stochastic dynamic programming 中文意思是什麼

stochastic dynamic programming 解釋
隨機動態規畫
  • stochastic : adj. 1. 機會的；有可能性的;隨便的。2. 【數學】隨機的。
  • dynamic : adj 1 動力的，動力學的；力學（上）的；動（態）的；起動的。2 有力的，有生氣的；能動的；（工作）效...
  • programming : 編程序的
  1. 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。
  2. 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。
  3. It also studies the problem of real option pricing when the underlying assets follow the pure jump poisson, mixed jump - diffusion merton and mean - reversion model, and obtains the price formula or partial differential equation to price and hedge the real option. when the value of real option can not separate from the value of project, or the uncertainties are endogenous to real option holder, it is difficult to pricing the real option by the ways of no - arbitrage. in this paper we present a approach named valuation with comparison, its basic point is to value the project or program with flexibility by means of decision tree analysis ( dta ) and stochastic dynamic programming ( sdp ), and the results are compared with that of non - flexibility, finally,

    當實物期權的價值不能從項目價值中分離出來，或者影響基本資產價格的不確定性內生於期權的持有者時，此時實物期權的價值一般難以直接利用無套利方法得到，本文通過對現有文獻進行歸納，提出一種比較定價法，其基本要點是利用決策樹、動態規劃法或二叉樹模型等技術來確定嵌有柔性的項目或方案的價值，然後將其與沒有柔性的項目或方案進行比較，從而獲得各種柔性的價值，作為這種方法的一個應用，本文研究了柔性勞動合約的設計與定價問題，研究表明，對企業重要員工採用長期勞動合約，而對一般員工採用短期合約可以節約勞動力使用成本。
  4. In this paper, first, i present a new model of vrp and a heuristic algorithm of it. then, i have proofed that on the distance constrained vrp, any polynomial time heuristic h for mv, we have kh / kv > 2 ; and i give a dynamic programming recursion heuristic of md. furthermore, i study some stochastic vehicle routing problem also

    並證明了在距離約束的vrp情形下對于目標函數mv （車輛數最小） ，其任一有多項式時間的啟發式演算法h得到的車輛數目k ~ h和最優車輛數目k ~ v滿足關系k ~ h k ~ v 2 ，我們還給出了md （總距離最小）的一個動態規劃演算法。
  5. As for the issues of non - traded assets, applying the approach of stochastic dynamic programming, and under the principle of no - arbitrage, we obtain optimal strategy to hedge the real option in discrete and continuous conditions. and to the problems of special distribution of underlying assets, this paper analyzes the price movement of the underlying assets from the arrival of information, the market efficiency and the market mechanism which decide the price

    對實物資產的特殊價值分佈問題，本文從決定資產價格的市場機制、信息到達方式及市場效率三方面來分析實物資產的價格變動特徵；並重點研究當基本資產遵循純跳躍poisson過程、跳躍擴散merton過程及均值回復過程時的實物期權定價問題，運用復制定價和隨機動態規劃方法，得到確定實物期權價值和風險對沖策略的偏微分方程。
  6. In this thesis single input - single output and multiple input - multiple output stochastic systems are discussed respectively. innovations are introduced to reconstruct the original minimum variance control problem of stochastic system, which is unsolvable by means of dynamic programming. so it can be converted into multiple single - step control problems, in which kalman filter is used to estimate unknown system parameters

    本文分別針對單輸入單輸出和多輸入多輸出的隨機系統進行了研究，通過引入系統的新息對原不可解的動態規劃問題進行重構，將系統參數隨機變化的最小方差控制問題轉化成為多個基於新息的單步控制問題。
  7. This paper first presents the uncertainty of water resources and the process of fuzzy set theory in this field, then analyzes the current conditions of agricultural water resources and its sustainable developments in our country. based on the researches in this field, considering its character of multi - objective, multi - layer, multi - function and multistage, this paper mainly deals with the fuzziness and stochastic uncertainty of agricultural water resources system. the major contents and research results are as follows : 1 based on chen shouyu ' s fuzzy set theory, this paper presents a fuzzy optimal multi - dimension and multi - objective dynamic programming model, then two methods are given

    本文首先闡述了水文水資源的不確定性及模糊水文水資源學的發展現狀，分析了我國農業水資源現狀及其可持續利用，在論述區域農業水資源優化領域研究現狀的基礎上，鑒于農業水資源系統優化的多目標、多層次、多功能、多階段、多維與隨機的特徵，針對系統中普遍存在的模糊性和隨機性開展研究，主要研究內容和研究成果概括如下： 1 、基於陳守煜提出的多目標模糊優選動態規劃理論，提出復雜水資源系統的多維多目標模糊優選動態規劃問題的兩種求解辦法：多維多目標的決策序列相對優屬度總和最大法和多維多目標階段模糊優選動態規劃方法。
  8. 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。
  9. 6 based on the fuzzy optimal multi - dimension and multi - objective dynamic programming model, this paper presents a stochastic multi - dimensional and multi - objective fuzzy dynamic programming, it can be used in decision making among complex systems, which characterized by random inputs. two different methods are given, one is named stochastic maximum sum of relative membership degree, and the other is named stochastic multi - dimension staged fuzzy optimization theory

    6 、在多維多目標動態規劃工作的基礎上，結合水文過程的隨機性和具有時序性的特點，提出了多維多目標隨機模糊優選動態規劃方法;並根據所研究問題的性質，給出兩種解法:隨機多維決策序列相對優屬度總和最大法和隨機多維多目標階段模糊優選法。
  10. Third and forth chapter : establish a series of stochastic linear programming models grounded on the chance - constrained programming to handle the dynamic and uncertain character of the empty container allocation problem

    第三章和第四章：建立一系列基於機會約束規劃的隨機線性規劃模型來處理集裝箱空箱分派問題的動態性和不確定性特徵。
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