随机动态模型

Models were verified by using cabbageworm Pieris rapae L.

通过天气模拟模型产生随机的天气数据驱动确定性的种群动态模型，实现了昆虫种群动态模拟的随机化。

Finally, the optimization warehousing allocation policy is achieved by digital simulation, which shows that expecting revenue is concave function of surplus capacity, and is also concave function of booking leading time, the opportunity costs is a non-increase function of surplus capacity, and is also is a non- increase function of booking leading time.

论文按照随机背包问题思路建立了考虑第三方仓储能力分配动态随机规划模型，对模型性质进行了分析，得到了基于阈值的舱位预订动态控制策略，并通过数值仿真，得知期望收益是剩余仓储能力的凹函数，是时间的凹函数；机会成本是剩余仓储能力的非增函数，是时间的非增函数。

Finally, it surveys such advanced topics as uncertainty in two-period models, catastrophic risk, stochastic control problems, deterministic optimal control, and stochastic and deterministic dynamic programming approaches.

最后，调查分两个主题的不确定性等先进期模型，巨灾风险，随机控制问题，确定最优控制，并确定和随机动态规划方法。

In this dissertation, we develop the research work of the following three aspects based on existed work.First, using the scale-invariant property of multiscale model, i.e. Markovian among scales, a method of qth-order tree-based for multiscale representation of a class of 1-D stochastic process is presented. The multiscale stochastic model is established. The representation forms of parameter matrices, such as, the state transition matrix, the disturbance matrix, the initial state and the corresponding covariance matrix are deduced in detail. The multiscale sample paths based on distinctive order tree are presented by computer simulation.

本文在已有工作的基础上，开展了以下几个方面的研究工作： 1、根据多尺度模型尺度不变性，即利用尺度间的Markov性，给出了一类1-D随机过程基于一般q阶树的多尺度表示方法，建立了相应的多尺度动态模型，详细推导了多尺度模型中的状态转移阵、扰动阵、初始状态和相应的协方差阵，并通过计算机仿真给出了不同阶树的多尺度采样路径。

A stochastic dynamic programmingmodel using the reversibility of the transition equations and its solution method are proposed.

采用具有可逆性的随机动态规划提出了多水库系统随机优化运行模型和相应的求解方法。

The volatility of Chinese stock market is investigated using the dynamic version of stochastic volatility model, and Bayesian analysis based on MCMC is introduced to improve the parameters estimation in stochastic volatility model.

采用动态随机波动性模型实证研究了中国股票市场的波动性。通过基于马尔可夫链蒙特卡罗模拟的贝叶斯分析方法，较好地估计了随机波动性模型中的参数与波动性序列。

In constructing the model of the optimization of the industrial structure, the pollutant emission will be a stochastic variable, by using stochastic optimization it will solve the uncertainty problems in environmental pollution, on this basis, the author constructed a China's industrial multi-objective dynamic Stochastic optimization model, and has given model solving methods.

在产业结构优化模型中将污染物排放作为随机变量处理，应用随机优化方法解决了环境污染的不确定性问题，在此基础上构建了中国产业结构多目标动态随机优化模型，并给出了模型的求解方法。

Secondly, the dissertation estbalished a stochastic game model for the allocation-in-advance case, constructed its share values and then analyzed its effectiveness.

针对动态联盟事前分配问题，建立了动态联盟收益分配的随机博弈模型，构建了动态联盟事前分配值并分析了其优效性。

This paper is mainly the dynamic input-output model that the time lag is one, which is base on the above models. After studying, we consider stochastic factor step by step in it, namely when consumption coefficient matrix is stochastic (when investment matrix is stochastic, it is almost same. So we dont research it), and they are both stochastic, then we research the stable increase solution. We utilize the means of the modern stochastic analysis and Markov process, that the stochastic dynamic input-output model don not exist the stable solution is proved. Namely, economic system must is adjusted constantly. The probability that the collapse time of the economic system is o is one.

本文对在上述基础上构造的一类时滞为1的动态投入产出模型，进行了深入研究，将随机因素逐步考虑进去，即对投入产出消耗系数矩阵为随机的情况(投资系数矩阵为随机的情况与投入产出消耗系数矩阵为随机的情况大致相同，这里就不再证明)，以及二者同时为随机矩阵时所得到的动态投入产出模型的稳定增长解问题，利用现代概率分析及马氏过程的工具，证明了不存在随机动态投入产出模型的稳定增长解；即投入产出模型反映的经济系统必须经常进行调整，其崩溃时间为无穷大的概率为零。

This paper mainly studied the price fixing of derivative securities under the random interest rate model which applied stochastic differential equations on the basis of option pricing theory and the model of derivative securities pricing, several majo

在双因子Vasicek随机利率模型下给出了折价债券满足的偏微分方程和债券定价公式，通过分析到期收益率与远期利率的动态变化过程，推导出双因子Vasicek随机利率模型下折价债券买权和卖权的定价。

The physiology of the skin machine body for the sake of the environment in the maintenance stability, but eject a body metabolism creation of metabolism thing BE'grease', summer perspire many various skin disease light or good, autumn perspire little metabolism thing metabolism don't go out, various skin disease made, this be the skin machine body of various burning disease.

皮肤机体的生理为了维持内环境稳定，而排出身体代谢产生的代谢物是'油泥'，夏天出汗多各种皮肤病就轻或好了，秋天出汗少代谢物代谢不出去，各种皮肤病就犯了，这就是皮肤机体的各种炎症。

If I had anything tender in me, I shot it dead.

如果我有什么招标的话，我枪死亡。