查询词典 stochastic control

This paper discusses a variation equation problem in a class of singular stochastic control with stopping time,gives its solution under two different conditions,which is a one order continuous differentiable and concave function,and gives the exact form.

讨论了一类带停时的奇异型随机控制问题中的一个变分方程问题，并且在两种不同的情况下给出了该变分方程的解，即为一阶连续可导凹函数，并在两种情况下给出了此函数的具体形式。

Further, applying the stochastic control theory and differential game, we discuss the dynamic pricing strategy in competitive market, get the optimum solution, and compare the revenue in competitive market with the revenue in monopolistic market.

进一步应用随机控制理论，建立了竞争市场下的动态定价博弈模型，提出了两种竞争策略，比较了这两种竞争策略和垄断市场下的收入。

This kind of equation is from diffusion process with jumps and has important application in stochastic control and finance mathematics.

本文研究一类带有非局部积分项的完全非线性椭圆型方程粘性解的比较原理，这类方程源自带跳跃的扩散过程，在随机控制，金融数学中有广泛而重要的应用。

This paper study the character and application of the solution of BSDE, the main results include: for the second kind of BSDE, the existence and uniqueness of the solution under non-Lipschitz condition, comparison theorem and stability are established , under weaker condition , the existence of the minimal and maximal solution is proved and the application in stochastic control and utility function is given; for the first kind of BSDE, under weaker condition , the existence of minimal and maximal solution .stability, comparison theorem and application to utility function are proved.

本文研究倒向随机微分方程解的性质及其应用，主要结果有：针对第二类方程，讨论了在非Lipschitz条件下倒向随机微分方程解的存在唯一性，比较定理及稳定性等，在更弱条件下，得到了倒向随机微分方程的最大解和最小解的存在性，在此基础之上，给出了在随机控制及效用函数方面的应用；针对第一类方程，同样在较弱条件下，证明了方程最大、最小解的存在性、稳定性、比较定理及其在效用函数的应用。

This paper study the character and application of the solution of BSDE, the main results include: for the second kind of BSDE, the existence and uniqueness of the solution under non-Lipschitz condition, comparison theorem and stability are established , under weaker condition , the existence of the minimal and maximal solution is proved and the application in stochastic control and utility function is given; for the first kind of BSDE, under weaker condition , the existence of minimal and maximal solution .stability, comparison theorem and application to utilityfunction are proved.

本文研究倒向随机微分方程解的性质及其应用，主要结果有：针对第二类方程，讨论了在非Lipschitz条件下倒向随机微分方程解的存在唯一性，比较定理及稳定性等，在更弱条件下，得到了倒向随机微分方程的最大解和最小解的存在性，在此基础之上，给出了在随机控制及效用函数方面的应用；针对第一类方程，同样在较弱条件下，证明了方程最大、最小解的存在性、稳定性、比较定理及其在效用函数的应用。

Time series analysis and stochastic control with applications in financial derivative markets.

时序分析和随机控制及其在金融衍生工具市场的应用。

The examples of stochastic control systems is the fire control systems of vehicles.

本文以车载火控系统为例，发展了一种新型的、具有选通窗的、随机控制系统分析与设计的理论及方法。

The stochastic control group 10 examples and the treatment group 20 examples, the control group only uses the antibiotic treatment.

随机对照组10例和治疗组20例，对照组只采用抗生素治疗。

Since a BSDE is a well-defined dynamic system, it is very natural and appealing,first at the theoretical level, to consider the stochastic control and game problems in which BSDEs arc used to described the control systems.

由于BSDE是一类具有良好结构的动态系统，自然的，我们去研究以BSDE作为控制系统的随机控制问题和对策问题，我们称之为倒向随机控制问题和倒向随机对策问题。

To overcome the quadratic variation terms of stochastic control and the uncontrollability in chained system, a novel control design procedure is constructively proposed, which involves the introduction of a time-varying technique and the application of quartic Lyapunov function.

为了克服随机控制过程中出现的平方漂移项以及链式

Means the parent directory, so this command means to execute "toolchain.sh," which is in the current directory.

代表父目录，所以这个命令就是执行当前目录下的"toolchain.sh"。

Yes,In fact,I'm on our city ream.

是的。事实上我是我们市队的。