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The dissertation focuses on performance gradient estimation and SRO algorithm of DES aswell as other related topics,such as modeling of DES and discrete event simulation,performancemeasure Hessian matrix estimation,Stochastic Approximationand so on.General Semi-Markov Processis adapted to describe behaviour of DES and discrete eventsimulation.A general result is obtained and applied to analyze strong consistency of performancegradient Perturbation Analysisestimator.Conditions for effectiveness of InfinitesimalPerturbation Analysisare also discussed.New PA algorithms,such as server PA,PA usingDirac generalized function,job sequence PA etc.,are proposed to deal with discreteparameters.Furthermore,strategies of combining PA algorithms with certain iterative rules areanalyzed widely in order to optimize DES parameters and some SRO algorithms are constructed toslove DES optimization problems.

论文将DES性能分析领域中性能梯度估计和单运行仿真优化作为主要的研究对象,探讨了与性能梯度估计有关的DES和离散事件仿真过程建模、高阶导数估计以及随机逼近等理论和方法;建立了具有一般性的DES和离散事件仿真的广义半Markov过程模型;获得了分析性能梯度估计量强相合性的理论结果和无穷小摄动分析算法应用的条件;提出了诸如服务台数目的摄动分析、奇异摄动分析、串联生产线和加工车间中工件加工序的摄动分析等一系列摄动的思想和算法,对连续参数和离散参数都进行了深入的研究;对摄动分析算法同优化规则结合实现仿真优化的策略也进行了广泛的分析,构造了新型的变界截尾的随机逼近算法,并用于DES的单运行仿真优化研究;最后,给出了DES性能分析方法的实证性研究结果。

The problem of pricing American options using the quadratic approximation method with stochastic volatility and jumps is considered in the second part of the thesis.

而论文的第二个部分是研究随机波动模型如何扩展到美式选择权上的应用,考虑在可能提早履约的情境下,标的物之随机波动性与代表突发冲击事件之跳跃模式,如何来影响提早履约溢酬的问题。

The random errors of main factors in flood regulation process are identified; and combining flood forecast, the randomnesses of main parameters such as initial reservoir level, inflow flood, outflow flood, etc., are analyzed. By using the first order second moment method and theoretic distribution, the random distributions of parameters are described then the routing process of a certain preflood limit water level is random, which can well reflect the random preflood influences in actual regulation.

对防洪调度过程各主要相关参数进行了随机误差识别,结合洪水预报对起始水位、人库洪水、泄流等主要参数的随机性进行分析,应用一次二阶矩法和相应的理论分布函数描述事件的随机分布,对应某一汛限水位的调洪过程不再是一确定过程,而是具有随机分布特性,反映了实际防洪调度中各随机因素的影响作用。

Critical Thinking focuses on reframing issues so that the right problems are addressed, distinguishing systematic patterns from random events and identifying acceptable risks in alternative decisions.

批判性思维的重点是重新问题,以便正确的问题得到处理,区分系统模式由随机事件和确定可接受的风险替代决定。

Weird Worlds is also full of random events, from supernovas to secret quests beyond the initial mission parameters.

奇异世界》同时也充满了各种各样的随机事件,从超新星到最初的任务资料之外的秘密冒险。

It's such a random thing. A yeast cell, captured in amber, found by a mad scientist.

一个疯狂的科学家,从琥珀中弄出来一个酵母细胞,这完全是个随机事件

The works are as follow,lThe system is mechatronics equipment, at the beginning of the paper, the normal and advanced technology about mechatronics is introduced in order to let the research and study be based on good start.2Tire valve assembly belong to DEDS. One tire valve includs 7 partments.In fact there are many methods about how to assembly them together , but the best of them is just only one.

1气门芯装配系统是一种典型的机电一体化设备,论文首先对当今与机电一体化相关的常规、先进技术作了简要介绍,以使研究、开发站在一个比较高的起点之上; 2气门芯装配是典型的离散随机事件,对于组成气门芯的七个零部件,怎样把它们装到一起,实际上有多种方案,但最优方案只有一个。

3 Haskell的诞生By 1987, the situation was akin to a super-cooled solution—all that was needed was a random event to precipitate crystallisation.

到1987年,境况颇类似于一瓶过冷(super-cooled)的溶液—所有所需要的仅仅是一个随机事件来促成结晶过程的发生。

On the basis of the Life Table and the interest theory, the probabilistic model of ordinary life Insurance systera is built in terms of functions of T, the insured future lifetime, random variable in this paper.

人寿保险是以人的生命为保险的一类保险;其目的在于减免早年死亡或老年生存之类随机事件发生所造成的经济冲击,以确保个人生活和家庭生活的安定。

So on the law of averages he was due something a little kinder this time.

所以这次他所期待发生的事情比预想的要好一些(译者注:law of averages所表示的是相信一个随机事件最终会出现某个结果,来源)。

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Since historical times,England ,where the early inhabitants were Celts, has been conquered three times .

从有历史以来,英国,在此地早期居住的是凯尔特人,已经被征服了三次。

Bluetooth OBEX File Transfer Enables the sending and receiving of files on your phone via Bluetooth.

蓝牙OBEX文件移动允许经过蓝牙传送和接受文件。。。。

The almost sure central limit theorem is a pop topic of the probability research in recent years,because it has many actual applications in the random analogue.

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