parametric optimal solution 中文意思是什麼
parametric optimal solution
解釋
參數最優解- parametric : adj. 參（變）數的；參量的。
- optimal : adj. 最適宜的；最理想的；最好的 （opp. pessimal）。
- solution : n. 1. 溶解；溶液，溶體，溶劑。2. （補輪胎用的）橡膠水；〈美國〉藥水。3. 解決，解答 （of; for; to）; 解釋；（數學等的）解法，解式。4. 免除，解除。5. 【醫學】消散，消退。
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The model of bilevel programming under uncertainty is converted to some linear programming models on uncertain parameters based on the theory of multi - parametric linear programming, and one of its optimal solution chosen from the worst cases is obtained by using the pessimistic principle of uncertain decision methods
摘要基於多參數線性規劃理論，將不確定型二層線性規劃問題轉化為多個關于不確定參數的線性規劃問題，利用不確定型決策方法中的悲觀準則，從最不利的結果中選擇最有利的結果，從而得到不確定型二層線性規劃的最優解。 -
In continuous - lime framework, assuming that asset price follows stochastic diffusion process, it introduces parametric uncertainty, and applies stochastic dynamic programming to derive the closed - form solution of optimal portfolio choice, which maximizes the expected power utility of investor ' s terminal wealth ; in discrete - time framework, continuous compounding monthly returns of risky asset are assumed to be normal i. 1. d., it applies the rule of bayesian learning to do empirical study about two different sample of shanghai exchange composite index
在連續時間下假設資產的價格服從隨機擴散過程，引入參數不確定性，利用隨機動態規劃方法推導出風險資產最優配置的封閉解，使投資者的終期財富期望冪效用最大；在離散時間下假設風險資產的連續復合月收益率服從獨立同分佈的正態分佈，通過貝葉斯學習準則，以上證綜合指數不同區間段的兩個樣本做實證研究。
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