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随机动态规划

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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。

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。

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推荐网络例句

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。

Well, Jerry would rattle off all the details of that movie.

那么,杰瑞会急促背诵那部电影所有细节。