free control interval 中文意思是什麼
free control interval
解釋
空閑控制區間-
The analysis involves martingale theory, optimal stopping, stochastic control problem and convex analysis. as for the general incomplete financial market, the upper - and lower - hedging prices of arbitrage - free interval are obtained. the quisimartingales decomposition has been proved
藉助于鞅論,最優停時,隨機控制和凸分析等理論與方法,就一般的非完備金融市場,未定權益的估值得以研究,並且我們求出了上、下保值價格。 -
Replacing the ekeland distance by an uniform topology. endued with the new structure, uad is free of uncompleted of the old structure under unbounded control situation. meanwhile, the generalized ekeland ' s principle can be used to probe into the infinite time interval and unbounded control problems
用一種一致結構代替以往文獻中賦予uad的ekeland度量結構,從而解決了在討論無界控制時uad的原結構所遇到的不完備性問題;同時,我們對ekeland原理的推廣,也使該原理可用來討論無限時間區域、無界控制條件下的最優控制問題。
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