查询词典 stochastic dynamic programming

In this project, a general modal synthetical method based on the hybrid energy and hybrid variable method willbe firstly established, and the three-dimensional stochastic dynamic model of compound systems will be proposed.

本项研究将以发展基于混合能与混合变量方法的广义模态综合法为突破口，建立相对运动复合系统全三维耦合随机动力学分析模型。

In game theory, a stochastic game is a dynamic, competitive game with probabilistic transitions played by one or more players.

在博弈论中，随机博弈是一种包含一个或多个参与者进行的具有状态概率转移的动态博弈过程。

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。

It was supposed that the dynamic moving process of the stock price and the return was driven by Geometry Brownian Motion and the lognormal distribution respectively. Takinginto account the riskneutral environment, we got a closedform analytical formula for deferred arithmetic asian options by the method of Taylor expansion of the stochastic integral formula within the terminal payoff. Furthermore, with the series definition of the definite integral, we transferred the continuous problem into a discrete one which is simpleenough to figure out. Meanwhile we tested the accuracy of the formula with the Monte Carlo simulation as a benchmark and the result shows that the formula can be utilized to price the related financial derivatives.

在标的价格服从几何布朗运动、收益服从对数正态分布的前提下，通过风险中性定价原理，对到期损益中的随机积分进行任意次Taylor近似，并由级数定义将此连续问题离散化，给出了延期算术平均亚式期权封闭形式的解析定价公式，并与Monte Carlo模拟得到的价格作为标尺对得到的公式进行精确性检验，结果表明，所得公式可以应用到金融实务中对此类衍生品定价中。

Under the circumstances that some prior knowledge about the possible fault can be obtained,the dynamic behavior of the fault is proposed and used to solve fault estimation problem.While,if there is no extra knowledge available about the possible fault other than the condition of l_2 bounded,the residual generation is formulated into a problem of observer-based H_∞filtering problem in the sense of stochastic,and the linear matrix inequality approach to solve this problem is proposed.

对于能够了解部分故障先验知识的情况，提出描述故障结构特性的动态模型，解决H_∞故障估计问题；而当故障信息完全未知情况下，将基于观测器的残差产生器设计归结为随机意义下的H_∞滤波问题，提出了该问题求解的线性矩阵不等式方法。

For the multi-channel system with multiplicative noises under multi-sensor observation an optimal fusion estimation algorithm is proposed on the conditions that the multiplicative noise is in the form of a general stochastic matrix and the measurement noises of each sensor are correlated with the dynamic noise.

第二，本文针对多传感器观测下的多通道带乘性噪声系统，在乘性噪声为一般矩阵且各个传感器的观测噪声分别与系统的动态噪声同时刻相关的条件下给出了状态最优滤波融合算法、最优固定域平滑算法及最优固定域反褶积算法。

Considering this, it is necessary to adopt a stochastic model to describe an engineering dynamic system.

当对系统研究有较高的精度要求时，充分考虑随机因素的影响就必须用随机模型来描述系统的动态规律。

There is a great deal of dynamic and stochastic noise in the burning process of the furnace flame.

本课题给出了比色测温算法的原理及误差分析，并给出了具体实现方法。

The terminal tune of semi-dynamic system is the generalization of that of stochastic process.

半动力系统端时是随机过程端时的一种推广。

This paper is mainly concerned with the dynamic reliability of massive - head dam under earthquake . during the analyses , it considers the effect of variability 、 relevance and truncate of the stochastic variable

本文主要研究在地震作用下大头坝的动力可靠性，在计算中还考虑了随机变量的变异，相关，截尾对其可靠度的影响。

"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。