查询词典 stochastic dynamic programming

Firstly, according to the difficulties in the optimization of chemical engineering and the intrinsic disadvantage of deterministic optimization algorithms, this work analyzed the importance and advantage of stochastic algorithms, and proposed some important aspects in research on them. Secondly, genetic algorithm was applied to two problems of data driven modeling, one of which was combination problem, the other was mixed integer nonlinear programming. Thirdly, systemic investigations were made on the basic structure, dynamic behavior and modifications of particle swarm optimization. Lastly, two kinds of proposed PSO algorithms were applied on calculation of phase equilibrium, which is nonconvex optimization.

本文首先根据化工优化中存在的困难和确定性优化算法内在的缺点，分析了随机优化算法的重要性，并提出研究随机优化算法应注意的问题；其次，将遗传算法应用于两个数据驱动建模问题，一为组合优化问题，一为混合整数优化问题；再次，从粒子群优化算法的基本结构、运动行为、改进方法做了系统的研究：最后，将提出的两种改进粒子群优化算法应用于相平衡计算问题，为非凸全局优化问题。

This dissertation is devoted to dynamic portfolio selection based on stochastic programming.

本文重点研究了基于随机规划模型的动态投资组合选择问题。

In Chapter 2, a few stochastic programming models for dynamic portfolio selection are provided.

第二章给出用于动态投资组合选择的随机规划模型。

At the last of the chapter, the general formulation of stochastic programming for dynamic portfolio selection is given. It is the basis of other models in this dissertation.

本章最后给出了用于动态投资组合选择的随机规划模型的一般形式，它是本文其它模型的基础。

Chapter 5 is devoted to developing a dynamic stochastic programming model for the asset liability management of a life insurance company.

第五章建立了一个用于人寿保险公司资产负债管理的动态随机规划模型。

The result shows that it is the major advantage of the model compared with reliability constraints dynamic stochastic programming ,and that it deals with the relation between economy and reliability in reservoir opera...

实例计算的结果表明，该模型能够较好地处理水库调度中的经济性与可靠性的关系。

As an application of multi-stage stochastic programming to financial optimization, we propose a new dynamic model for bond portfolio selection.

作为多阶段随机规划模型在金融优化领域的一个应用，第四章建立了一个新的动态债券投资组合模型。

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。