanghai for Science and TechnologyShanghai 200093China Department of Mathematics and Statistics University of StrathclydeGlasgow G11XHUK

This work is concerned with the convergence and stability of the truncated EulerMaruyama(EM)method for super-linear stochastic differential delay equations(SDDEs)with time-variable delay and Poisson *** constructing appropriate truncated functions to control the super-linear growth of the original coefficients,we present two types of the truncated EM method for such jump-diffusion SDDEs with time-variable delay,which is proposed to be approximated by the value taken at the nearest grid points on the left of the delayed *** first type is proved to have a strong convergence order which is arbitrarily close to 1/2 in mean-square sense,under the Khasminskii-type,global monotonicity with U function and polynomial growth *** second type is convergent in q-th(q<2)moment under the local Lipschitz plus generalized Khasminskii-type *** addition,we show that the partially truncated EM method preserves the mean-square and H∞stabilities of the true ***,we carry out some numerical experiments to support the theoretical results.

关键词： SDDEs Truncated EM method Time-variable delay Poisson jumps

Pinning synchronization of networked multi-agent systems: spectral analysis

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Control Theory and Technology 2015年第1期13卷 45-54页

作者： Linying XIANG fei chen Guanrong chen Department of Automation Xiamen University Department of Electronic Engineering City University of Hong Kong

Pinning synchronization of a networked multi-agent system with a directed communication topology is investigated from a spectral analysis approach. Some new types of synchronized regions for networked systems with different nonlinear agent dynamics and inner coupling structures are discovered. The eigenvalue distributions of the coupling and control matrices for different types of directed networks are obtained. The effects of the network topology, pinning density and pinning strength on the network synchronizability are examined through extensive numerical simulations. It is shown that the synchronizability of the pinned network can be effectively improved by increasing pinning density and pinning strength for some types of synchronized regions, whereas too large the pinning density and pinning strength will lead to desynchronization for other types. It is found that directed random networks are not always easier to synchronize than directed small-world networks, and a denser eigenvalue distribution may not always imply better synchronizability.

关键词： Multi-agent system directed network pinning control spectral analysis synchronizability synchronized region

Learning Bayesian networks using genetic algorithm

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Journal of Systems Engineering and Electronics 2007年第1期18卷 142-147页

作者： chen fei Wang Xiufeng Rao Yimei Coll. of Information Technical Science Nankal Univ. Tianjin 300071 P. R. China

A new method to evaluate the fitness of the Bayesian networks according to the observed data is provided. The main advantage of this criterion is that it is suitable for both the complete and incomplete cases while the others not. Moreover it facilitates the computation greatly. In order to reduce the search space, the notation of equivalent class proposed by David Chickering is adopted. Instead of using the method directly, the novel criterion, variable ordering, and equivalent class are combined,moreover the proposed mthod avoids some problems caused by the previous one. Later, the genetic algorithm which allows global convergence, lack in the most of the methods searching for Bayesian network is applied to search for a good model in thisspace. To speed up the convergence, the genetic algorithm is combined with the greedy algorithm. Finally, the simulation shows the validity of the proposed approach.

关键词： Bayesian networks Genetic algorithm Structure learning Equivalent class

Multi-leader multi-follower coordination with cohesion, dispersion, and containment control via proximity graphs

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Science China(Information Sciences) 2017年第11期60卷 109-128页

作者： fei chen Wei REN Zongli LIN Department of Automation Xiamen University Department of Electrical and Computer Engineering University of CaliforniaRiverside CA 92521 USA Charles L.Brown Department of Electrical and Computer Engineering University of Virginia

This paper studies the problem of multi-leader multi-follower coordination with proximity-based network topologies. The particular interest is to drive all the followers towards the convex hull formed by the moving leaders while producing cohesion behavior and keeping group dispersion. First, in the case of stationary leaders, we design a gradient-based continuous control algorithm. We show that with this continuous algorithm the control objective can be achieved, and the tracking error bound can be controlled by tuning some control parameters. We apply the continuous control algorithm to the moving leaders case and show that the tracking error bound is related to the velocities of the leaders. However, in this case, the algorithm has one restriction that the velocities of the leaders should depend on neighboring followers’ velocities, which might not be desirable in some scenarios. Therefore, we propose a nonsmooth algorithm for moving leaders which works under the mild assumption of boundedness of leaders’ velocities. Finally, we present numerical examples to show the validity of the proposed algorithms.

关键词： cooperative control multi-agent system containment control cohesion dispersion collision-free movement

Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion

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Applied Mathematics(A Journal of Chinese Universities) 2019年第2期34卷 184-204页

作者： fei chen fei Wei-yin YAN Li-tan Glorious Sun School of Business and Management Donghua UniversityShanghai200051China School of Mathematics and Physics Anhui Polytechnic UniversityWuhuAnhui 241000China

Under linear expectation (or classical probability), the stability for stochastic differential delay equations (SDDEs), where their coefficients are either linear or nonlinear but bounded by linear functions, has been investigated intensively. Recently, the stability of highly nonlinear hybrid stochastic differential equations is studied by some researchers. In this paper, by using Peng’s G-expectation theory, we first prove the existence and uniqueness of solutions to SDDEs driven by G-Brownian motion (G-SDDEs) under local Lipschitz and linear growth conditions. Then the second kind of stability and the dependence of the solutions to G-SDDEs are studied. Finally, we explore the stability and boundedness of highly nonlinear G-SDDEs.

关键词： stochastic differential delay equation (SDDE) sublinear expectation existence and uniqueness G-Brownian motion stability and boundedness