查询词典 stochastic control

Finally, it surveys such advanced topics as uncertainty in two-period models, catastrophic risk, stochastic control problems, deterministic optimal control, and stochastic and deterministic dynamic programming approaches.

最后，调查分两个主题的不确定性等先进期模型，巨灾风险，随机控制问题，确定最优控制，并确定和随机动态规划方法。

Stochastic control system ; limited control ; exact controllability ; backward stochastic differential equation

本文组织如下，第二节引入主要定义，介绍倒向随机微分方程及彭有关随机精确能控性

Chapter 5 deals with the solvable theorem of adaptive inverse optimal control problems for a class of stochastic nonlinear systems driven by Wiener noises of unknown covariance. The systems are depicted by It〓 stochastic differential equations. By using an adaptive backstepping algorithm and stochastic control Lyapunov functions, the designing procedure of control laws of global asymptotic stability in probability and adaptive inverse optimal stabilization in probability are presented systematically. Adaptive control laws and parameter update laws can be obtained at the same time by this design scheme.

在第5章中，针对具有方差不确定Wiener噪声扰动和未知定常参数的随机非线性系统（假设方差的F—范数是一个常数或一个缓慢变化的量，对其进行在线辨识），给出并证明了自适应逆最优控制问题可解定理，基于随机Lyapunov定理和It〓微分规则，采用自适应Backstepping设计方法，系统地设计了全局依概率渐近稳定和自适应逆最优控制策略，这种设计方法可同时获得控制策略和自适应律，计算机数值仿真结果表明该控制算法是有效性的。

A filtered transformation and a stochastic control Lyapunov design method are applied to Marino-Tomei systems driven by Wiener noises of unknown covariance. A parameter adaptive law and a control law are obtained to ensure that the closed-up systems are noise-to-state stable and the tracking error can converge to a small residual set around the origin in the sense of mean quartic value in average.

通过滤波变换，采用随机控制Lyapunov设计方法，对于受方差未知的Wiener噪声干扰的Marino-Tomei非线性系统，给出了参数自适应律和控制律，使得闭环系统成为噪声--状态稳定的，并且跟踪误差的4次均方值在时间平均意义下收敛到一个足够小的区域内。

Thirdly, the design methods and control strategies in both certainty control and stochastic control areas.

再次，从确定性控制和随机控制两方面分别提出了控制器设计方法和相应的解决方案。

Automated Control covers: feedback control, optimized control, stochastic control, and self-adaptive control, etc.

自动控制包括：反馈控制，最优控制，随机控制，自适应控制等。

This is the Massachusetts Institute of Technology on Dynamic Programming and Stochastic Control in courseware, want to learn dynamic programming and stochastic control to all of us help.

详细说明：这是美国麻省理工学院的有关动态规划与随机控制方面的课件，希望对学习动态规划和随机控制方面对大家有所帮助。

With the rapid development of the mathematical tools, such as stochastic control and stochastic integral, and computer technology, the portfolio under the continuous-time condition has become the research hotspot.

随着随机控制理论、随机微积分等数学工具以及计算机技术的迅猛发展，连续时间条件下的投资组合问题已成为研究的热点。

The system with the Bouc-Wen hysteretic force is converted into an equivalent non-hysteretic nonlinear stochastic control system. Then an It stochastic differential equation for total energy is derived by using the stochastic averaging method.

先将该系统变换成等价的非迟滞的非线性随机控制系统，再运用随机平均法导出关於能量的It随机微分方程。

It researches the ship hateral movement multivariant stochastic control law on the basis of multivariant stochastic optimum control theory.

摘要本文基于多变量随机最优控制理论研究船舶横向运动多变量随机控制规律。

It is also known as one of the most poisonous naturally occurring substances.

它也被称为一个最自然发生的有毒物质。

The greatest stress is found at the location on the cross section where V is the largest.

最大应力出现在横截面上V为最大的地方。