随机动态规划

This paper gives a proof of a comparison theorem on the viscosity solution of HJB Equation.

证明了与随机控制问题有关的动态规划方程粘性解的比较定理。

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。

A stochastic nonlinear programming model of production with delay interaction (which is a static optimization model to solve the dynamic optimization problem) is built up and transformed into a deterministic nonlinear programming model and further into a linear programming model by adding constraints.

首先根据实际需要建立关联方程有延迟的车间生产的随机非线性规划模型，即一种求解动态优化问题的静态优化模型。

In the scheduling layer, we discussed such papermaking workshop which has stochastic demand and failure. Mathematical model is setup. This problem are inverted into discrete dynamic programming.

在调度层针对具有随机需求和纸机故障的造纸车间，建立了数学模型，并利用一致化转移方法将其转化为离散动态规划问题。

Chapter 7 presents a common form for the distributed parameter problems of the economic and management systems.

提出了求解一般随机控制问题的极大值原理，并与传统的动态规划方法进行了对比分析。

Based on consider hereinbefore, this dissertation discusses several aspects on the problem of the sustainable and optimum exploitation of groundwater resources as follows:①reviewed entirely the origin and evolvement of the concept "sustainable development", stated and commented the study status in queue on"sustainable development"around national and international range, thorough discussed the science connotation about the concept "sustainable development";②looked back and commented across-the aboard some furthest basic concept and proposition related to groundwater resources, put forward self opinions on a few existent mistake points of view and chaos understandings;③expatiated entirely on the content and meaning of the theory of changeable groundwater resources system, contrast with the traditional methods of groundwater resources calculation and evaluation, combined example to show the application of this theory;④thorough analyzed the difficult and complexity to forecast the groundwater resources, fully stated the traditional methods of groundwater resources forecasting, pointed out the characteristic and applying condition of these forecasting method, introduced the main ideas and methods of wavelet analysis developed recently, and the MATLAB software be known as the fifths era computer language, and its accessory wavelet analysis toolbox, applied these methods and tools to analyze the groundwater dynamic curve, adopted the B-J method and Morte-Carlo method, combined with the theory of changeable groundwater resources system, discussed the new view on the forecast of groundwater resources;⑤synthetically analyzed the characteristics and limitations of the present all kind of groundwater manage model, combined mathematical programming, mathematical statistics, random process and the theory of variation system of groundwater resources on the unite optimum attempter of surface water and groundwater, emphasized how to make the model more nicety, more simple, more practicality;⑥analyzed the inside condition and outside condition to assure the sustainable and optimum exploitation of groundwater resources, the inside conditions are the follows: correct resources idea, scientific methods of resources calculation and evaluation, credible forecast methods of resources, exercisable measures of resources management, the outside conditions are the follows: the development idea of high layer, the transform of manage system, the matched policy and rule of law, the adjusted of economy lever, the improve of cultural diathesis, the boosting up of water-saving consciousness and detail measures, the control of population rising, the prevention and cure of water pollute, the renew and rebuild of ecology;⑦scan the sustainable and optimum exploitation of groundwater resources from the high level of metagalaxy, earth system science, and philosophy;⑧point out the more directions on groundwater resources.

它将为制定水资源的可持续发展目标和战略决策提供科学依据，为制定社会、经济可持续发展战略提供理论基础。基于以上考虑，论文主要从以下几方面对地下水资源可持续开发问题进行了比较深入的探讨：①全面回顾了"可持续发展"概念的由来与演变，对国内外"可持续发展"的研究现状进行了述评，并对"可持续发展"概念的科学内涵进行了深入探讨；②对涉及地下水资源的一些最基本的概念和命题进行了全面的回顾和评述，对目前仍然存在的一些错误观点和混乱认识提出了自己的见解；③全面阐述了地下水资源变值系统理论的内容和意义，并与传统的地下水资源计算评价方法进行了对比分析，结合实例具体说明了方法的应用；④深入分析了地下水资源预测预报工作的极端重要性和复杂性，对传统的地下水资源动态预测方法进行了全面的评述，指出了各类预测预报方法的特点及适用条件，对最近二十多年刚发展起来的小波分析技术的主要思想和方法及其应用范围，以及号称第五代计算机语言的MATLAB软件和附带的小波分析工具箱进行了介绍，并应用于地下水动态过程线的分析，采用时间序列中的B-J法，蒙特卡罗方法，与地下水资源变值系统理论相结合，探讨了地下水动态资料分析和地下水资源预测预报的新思路；⑤综合分析了现今各类地下水管理模型的特点及缺陷，将数学规划、数理统计、随机过程等与地下水变值系统理论相结合进行地表水地下水或多水源的联合优化调度，使模型更准确、更实用；⑥对保证地下水资源可持续开发的内部条件和外部条件进行了分析，内部条件主要是正确的资源观，科学的资源计算与评价方法，可靠的资源预测预报技术，可操作的资源管理措施，外部条件主要是高层发展思路、管理体制的变革、配套的政策法规、经济杠杆的调节、人文素质的提高、节水意识的增强及具体节水措施、人口增长的控制、水体污染的防治、生态的恢复和重建等；⑦从宇宙科学、地球系统科学及哲学的高度审视地下水资源的可持续开发；⑧指出了地下水资源可持续开发的进一步研究方向。

Chapter 7 studies the reliability optimization of reaervoir operation or management, presents a stochastic multiobjective dynamic programming model to calculate noninferlor solutiones and gives a example.

本文第七章研究了水库运行管理的可靠性优化问题，提出了一种求非劣解的随机多目标动态规划方法，并用实例验证了计算可行性，在结语中对本文的主要成果进行了总结。

The problem has been studied from two sides, firstly, from the viewpoint of applicability, based on the development strategic objectives of the oil company, with the aim to unify the exploration and extraction decisions of the resources in an integrated framework, and integrate the macro economic and technical objectives with micro economic and technical models of an oil well, an integrated non-linear dynamic optimal control model has been constructed, the objective is the benefit maximum of the exploration and extraction of the resources, and the optimalstrategies are obtained by changing the problem into a non-linear mathematical programming problem, on the other hand, from the more macro level, based on the analysis of the characteristics of the exploration and extraction activities of oil and gas resources, a conclusion is easily deduced that the procedure is full of randomicity, then discovering procedure of oil deposit is proved to be a Poisson process, and the reserves process is a supermartingale process, so the model of exploration discovery rate and the reserves model could be constructed.

其次从相对更宏观的层次上，通过对油气资源勘探与开发的特点分析，认为具有很强的随机性，证明了勘探活动发现油气藏的过程为一泊松过程，所发现的油气藏储量为一上鞅过程，在此基础上，建立了油气藏勘探发现率模型及储量模型，在油气价格服从几何布朗运动条件下，以油气开采收益最大化为目标，建立了一个油气资源勘探与开发的随机最优控制模型，采用动态规划方法得到了值函数的HJB方程，并针对方程的特点，以及方程及其变量所对应的经济学意义，对最优策略的求解进行了一些讨论。

Based on consider hereinbefore, this dissertation discusses several aspects on the problem of the sustainable and optimum exploitation of groundwater resources as follows:①reviewed entirely the origin and evolvement of the concept "sustainable development", stated and commented the study status in queue on"sustainable development"around national and international range, thorough discussed the science connotation about the concept "sustainable development";②looked back and commented across-the aboard some furthest basic concept and proposition related to groundwater resources, put forward self opinions on a few existent mistake points of view and chaos understandings;③expatiated entirely on the content and meaning of the theory of changeable groundwater resources system, contrast with the traditional methods of groundwater resources calculation and evaluation, combined example to show the application of this theory;④thorough analyzed the difficult and complexity to forecast the groundwater resources, fully stated the traditional methods of groundwater resources forecasting, pointed out the characteristic and applying condition of these forecasting method, introduced the main ideas and methods of wavelet analysis developed recently, and the MATLAB software be known as the fifths era computer language, and its accessory wavelet analysis toolbox, applied these methods and tools to analyze the groundwater dynamic curve, adopted the B-J method and Morte-Carlo method, combined with the theory of changeable groundwater resources system, discussed the new view on the forecast of groundwater resources;⑤synthetically analyzed the characteristics and limitations of the present all kind of groundwater manage model, combined mathematical programming, mathematical statistics, random process and the theory of variation system of groundwater resources on the unite optimum attempter of surface water and groundwater, emphasized how to make the model more nicety, more simple, more practicality;⑥analyzed the inside condition and outside condition to assure the sustainable and optimum exploitation of groundwater resources, the inside conditions are the follows: correct resources idea, scientific methods of resources calculation and evaluation, credible forecast methods of resources, exercisable measures of resources management, the outside conditions are the follows: the development idea of high layer, the transform of manage system, the matched policy and rule of law, the adjusted of economy lever, the improve of cultural diathesis, the boosting up of water-saving consciousness and detail measures, the control of population rising, the prevention and cure of water pollute, the renew and rebuild of ecology;⑦scan the sustainable and optimum exploitation of groundwater resources from the high level of metagalaxy, earth system science, and philosophy;⑧point out the more directions on groundwater resources.

它将为制定水资源的可持续发展目标和战略决策提供科学依据，为制定社会、经济可持续发展战略提供理论基础。基于以上考虑，论文主要从以下几方面对地下水资源可持续开发问题进行了比较深入的探讨：①全面回顾了&可持续发展&概念的由来与演变，对国内外&可持续发展&的研究现状进行了述评，并对&可持续发展&概念的科学内涵进行了深入探讨；②对涉及地下水资源的一些最基本的概念和命题进行了全面的回顾和评述，对目前仍然存在的一些错误观点和混乱认识提出了自己的见解；③全面阐述了地下水资源变值系统理论的内容和意义，并与传统的地下水资源计算评价方法进行了对比分析，结合实例具体说明了方法的应用；④深入分析了地下水资源预测预报工作的极端重要性和复杂性，对传统的地下水资源动态预测方法进行了全面的评述，指出了各类预测预报方法的特点及适用条件，对最近二十多年刚发展起来的小波分析技术的主要思想和方法及其应用范围，以及号称第五代计算机语言的MATLAB软件和附带的小波分析工具箱进行了介绍，并应用于地下水动态过程线的分析，采用时间序列中的B-J法，蒙特卡罗方法，与地下水资源变值系统理论相结合，探讨了地下水动态资料分析和地下水资源预测预报的新思路；⑤综合分析了现今各类地下水管理模型的特点及缺陷，将数学规划、数理统计、随机过程等与地下水变值系统理论相结合进行地表水地下水或多水源的联合优化调度，使模型更准确、更实用；⑥对保证地下水资源可持续开发的内部条件和外部条件进行了分析，内部条件主要是正确的资源观，科学的资源计算与评价方法，可靠的资源预测预报技术，可操作的资源管理措施，外部条件主要是高层发展思路、管理体制的变革、配套的政策法规、经济杠杆的调节、人文素质的提高、节水意识的增强及具体节水措施、人口增长的控制、水体污染的防治、生态的恢复和重建等；⑦从宇宙科学、地球系统科学及哲学的高度审视地下水资源的可持续开发；⑧指出了地下水资源可持续开发的进一步研究方向。

Dynamic program ; stochastic model ; optimal operation ; reservoir ; multi-purpose ; Gams

动态规划；随机模型；优化调度；水库；多目标； Gams

If you are unfortunate enough to the lovelorn, please tell me, I will help you out, really, please contact me!

如果你不幸失恋了，请告诉我，我会帮助你摆脱困境，真的，请联系我啦！

China's plan to cut energy intensity by 20 percent and pollutant discharges by 10 percent between 2006 and 2010 is a case in point.

中国计划在2006年到2010间降低20%的能源强度和减少10%的主要污染物排放，就是一个这样的例子。