随机控制

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 Chapter 4 we discuss the solvable theorem of adaptive inverse optimal control problems, and proceed with controller designs of global asymptotic stability in probability, adaptive inverse optimal stabilization in probability and output-feedback adaptive inverse optimal stabilization in probability for strict-feedback stochastic nonlinear continuous systems with additive standard Wiener noises and constant unknown parameters using It〓's differentiation rule and an adaptive backstepping algorithm. Control laws and adaptive laws can be obtained at one time by this design scheme. Many simulations have been performed to validate the properties of the proposed adaptive control scheme.

在第4章中，针对具有标准Wiener噪声扰动和未知定常参数的不确定随机非线性系统，提出并证明了自适应逆最优控制问题可解定理，构造了适当形式的四次型随机控制Lvapunov函数，基于It〓微分规则和自适应Backstepping算法，系统地设计了全局依概率渐近稳定控制器、自适应逆最优控制器、输出反馈逆最优控制器以及在设计中如何处理二阶Hessian矩阵函数的方法，这种方法可同时获得控制律和自适应律，通过实例仿真，表明该控制算法是有效性的。

This paper study the character and application of the solution of BSDE, the main results include: for the second kind of BSDE, the existence and uniqueness of the solution under non-Lipschitz condition, comparison theorem and stability are established , under weaker condition , the existence of the minimal and maximal solution is proved and the application in stochastic control and utility function is given; for the first kind of BSDE, under weaker condition , the existence of minimal and maximal solution .stability, comparison theorem and application to utility function are proved.

本文研究倒向随机微分方程解的性质及其应用，主要结果有：针对第二类方程，讨论了在非Lipschitz条件下倒向随机微分方程解的存在唯一性，比较定理及稳定性等，在更弱条件下，得到了倒向随机微分方程的最大解和最小解的存在性，在此基础之上，给出了在随机控制及效用函数方面的应用；针对第一类方程，同样在较弱条件下，证明了方程最大、最小解的存在性、稳定性、比较定理及其在效用函数的应用。

This paper study the character and application of the solution of BSDE, the main results include: for the second kind of BSDE, the existence and uniqueness of the solution under non-Lipschitz condition, comparison theorem and stability are established , under weaker condition , the existence of the minimal and maximal solution is proved and the application in stochastic control and utility function is given; for the first kind of BSDE, under weaker condition , the existence of minimal and maximal solution .stability, comparison theorem and application to utilityfunction are proved.

本文研究倒向随机微分方程解的性质及其应用，主要结果有：针对第二类方程，讨论了在非Lipschitz条件下倒向随机微分方程解的存在唯一性，比较定理及稳定性等，在更弱条件下，得到了倒向随机微分方程的最大解和最小解的存在性，在此基础之上，给出了在随机控制及效用函数方面的应用；针对第一类方程，同样在较弱条件下，证明了方程最大、最小解的存在性、稳定性、比较定理及其在效用函数的应用。

Automated Control covers: feedback control, optimized control, stochastic control, and self-adaptive control, etc.

自动控制包括：反馈控制，最优控制，随机控制，自适应控制等。

This is the Massachusetts Institute of Technology on Dynamic Programming and Stochastic Control in courseware, want to learn dynamic programming and stochastic control to all of us help.

详细说明：这是美国麻省理工学院的有关动态规划与随机控制方面的课件，希望对学习动态规划和随机控制方面对大家有所帮助。

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。

The system with the Bouc-Wen hysteretic force is converted into an equivalent non-hysteretic nonlinear stochastic control system. Then an It stochastic differential equation for total energy is derived by using the stochastic averaging method.

先将该系统变换成等价的非迟滞的非线性随机控制系统，再运用随机平均法导出关於能量的It随机微分方程。

It researches the ship hateral movement multivariant stochastic control law on the basis of multivariant stochastic optimum control theory.

摘要本文基于多变量随机最优控制理论研究船舶横向运动多变量随机控制规律。

In order to evaluate the injury caused by vibration, the packaged Malaysian carambola was vibrated by the electro-dynamic shaker as the trip from Tainan county to Taipei city. The simulation of random vibration controlled by random profile of a small-type agricultural transporter in the conditions of regular tire pressure, farm road, 400 kg loading and velocity at 8.5 km/h ran for 20 minutes. The following procedure was a 20-minute mountain road trip and a 4.5 hr-trip on high way. Finally, a 30-minute trip was on the urban road.

且以台南县楠西乡密枝村至台北果菜公司第一市场为例，以马来西亚种装箱杨桃进行模拟运输过程之随机振动，先经20分钟的第一运输阶段(小型农用搬运车，正常胎压、农路、2/3最大负载、速度8.5 km/h)进行模拟，接著20分钟山区道路，再以四个半小时的高速公路的路程，最后半个小时以市区与一般道路的随机控制曲线进行随机振动。

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。