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A Novel Continuous Finite-Time Disturbance Observer Design and Its Application 36

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A Novel Continuous Finite-Time Disturbance Observer Design a...

Pricing vulnerable European options with dynamic correlation between market risk and credit risk

第36届中国控制会议

作者： Qixun Lan huawei niu School of Mathematics and Physics Henan University of Urban Construction School of Mathematics Pingdingshan Institute of Education

ISBN: (纸本)9781538629185

In this paper, we will investigate the problem of continuous finite-time disturbance observer（CFTDO） design and its application in the finite-time control（FTC） for systems subject to non-vanishing disturbances. First of all, based on the homogeneous domination approach and state saturation technique, a CFTDO design approach is proposed such that the disturbance can be precisely estimated in finite time. Then, the proposed CFTDO design approach is used to solve the finite-time stabilization problem for a class nonlinear circuit systems subject to non-vanishing disturbance. Finally, a composite controller consisting of a baseline FTC law and a feedforward compensation term based on the estimation of CFTDO is constructed for the nonlinear circuit system. It is shown that under the proposed composite controller the nonlinear circuit system can be stabilised. The proposed CFTDO and control strategy are confirmed by simulation results.

关键词： Continuous finite-time disturbance observer Disturbance Homogeneous systems theory Composite control

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Journal of Management Science and Engineering 2020年第2期5卷 125-145页

作者： huawei niu Yu Xing Yonggan Zhao School of Economics and Management China University of Mining and TechnologyXuzhou221116China School of Finance Nanjing Audit UniversityNanjing211815China Rowe School of Business Dalhousie UniversityHalifaxB3H 4R2Canada

In this paper,we study the valuation of vulnerable European options incorporating the reduced-form approach,which models the credit default of the *** provide an analytical pricing model in which the components of the state processes,including the dynamics of the underlying asset value and the intensity process corresponding to the default event,are cross-exciting and they could facilitate the description of complex structure of events *** illustrate how our model works,we present an application when the state variables follow specific affine jump-diffusion ***-analytical pricing formulae are obtained through a system of matrix Riccati *** derived formula can be implemented numerically,and we give numerical analysis to investigate the impact of the dynamic correlation between jump risk of the underlying asset value and default risk of the counterparty.

关键词： Vulnerable options Reduced-form model Credit risk Fourier transform Affine jump-diffusion

Defining stratigraphic oil and gas plays by modifying structural plays:A case study from the Xihu Sag,east China Sea Shelf Basin

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Energy Geoscience 2021年第1期2卷 41-51页

作者： Feng Ding Chunyu Xie Xinghai Zhou Cen Jiang Kun Li Lifeng Wan Pei Zhang huawei niu Shanghai Offshore Oil and Gas Exploration and Production Company SINOPECShanghai200120China

The study focuses on an area of relatively mature oil and gas exploration located in the western slope of the Xihu Sag,East China Sea Shelf *** stratigraphic oil and gas plays are introduced to replenish the shrinking prospect inventory in the *** reservoirs of these plays are traditional pay intervals of the Eocene Pinghu Formation and Baoshi Formation composed of tide-dominated delta front,tidal flat and delta front sand bar *** investigating conventional seismic data,seismic inversion volumes,and well log data,multiple tidal-influenced delta front channels,beach sand packages have been mapped out in different reservoir sand intervals of the Pinghu Formation and Baoshi *** recognize four types of stratigraphic terminations:channel flank pinch-outs,axial pinch-outs of sand-fills,channel mouth sand bar pinch-outs,and onlap pinch-outs for the Baoshi *** the depositional facies and relatively low sand-shale ratio of the reservoir formations favor the occurrence of stratigraphic *** closure mechanism of all these plays are similar to the traditional structure plays in the area:fault blocks or fault-bounded rollover anticlines,except that one or more closing faults are replaced by these stratigraphic *** small-sized closures should exist but the relatively large ones are centered around a major intra-slope rise,raising the exploration potential in this maturely explored *** new exploration drilling campaign has so far tested the play of delta front channel facies,with three out of four wells commercially *** play concepts open up a novel approach to identify new traps in the study area and many other rift basins with similar settings in eastern China.

关键词： East China Sea Xihu Sag Stratigraphic play Pinghu Formation

Continuous Integral Terminal Sliding Mode Control for a Class of Uncertain Nonlinear Systems

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Continuous Integral Terminal Sliding Mode Control for a Clas...

一个连续时间委托代理模型下的私募基金最优激励合约

第37届中国控制会议

作者： huawei niu Qixun Lan School of Mathematics Pingdingshan Institute of Education School of Mathematics and Physics Henan University of Urban Construction

In this paper,the continuous integral terminal sliding mode control problems for a class of uncertain nonlinear systems is *** of all,based on homogeneous system theory,a global finite-time control（FTC） law with simple structure is proposed for a chain of ***,inspired by the proposed FTC law,a novel integral terminal sliding mode surface is designed,based on which an integral terminal sliding mode control（ITSMC） law is constructed for a class of higher-order nonlinear systems subjected to ***,a finite-time disturbance observer based ITSMC law is proposed,strict theoretical analysis shows that the composite ITSMC approach can eliminate chattering completely without losing disturbance attenuation ability and performance robustness of ITSMC.A simulation example is given to illustrate the simplicity of the new design approach and effectiveness.

关键词： Integral terminal sliding mode Homogeneous systems Finite-time control Finite-time disturbance observer

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系统管理学报 2017年第3期26卷 485-495页

作者：牛华伟南京审计大学江苏省金融工程重点实验室南京211185 南京审计大学金融学院南京211185

私募基金管理者与基金外部投资人之间的关系本质上是一种委托代理合约关系。从基金管理者存在代理问题的角度出发,研究一个连续时间委托代理模型。在该模型中,基金管理者必须尽职工作以缓解动态道德风险问题,且收益率作为扩散随机过程,... 详细信息

私募基金管理者与基金外部投资人之间的关系本质上是一种委托代理合约关系。从基金管理者存在代理问题的角度出发,研究一个连续时间委托代理模型。在该模型中,基金管理者必须尽职工作以缓解动态道德风险问题,且收益率作为扩散随机过程,其漂移项由基金管理者的努力程度和资产管理规模决定。基于将过往收益率作为状态变量,通过求解微分方程能够得到最优资产管理规模与分成比例的显性表达式,进而深入分析两者的性质。研究表明:私募基金最优管理规模是有限的且受市场风险的影响;适当的资产管理规模及提高分成比例有助于缓解私募基金管理者的道德风险问题;只有在私募基金管理者的过往业绩达到一定水平时,过往业绩越大,最优分成比例才会越高。

关键词：私募基金激励合约资产规模

输电塔钢管阻力系数及背风面遮挡效应试验研究

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中国电机工程学报 2021年第10期41卷 3632-3644页

作者：杨风利牛华伟中国电力科学研究院有限公司北京市西城区100055 湖南大学土木工程学院湖南省长沙市410082

钢管阻力系数和背风面遮挡系数是准确计算钢管输电塔风荷载的重要参数,该文通过开展9种规格、7种来流风速下圆管杆件足尺和缩尺模型的测力及测压风洞试验,分析了雷诺数、湍流度、铅垂面倾角对圆管杆件风荷载阻力系数的影响规律,确定了... 详细信息

钢管阻力系数和背风面遮挡系数是准确计算钢管输电塔风荷载的重要参数,该文通过开展9种规格、7种来流风速下圆管杆件足尺和缩尺模型的测力及测压风洞试验,分析了雷诺数、湍流度、铅垂面倾角对圆管杆件风荷载阻力系数的影响规律,确定了风洞阻塞度对圆管杆件风荷载阻力系数的影响程度,提出有铅垂面倾角圆管杆件阻力系数的修正系数及拟合公式,并给出输电塔钢管杆件风荷载阻力系数的设计取值建议。输电塔前、后侧面等效间距与钢管有效宽度之比的分布范围为7~70,通过风洞试验确定了亚临界区钢管杆件间距比对背风面杆件风荷载遮挡效应的影响,提出了钢管杆件背风面风荷载降低系数与间距比的关系曲线。在亚临界区,同一间距比、不同规格钢管的背风面风荷载遮挡系数试验值基本一致。研究结果可为基于单根杆件阻力系数的钢管输电塔风荷载精细化计算提供参考。

关键词：圆管阻力系数雷诺数效应遮挡效应风洞试验

Synthesis and application of Mitochondria-targeted fluorescent probes

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Synthesis and application of Mitochondria-targeted fluoresce...

债务能力、流动性与风险管理——基于内生信贷约束的视角

中国化学会·第十六届全国有机合成化学学术研讨会

作者： huawei niu Jun Tang Xiaopeng Yang 叶勇 College of Chemistry and Molecular Engineering Zhengzhou University 郑州大学

The excessive accumulation of hypochlorite could cause tissue damage and a range of disease;[1-2].However,the exact role of hypochlorite in biological activity remains *** many of the reported probes for hypochlorite,DMSO which is an efficient HOCl and·OH scavenger was used as ***,no fluorescent probes have been reported to quantify the accumulation of HOCl in living cells and in *** order to reach this purpose,in this study,we report two mitochondria-targeted probes(L1 and L2) for detecting *** probes which were easy to be synthesized,shown high sensitivity and fast response(within 3 min) to *** imaging of probes in MCF-7 cells and in zebrafish indicated that L1/L2 could be used for detecting ClOin living cells and *** also be used as a dual input logic gate for L1 and *** L2 could be used to monitor oxidative stress-related biological processes in nude mice.

关键词： fluorescence probe mitochondrial-targeted HOCl coumarin

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系统管理学报 2023年第4期32卷 839-852页

作者：牛华伟中国矿业大学经济管理学院江苏徐州221116

在合约理论框架下建立一个带有内生信贷约束条件的模型,量化研究随机流动性冲击下的企业债务能力、流动性需求及风险管理最优策略。内生信贷约束条件将企业家对偿还贷款有限承诺所导致的道德风险与企业资产回收率这两个影响债务融资能... 详细信息

在合约理论框架下建立一个带有内生信贷约束条件的模型,量化研究随机流动性冲击下的企业债务能力、流动性需求及风险管理最优策略。内生信贷约束条件将企业家对偿还贷款有限承诺所导致的道德风险与企业资产回收率这两个影响债务融资能力的内外因素自洽地统一在一个理论框架中。研究结论表明:考虑到随机流动性冲击,债务能力权衡了企业的还款违约成本与投资不足的机会成本,由推导得到的模型最优解的显性表达式可知,关于资产回收率、投资项目收益率和成功概率的边际债务能力均是递增的;从企业期望收益最大化出发,企业家提前持有流动性资产对潜在的流动性需求提供保障是最优策略,并且当流动性冲击风险在可控范围内时,流动性资产的最优持有规模随着流动性冲击波动率的增加而增加;当短期收入不确定且对冲该异质性风险有成本时,适当暴露于该风险是企业的最优风险管理策略。

关键词：内生信贷约束债务能力流动性资本结构风险管理

基于主动格栅脉动流场的抖振力测试与相关性研究

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振动与冲击 2020年第8期39卷 123-130页

作者：向丹朱立山牛华伟湖南大学风工程与桥梁工程湖南省重点实验室长沙410082 湖南省路桥建设集团有限责任公司长沙410004

为了探究钝体断面在紊流作用下抖振力的相关性机理,以矩形桥梁断面为例,在主动格栅产生的脉动流场中,通过测压试验并结合不同相关性模型拟合方法,研究了在不同脉动频率下抖振力的空间分布特性。对比探究矩形桥梁断面在静止状态以及运动... 详细信息

为了探究钝体断面在紊流作用下抖振力的相关性机理,以矩形桥梁断面为例,在主动格栅产生的脉动流场中,通过测压试验并结合不同相关性模型拟合方法,研究了在不同脉动频率下抖振力的空间分布特性。对比探究矩形桥梁断面在静止状态以及运动状态抖振力空间相关性的变化,并利用matlab进一步分解自激力与抖振力,以此来分析自激力对抖振力展向相关性的影响;同时,通过天平测力试验(同步测压)对比了两种不同测力方法的试验结果。试验结果表明抖振阻力跨向相关性伴随着频率和跨向间距的增大而减小,在气动自激力的影响下,抖振力的跨向相关性能得到一定程度的提高,并高于来流脉动风速的相关性。

关键词：紊流积分尺度抖振力展向相关性自激力