查询词典 stochastic dynamic programming

The computation of the infinitesimal generator matrix of the stochastic marking process underlying the First order FSPN model is described, which accounts for the transition rates among discrete tangible states. After that the transient state and steady state equations for the probability density functions describe the stochastic marking process are presented.

在说明了一阶流体随机 Petri 网随机标识过程在离散实存状态空间的转移速率矩阵等的计算方法后，给出了描述随机标识过程状态的概率密度函数在暂态和稳态情况下满足的方程。

This dissertation focuses on the vector stochastic integral and its applicationsto mathematical finance. We first conduct a comprehensive study on VSI and provide aneconomical justification on the question of why VSI is more suitable than the component-wise stochastic integral for mathematical finance.

本论文以向量随机积分为主线，首先较为系统地研究了向量随机积分，给出了在金融数学中使用向量随机积分较之使用按分量的随机积分更合理的经济学解释。

In our thesis, contents are organized as following In Chapter 1 we present our topic's internal and overseas research situations, theoretical and practical significance, and introduce the research object and contents, and the main contributions of this dissertation. Chapter 2 reviews the development of the stability results for nonlinear systems and some relevant recent results, which include Lyapunov and LaSalle-Yoshizawa theorems for nonlinear systems, and stochastic edition for stochastic nonlinear systems. Sontag's formula for systems affine in control is presented in the frame of CLF. The concepts of disturbance attenuation and the inverse optimality are also explained in this Chapter. In chapter 3 we present the solvable theorem of inverse optimal gain assignment problem, design the inverse optimal controller and the inverse optimal tracking controller for strict-feedback nonlinear continuous systems with unknown time-varing bounded disturbances and constant unknown parameters using an adaptive backstepping algorithm, which are nonlinear, continuous and are easier to realize. These designs are fully systematic and the algorithm can be directly coded in symbolic software. The results of simulation show the effectiveness of the control algorithms.

论文的结构如下：在第1章中，给出了本文研究课题的研究现状、理论意义和实际应用，并介绍了本文的研究对象、研究内容以及主要贡献；在第2章中，针对确定性非线性系统和随机非线性系统，分别介绍了Lyapunov定理、LaSalle-Yoshizawa定理及其随机版本；对仿射系统，在控制Lyapunov函数框架下，给出了Sontag公式；同时给出了非线性系统扰动抑制和逆最优控制问题的基本概念；在第3章中，针对具有未知时变有界扰动和未知定常参数的一类不确定非线性系统，给出并证明了逆最优增益配置可解定理，使用自适应Backstepping算法和均值定理，系统地设计了自适应逆最优控制器和逆最优跟踪器，这种设计方法可同时获得逆最优控制策略和自适应律，简单明了，仿真结果表明该控制算法的有效性，并给出了性能估计。

In Chapter 3 the stability of Ito stochastic systems and delay stochastic systems are investigated.

在第三章研究Ito型随机系统及滞后随机系统的稳定性问题。

The stochastic-type Lasalle theorem is an important tool for investigating the stability of stochastic systems.

随机型的Lasalle定理是研究随机系统的稳定性的重要理论工具。

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。

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

"The operators will suffer a temporary decrease in the number of consumers and short message services as people may not like having to provide their ID cards for a phone number," Xu Junqi, vice-dean with the Policy-Making Institute of the Telecommunications Research Centre under MII, said yesterday.

信息产业部下属的通信决策研究院副主任徐俊其昨天说：&实行手机实名制后，人们可能不太情愿用身份证注册手机号，所以通信运营商会暂时面临用户减少和短信用户减少的问题。&

I don't believe in make-believe!

我不相信这些虚构的故事。