stochastic control theory 中文意思是什麼

stochastic control theory 解釋
隨機控制理論
  • stochastic : adj. 1. 機會的；有可能性的;隨便的。2. 【數學】隨機的。
  • control : n 1 支配，管理，管制，統制，控制；監督。2 抑制（力）；壓制，節制，拘束；【農業】防治。3 檢查；核...
  • theory : n. 1. 理論，學理，原理。2. 學說，論說 （opp. hypothesis）。3. 推測，揣度。4. 〈口語〉見解，意見。
  1. 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。
  2. His fundamental contributions to stochastic control include establishing a relation between maximum principle and dynamic programming via the viscosity solution theory, and introducing and developing the indefinite stochastic lq control theory

    他應用粘性解理論建立了最大值原理與動態規劃之間的本質關系，並開創及發展了不定隨機lq控制理論。這些都是隨機控制論領域中的重大貢獻。
  3. Markov decision process, in short mdp, is also called sequential stochastic optimization stochastic optimum control. the controlled markov process or stochastic dynamic programming is the theory on stochastic sequential decision

    馬爾可夫決策過程（ markovdecisionprocesses ，簡稱mdp ，又稱序貫隨機最優化、隨機最優控制、受控的馬爾可夫過程或隨機動態規劃）是研究隨機序貫決策的問題的理論。
  4. Stochastic optimal control is an important content of the optimization theory for uncertain systems too

    隨機最優控制也是隨機不確定系統優化的一個重要內容。
  5. An adaptive rate control scheme based on the theory of stochastic optimal control was proposed. it can balance real - time transmission with continuity of video

    在隨機最優控制理論的基礎上，提出了一種自適應的碼率控制演算法。
  6. This paper utilizes stochastic optimal control theory, ito formula in stochastic analysis and nonlinear filter technique to maximize the expected utility from the terminal wealth

    本文運用隨機最優控制理論、隨機分析中的it （ ? ）公式及非線性濾波技術，研究投資者極大化終止時刻期望效用的最優投資策略問題。
  7. By use of transform, the problem of stochastic optimal control with uncertain terminating time is transformed into that with determinate terminating time ; then the problem is solved using the theory of stochastic optimal control with determinate terminating time

    通過變換，將終時不確定的隨機最優控制問題轉化為終時確定的隨機最優控制問題；然後，利用終時確定的隨機最優控制理論來求解。
  8. Stochastic control is one of the most important branches in modern control theory. both the measurements and the control in stochastic problem are stochastic processes

    隨機控制是現代控制理論的一個重要分支，隨機控制系統的量測量和控制量都是隨機過程。
  9. Stochastic control theory

    隨機控制理論
  10. This paper applies the theory of stochastic optimal control to deal with the optimal investment strategy problem for defined - contribution occupational pension scheme, sets up the optimal investment models under the minimum payment loss of the occupational pension funds in the deterministic and stochastic contribution cases respectively, solves the hjb equations to obtain the explicit form solutions of the optimal investment decision and payment polices, and then uses monte carlo simulation for the optimal strategy in the deterministic contribution case

    摘要利用隨機控制理論研究繳費確定型企業年金的最優投資策略，分別在固定繳費和隨機繳費情形下，建立基於給付損失最小化的企業年金最優投資模型，通過求解hjb方程得到最優投資策略和給付水平的顯式解，並對固定繳費時的最優策略進行蒙特卡洛模擬模擬。
  11. This dissertation is meant to combine the theory of stochastic processes and the theory of fuzzy sets to find some new methods of system modeling, analysis and control by describe uncertainty more minutely, and then to balance the optimization and the robustness

    本文的目的是綜合運用隨機過程和模糊集合論的方法，通過更加精細地刻畫系統不確定性，探索具有模糊隨機不確定性的系統建模、分析和控制的新方法，並期望在最優性與魯棒性之間尋求比較好的結合點。
  12. Since the development of the simplex method many people have contributed to the growth of linear programming by developing its mathematical theory, devising efficient computational methods and codes, exploring new applications, and by their use of linear programming as an aiding tool for solving more complex problems, for instance, discrete programs, nonlinear programs, combinatorial problems, stochastic programming problems, and problems of optimal control

    由於單純形的發展，很多人致力於線性規劃的進步，通過發展它的數學理論、設計高效的計算方法和規則、探索新的應用，以及把線性規劃的使用作為解決更復雜問題的輔助工具，比如，離散規劃，非線性規劃，組合問題，隨機規劃問題和最優控制問題。
  13. The objective function for the stochastic optimal control can be classified by the discounted cost problem and average expectation cost problem etc. the expression of specific objective function often depends its actual application problems, thus there are many types of theory study under the several objective functions in the usual stochastic optimal control, but the study methods are very similar

    具體的目標函數表達形式，往往根據實際應用問題的類型而變化，因而傳統的隨機最優控制問題出現了在多種目標函數下的理論研究形式，然而他們的研究手法和表現形式卻非常相似，是否能在一個較為統一的框架下表現它們，則成了一些研究工作者的追求目標。
  14. Based on optimal control theory and equivalent optimal control theory, the optimal control method of elastic floating raft under shock and stochastic load is studied and the optimal control method and optimal parameter design method of the nonautonomous rigid - elastic coupling floating raft system are established

    摘要在理想最優控制理論和準最優控制理論的基礎上，對沖擊和隨機荷載聯合作用下，彈性浮筏系統的最優控制方法進行研究，建立了剛彈耦合非自治浮筏系統的最優控制方法和最優參數設計方法。
  15. It is not trivial generalization for the usual theory of the stochastic optimal control to study the stochastic optimal control problems. the above problems motivated the author to : ( 1 ) conquer the lack of the indirect computing methods for the uncertain linear programming to seek the direct computing method ; ( 2 ) conquer the singularity of stochastic or fuzzy factor in the usual uncertain programming models to give the hybrid programming models which contains stochastic and fuzzy parameters ; ( 3 ) further strengthen the applications of bsde in the stochastic optimal control to extend the related theories of the usual stochastic optimal control, and to enlarge the applied field

    以上問題和想法促使作者進行以下研究： （ 1 ）克服不確定線性規劃的計算需要轉化成等價的確定性（或清晰）數學規劃進行計算的不足，尋求直接計算的方法； （ 2 ）克服傳統不確定規劃模型中不確定因素的單一性，提出隨機和模糊混合的不確定規劃模型； （ 3 ）進一步強化倒向隨機微分方程在隨機不確定系統最優控制問題中的應用，實質性地推廣傳統的隨機最優控制相關理論，擴大隨機最優控制的應用領域，特別是在金融工作中的廣泛應用。
  16. In the first part, an extended form of the stochastic melnikov method is presented and applied in analysis on the homoclinic bifurcation and chaotic behavior of a nonlinear hamiltonian system with weakly feed - back control and with both harmonic and gaussian white noisy excitations. numerical simulation is used to test the form and the results agree well with the theory, which proves the rationality of the form

    第一部分，本文對梅爾尼科夫理論進行拓展，得到了一種高維梅爾尼科夫方法的隨機推廣形式，並將這種方法應用於帶慢變參數和弱反饋控制的非線性哈密頓系統在諧和和隨機激勵雙重作用下的同宿分叉和混沌運動的分析中，同時利用數值試驗進行了驗證。
  17. Under the stochastic impact, this paper analyses the only - sell action, and studies the problem of optimal endogenous liquidation time by utilizing optimal control theory

    本文考慮在隨機沖去下機構投資者的純賣變現行為，利用最優控制理論研究內生的最優變現時間問題。
  18. Under the analytical framework of the principal - agent theory and the transaction cost theory, this thesis will apply stochastic optimal control model to analyze the agent ' s action and welfare under uncertainty and a share contract

    本文擬在委託代理理論和交易成本理論的框架下用經濟學中廣泛運用的隨機最優控制理論，對不確定性與分成制契約條件下的代理人的行為選擇及福利水平作一個比較深入的研究。
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