查询词典 stochastic approximation

In 1978, Bismut first introduced a linear backward stochastic differential equation when he studied the stochastic optimal control.

1978年，法国数学家Bismut在研究随机最优控制时首次提出了线性倒向随机微分方程。

The dynamic characteristics of stochastic truss structures and stochastic frame structures are analyzed by using Random Factor Method. Then, from the expressions of structural random response of the frequency domain, the computational expressions of the mean value, variance and variation coefficient of the mean square value of the structural displacement and stress response under the stationary random excitation or non-stationary random excitation are developed by means of the random variable's functional moment method and the algebra synthesis method.

考虑压电智能桁架结构物理参数、几何参数、结构阻尼和外荷载、闭环系统控制电压分别或同时为随机变量，构建了结构在随机力作用下的动力响应分析模型，提出了求解方法，推导出结构动力响应随机变量的数字特征计算表达式，通过算例验证了所建模型和所提求解方法的正确性和有效性。

Model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

bstract 以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

A model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

It has solved the random response of nonlinear stochastic vibration system that caused by the stochastic hysteretic loop itself.

从而解决了由滞回环本身的随机性引起的非线性振动系统的随机响应问题。

Optimal consumption and investment ; stochastic volatility ; stochastic optimal control ; value function

最优消费和投资；随机方差；随机最优控制；值函数

In this dissertation, we develop the research work of the following three aspects based on existed work.First, using the scale-invariant property of multiscale model, i.e. Markovian among scales, a method of qth-order tree-based for multiscale representation of a class of 1-D stochastic process is presented. The multiscale stochastic model is established. The representation forms of parameter matrices, such as, the state transition matrix, the disturbance matrix, the initial state and the corresponding covariance matrix are deduced in detail. The multiscale sample paths based on distinctive order tree are presented by computer simulation.

本文在已有工作的基础上，开展了以下几个方面的研究工作： 1、根据多尺度模型尺度不变性，即利用尺度间的Markov性，给出了一类1-D随机过程基于一般q阶树的多尺度表示方法，建立了相应的多尺度动态模型，详细推导了多尺度模型中的状态转移阵、扰动阵、初始状态和相应的协方差阵，并通过计算机仿真给出了不同阶树的多尺度采样路径。

First, for state estimation problem of the linear stochastic systems with uncertainties in both the state matrix and the noise matrix, a new satisfactory estimator is constructed with stochastic theory, which can guarantee that estimator error system with bounded perturbed model parameter satisfies the constraint indexes that is given. Thus a sufficient condition of solving satisfactory estimation is obtained; secondly, the algorithm of designing satisfactory estimator is presented by analysis.

首先，根据满意控制思想，针对一类在状态矩阵及噪声矩阵中均含有不确定性的随机系统，设计一种满意估计器，使预测误差系统在模型的参数发生扰动时，依然满足预先给定的设计约束指标，得到了满意估计问题求解的充分条件；然后根据分析给出了满意估计器设计的算法。

Fifthly, we research the problem about the stochastic fluctuate of the contents of organic compounds and microelements in the land under the assumption continuous-time model. The first, a dynamic model about fertility of plowland is presented using stochastic diffusion processes and distributed parameter system.

在分析了农业耕地中有机物含量及微量元素含量的随机变化过程的基础上，利用扩散随机过程理论及分布参数系统建立分析模型描述耕地肥力的分布状况；研究了以维护耕地最优质量状态作为目标值的最优控制问题。

Some stochastic Galerkin methods, combining the Askey polynomial chaos expansion for the stochastic inputs and the spectral method in the physical space, are proposed to approximate some popular model problems.

研究的算法基于随机方向上的Askey正交多项式谱分解和物理空间方向上的谱方法。

Foods high in this vitamin include oily fish such as salmon, tuna and, and fish liver oils.

维生素D含量高的食物包括诸如大麻哈鱼、金枪鱼和鲭鱼之类的油鱼以及鱼肝油。

We need you to cosign our public letter demanding that press intimidation cease immediately, and that all charges be dropped.

我们需要您cosign我们的公共信，要求记者立即停止恐吓，并要求所有收费下降。