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LEGENDRE TRANSFORM-DUAL SOLUTION FOR INVESTMENT AND CONSUMPTION PROBLEM UNDER THE VASICEK MODEL

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Journal of Systems Science & Complexity 2014年第5期27卷 911-927页

作者： CHANG Hao CHANG Kai Department of Mathematics Tianjin Polytechnic University School of Management Tianjin University School of Finance Zhejiang University of Finance & Economics

This paper studies an investment and consumption problem with stochastic interest rate,where interest rate is governed by the Vasicek *** financial market is composed of one riskfree asset and one risky asset,in which stock price dynamics is assumed to be generally correlated with interest rate *** aim is to maximize expected utility of consumption and terminal wealth in the finite *** transform is used to deal with this investment and consumption problem and the explicit solutions of the optimal investment and consumption strategies with power and logarithm preference are ***,the authors add a numerical example to analyze the effect of market parameters on the optimal investment and consumption strategy and provide some economic implications.

关键词： Dynamic programming investment and consumption Legendre transform the closedform solution the Vasicek model

Effect of scanning speeds on electrochemical corrosion resistance of laser cladding TC4 alloy

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Chinese Physics B 2019年第2期28卷 383-390页

作者： Xiaotian Feng Jianbo Lei Hong Gu Shengfeng Zhou Laser Technology institute Tianjin Polytechnic University

In order to study the effect of scanning speed on the electrochemical corrosion resistance of laser cladding TC4 alloy in artificial seawater, the x-ray diffraction analysis, microstructure of cross-section, microhardness variation, and impedance spectrum have been studied in comparison with the TC4 titanium alloy. The results show that the main phase of cladding coating is α-Ti, and the change of scanning speed has no obvious effect on it; therefore, the supersaturated α-Ti solid solution is formed, and the acicular α martensite is obtained. As the scanning speed increases, the microstructure of cladding coating is orthogonal basket-weave, the crystal surface spacing decreases, and the average microhardness of laser cladding TC4 alloy slightly increases. When the scanning speed increases to 10 mm/s, the microhardness is about 14.71%higher than that of the substrate, and the electrochemical corrosion resistance of laser cladding TC4 alloy is also improved,which is about 2.48 times more than the substrate. Grain refinement has a great effect on enhancing the anti-electrochemical corrosion.

关键词： laser cladding TC4 alloy grain refinement electrochemical corrosion

H∞ synchronization of the coronary artery system with input time-varying delay

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Chinese Physics B 2016年第6期25卷 109-117页

作者：李晓蒙赵占山张静孙连坤 School of Computer Science & Software Engineering Tianjin Polytechnic University Tianjin 300387 China School of Textiles Tianjin Polytechnic University Tianjin 300387 China tianjin Vocational institute Tianfin 300410 China

This paper investigates the H_∞ synchronization of the coronary artery system with input delay and *** focus on reducing the conservatism of existing synchronization *** on the triple integral forms of the Lyapunov–Krasovskii functional（LKF）,we utilize single and double integral forms of Wirtinger-based inequality to guarantee that the synchronization feedback controller has good performance against time-varying delay and external *** effectiveness of our strategy can be exhibited by simulations under the different time-varying delays and different disturbances.

关键词： coronary artery system chaotic system H∞ synchronization input delay

Strength Properties of 3D Solid Orthogonal Panel Fabrics

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Journal of Donghua university(English Edition) 2004年第6期21卷 20-26页

作者：杨彩云李嘉禄 Composites Research institute Tianjin Polytechnic University Tianjin 300160associate professor Composites Research institute Tianjin Polytechnic University Tianjin 300160

This paper investigates the related strength properties of 3D solid orthogonal panel fabrics under the condition of low strain, then analyses the response of these fabrics to low tensile loads, as well as presents how it is possible to deduce the tensile properties of 3D solid orthogonal panel fabrics from the known properties of their constituent yarns and the fabric structural geometry while fabrics suffer from low strain (less than 10%). The experiments indicate that the relationship between stress and strain for 3D solid orthogonal panel fabrics is parabolic, and the relationship between fabric strain and yarn strain is linear. In addition, yarn strain is much less than fabric strain.

关键词： strength properties, 3D solid orthogonal panel fabric, low-strain, crimp

Apparel Brand Overlap Based on Customer Perceived Value and Eye-Tracking Technology

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Tsinghua Science and Technology 2018年第1期23卷 47-64页

作者： Lei Jiang Kang Zhang School of Computer Software Tianjin University Tianjin 300350 China institute of Art and Fashion Tianjin Polytechnic University Tianjin 300387 China

Competition in the apparel market has developed from preliminary price competition, quality competition, and scale competition to the current state of brand competition. The phenomenon of brand overlap cannot be avoided by apparel enterprises during the process of building and manufacturing their brands. This paper has selected nine identification elements of three dimensions, which we used to construct an apparel brand overlap identification model. This model is based on the theories of customer perceived value and brand identity and was constructed by taking consumer perspectives as the starting point. Two apparel brands from the representative international E Company have been selected as our empirical research objects. An apparel brand overlap identification model has been constructed based on questionnaire analysis and a cognitive experiment involving eye-tracking technology. In addition, the overlap elements among apparel brands, as well as the cognitive situation of consumers with regard to brand overlap, have been analyzed.

关键词： eye-tracking technology customer perceived value brand overlap brand identity apparel brand

Influence of lane change on stability analysis for two-lane traffic flow

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Chinese Physics B 2011年第8期20卷 495-507页

作者：郑亮马寿峰钟石泉 institute of Systems Engineering College of Management & EconomicsTianjin University

This paper deals mainly with the influence of lane changing behaviours on the stability of two-lane traffic flow under a periodic boundary condition. Following the description of an optimal velocity model for two vehicle groups and the derivation of their stability conditions, the feedback signals, which involve information about vehicles from both lanes acting on the two-lane traffic system, are introduced into the optimal velocity model. The control signals play a role in alleviating the traffic jam only if the traffic state is in congestion, and their role will vanish if the traffic state is in the steady state. The numerical simulations show that lane changing behaviours can break the steady state of two-lane traffic flow and aggravate the traffic disturbance, but the control method would successfully suppress the traffic jam eventually, which implies that the conclusions obtained here have certain theoretical and practical significance.

关键词： stability analysis optimal velocity model lane changing behaviours feedback signals

Optimal Portfolio and Consumption Rule with a CIR Model Under HARA Utility

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Journal of the Operations Research Society of China 2018年第1期6卷 107-137页

作者： Chun-Feng Wang Hao Chang Zhen-Ming Fang College of Management and economics Tianjin UniversityTianjin 300072China School of Science Tianjin Polytechnic UniversityTianjin 300387China

In the real-world environments,different individuals have different risk *** paper investigates the optimal portfolio and consumption rule with a Cox–Ingersoll–Ross(CIR)model in a more general utility *** consumption,an individual invests his wealth into the financial market with one risk-free asset and multiple risky assets,where the short-term rate is driven by the CIR model and stock price dynamics are simultaneously influenced by random sources from both stochastic interest rate and stock market *** individual hopes to optimize their portfolios and consumption rules to maximize expected utility of terminal wealth and intermediate *** preference of individual is assumed to satisfy hyperbolic absolute risk aversion(HARA)utility,which contains power utility,logarithm utility,and exponential utility as special *** using the principle of stochastic optimality and Legendre transform-dual theory,the explicit expressions of the optimal portfolio and consumption rule are *** sensitivity of the optimal strategies to main parameters is analysed by a numerical *** addition,economic implications are also *** research results show that Legendre transform-dual theory is an effective methodology in dealing with the portfolio selection problems with HARA utility and interest rate risk can be completely hedged by constructing specific portfolios.

关键词： CIR model Optimal portfolios and consumption rules HARA utility Legendre transform-dual theory Stochastic optimal control Economic implicati

Terminal sliding mode control based on super-twisting algorithm

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Journal of Systems Engineering and Electronics 2017年第1期28卷 145-150页

作者： Zhanshan Zhao Hongru Gu Jing Zhang Gang Ding School of Computer Science and Software Engineering Tianjin Polytechnic UniversityTianjin 300387China School of Textiles Tianjin Polytechnic UniversityTianjin 300387China tianjin Vocational institute Tianjin 300410China tianjin Radio&TV university Tianjin 300191China

An improved non-singular terminal sliding mode control based on the super-twisting algorithm is proposed for a class of second-order uncertain nonlinear systems. This method can effectively avoid the singularity problem and obviously reduce the chattering phenomenon. The stability of the proposed procedure is proven to be finite-time convergence using the Lyapunov theory against uncertain unmodeled dynamic and external disturbances. An example is given to show the proposed improved non-singular terminal sliding mode control (SMC) law effectively. © 1990-2011 Beijing institute of Aerospace Information.

关键词： Nonlinear control systems Nonlinear systems

Modeling Locking Angle of the Multi-layered Biaxial Weft Knitted Fabric in Shear Deformation

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Journal of Donghua university(English Edition) 2006年第1期23卷 130-135页

作者：张艳明姜亚明邱冠雄 institute of Composite Materials Tianjin Polytechnic UniversityTianjin 300160

This paper introduces the construction of the multi-layered biaxial weft knitted fabric （MBWK fabric） and studies the locking angle of this kind of fabric. Moreover, a locking angle model of the MBWK fabric is established for the first time according to its unique construction. Two kinds of locking angles are considered under different restraint conditions: the locking angle θ1 controlled by the inserting yarns and the locking angle θ2 controlled by the stitch yarns. It is concluded that the ultimate value of the locking angle θ is the larger one of the two angles.

关键词： locking angle model multi-layered biaxial weft knitted fabrics.