查询词典 stochastic dynamic programming

For the first time,the authors apply sequential quadratic programming of inner point as a solver to algorithm of quadratic programming for dynamic optimization of frame structure.

首次将内点序列二次规划法应用于框架结构的动力优化领域，并作为二次规划算法的求解器，改善整个优化问题的运算效率。

In the actual programming, management and control problems, there are a great number of optimization problems with multistage that can be effectively solved by dynamic programming .

在客观现实的规划、管理和控制问题中，存在着大量的多阶段优化问题，动态规划是解决多阶段优化问题的重要工具。

On this basis, according to historical data, apply ANN and differential simulation method to get the quantitatively correlative relations between each production and its own influence factors, and introduce the new methods of prediction for dynamic indexes with gas-field development (The combinatorial prediction method based on fuzzy comprehensive evaluation, the method of ANN to select optimally combinatorial prediction models and the ANN prediction method based on genetic algorithm).(2) Base on mathematical programming, combine with quantitative economics and techno-economics, introduce economical indexes to establish production"s distribution optimal model, production"s constitution optimal model and measured production"s constitution optimal model, including multi-objective models and five-years models. Upon this, the optimal project for all gas field and each gas-collected factory can be got. Also, introduce the time value of capitals to improve on these models.(3) Base on the optimal solution theory and algorithm theory for the nonlinear programming problem, introduce the SUMT algorithm and genetic algorithm to study how to solve the models, and on the basis of normal genetic algorithm, make use of auto-adaptively modulating method to improve on normal genetic algorithm; Base on algorithm"s convergence theory and calculation"s complexity theory to analyze seriatim SUMT algorithm"s convergence and genetic algorithms convergence, and compare performance with each other.

在此基础上，利用神经网络方法和微分模拟方法根据历史数据得到各分项产量与其影响因素之间的定量关联关系，并引入气田开发动态指标新的预测方法(基于模糊综合评判的组合预测方法、神经网络优选组合预测模型预测方法以及基于遗传优化的神经网络预测方法)；(2)以数学规划为基础，结合数量经济学和技术经济学，引入经济指标建立产量分配优化模型、产量构成优化模型、措施产量构成优化模型、气田开发多目标规划模型以及五年规划模型，进而获得全气田及各采气厂的最优方案，并引入资金时间价值对五年规划模型进行改进；(3)以非线性规划问题的最优解及算法理论为基础，引入SUMT算法以及遗传算法对模型的求解进行研究，并在原有的遗传算法基础上，引入自适应调整方法对遗传算法进行改进；以算法的收敛性理论和计算复杂性理论为基础，逐一分析SUMT算法以及遗传算法的收敛性，并比较三种算法的优劣性。

Through the research of direct search method based on 3D FEM, and its application for the tunnel slope stability analysis, the objectives of this work in this paper are as follows:1. The dynamic programming as well as its application for 3D side slope stability analysis is studied. With the introduction of graph theory concept, one kind of glide pattern of 3D slope is constructed, and the critical slip surface with smallest safety factor is searched with the aid of one auxiliary function including safety factor;2. Using the C++ programming language, the 3D slope stability analysis and the direct search procedure is established, and this method is testified applicably by some contrast analysis, also some influence factor in analysis is discussed;3. Integrated with the different actual situation in tunnel slope, considered its excavation, timbering and rain infiltration, its stability influence and rule is researched used this method, also some processing measure is proposed.

本文通过对三维有限元直接搜索法的研究，并将其应用于隧道边坡的稳定性分析中，主要的研究内容有：1、研究了动态规划原理及其在三维边坡稳定性分析中的应用，引入图论概念，构筑出一种边坡三维滑裂面的滑动模式，借助一个包含安全系数的辅助函数并通过动态搜索求得临界滑裂面与最小安全系数；2、采用C++程序设计语言，编制出边坡三维稳定性分析以及直接搜索法的程序，通过一些算例的对比分析，验证本文方法的适用性，并讨论了三维分析中的一些影响因素。3、结合隧道边坡的不同实际情况，考虑施工开挖过程、衬砌结构及降雨渗流等方面的因素，利用本文方法研究对其稳定性的影响和规律，并提出处理措施

It includes two aspects in content: one is the best choice for plane disposal of pipeline, and its methods follows as decision-making plot, simple trapeziform and optimizing trunkform etc; the other one is optimizing pipe parameter when the plane disposal of pipeline has been fixed, and the methods of which are linear programming, unlinear programming, dynamic optimizing, direct optimizing, hereditary arithmetic and so on.

污水管网优化设计包括两个方面的内容：一是管线平面布置的优化选择；其方法有：决策图法，简约梯度法，优化树法等。二是在管线平面布置已定情况下进行管道参数的优化；其方法有：线性规划法，非线性规划法，动态优化法，遗传算法，直接优化法等。

Visual dynamic simulation program directly redisplayed the whole dispensation action process, revealed the optimized programming results, provided powerful evaluation reference on the programming methods.

可视化动态仿真平台的创建，实现了整个配药动作过程的动态仿真，以直观的方式，反映了配药动作优化的效果，为优化算法的优劣评价提供了有力的参考。

It also gives the definitions and stochastic properties of pure random process, random walk process and AR(1) autoregressive process, and analyses the simulative data of three typical random processes using wavelet analysis, frequency spectrum analysis and time-correlation analysis. The stochastic properties of time series and the trend component, the time length of time-correlation and the properties of main frequency of these three typical random processes are summarized as the templates for further research.

给出了包括纯随机过程、随机游走过程和 AR(1)自回归过程等在内的基本随机过程的定义和统计特征，并运用小波分析，时间相关和频谱分析对这三种基本随机过程的模拟数据进行分析，归纳出它们在时序上的随机特征、低频信号趋势项特征、时间相关的长短以及主频信号的位置等特点，作为研究 GPS 接收机误差和多路径效应的随机特征的模板。

In part 2, we study the properties of the solution z of backward stochastic differential equation and backward doubly stochastic differential equation.

第二部分分别研究了倒向随机微分方程和倒向重随机微分方程中解z的性质。

Huang and Lin proposed the weak solution concept for Backward Stochastic Differential Equation This paper based on the predecessor's work , gives the weak solution concept for Backward Stochastic Differential Equation with continuous martingale,uses the Girsanov transformation, obtains its weak solution of the existence of a necessary and sufficient conditions, and on this basis obtains its weak solution of the existence of sufficient conditions,these sufficient conditions weakened the drifting coefficient which requested in the existence uniqueness of strong solution to satisfy the Lipschitz condition the request.

本文在前人研究的基础上，给出由连续鞅驱动的倒向随机微分方程弱解的概念，利用Girsanov变换，得到其弱解存在的存在的一个充分必要条件，并在此基础上得到了其弱解存在的一些充分条件，这些充分条件减弱了在强解的存在唯一性中要求的漂移系数满足Lipschitz条件的要求。

Secondly, we consider stochastic LQ optimal control problem driven by Lévy processes and Brownian motion. By applying the -Lévy formula, Gronwall's inequality, Young's inequality and Cauchy-Schwarz inequality, we obtain the closeness property of the solution of multi-dimensional backward stochastic Riccati differential equations.

第二部分首先研究由布朗运动和Lévy过程共同驱动的随机LQ最优控制问题，接着利用-Lévy公式、Gronwall不等式、Young不等式及Cauchy-Schwarz不等式证明多维倒向随机Riccati微分方程适应解的闭性质，并利用此性质证明一维BSRDE解的存在唯一性。

For the head-teacher of the class said that I had seriously broken the school rules,which led me to a three-day suspend class.

为什么呢？因为我的班主任说我严重的违反了校规，于是让我停课三天。

Many of them believe that the conversion of thousands of working-class folk in England spared that nation from the mass carnage and the tyranny that came with the revolution in France.

他们之中有许多人相信，在英国数以千计的劳工阶级之悔改信主使英国免於遭受如法国大革命所造成的大屠杀和专制暴政。