查询词典 optimal value function

We characterize the optimal value function as the viscosity solution of the associated Hamilton-Jacobi-Bellman equation and we prove that there exists an optimal barrier strategy which is optimal among all admissible dividend strategy in some special cases.

通过HJB方程的粘性解理论来刻画最优值函数，并证明了一些特殊情形下界策略在所有可允许的分红策略中是最优的。

By investigating the convexity, monotonicity and asymptotic behaviour of the optimal value function, it is shown that the optimal policy is of simple hedging point structure and featured by several hedging points.

通过研究最优值函数的凸性、单调性和渐近性，证明了最优策略具有简单的阈值结构且被几个阈值参数完全刻画。

The main results, obtained in this dissertation, may be summarized as follows:1. In chapter 2, the differential property of the optimal value function with a non-compact set is studied. The expression of its lower-Hadamard directional derivative is obtained.

第2章研究了非紧致集上最优值函数的微分性质，首先给出了最优值函数的Hadamard下方向导数的表达式，其次在最优值函数的有效域为非空凸集的情况下刻画出了次微分的表达式。

The method which used to solve optimal value function are given in this paper.

并给出了求解最优函数的方法。

This is an immune clone algorithm procedure for solving a nonlinear problem of the optimal value function.

详细说明：这是一个免疫克隆算法程序，求解了一个非线性的函数问题的最优值。

We can use value iteration to obtain the optimal value function, from which the optimal policy can be derived efficiently.

用值迭代的方法可以求解MDP的最优值函数，然后从最优值函数得到最优策略。

Value iteration based on the vector set results in the piecewise linear convex form of the optimal value function, which can also be used to obtain the optimal policy.

在向量集上进行的值迭代可以得到最优值函数的分段线性凸函数表示形式，同样也可以得到对应的策略。

By exploring the properties of the optimal value function, several simple and realistic sub-optimal policies are presented.These sub-optimal policies are of threshold structure, which are featured only by a number of threshold parameters.

分析了生产两种品种的纸机的最优策略的结构品质，提出了一种简易可行的次优控制策略：阈值控制策略。

In order to simplify the process of solving dynamic programming equation, the lemmas and corollaries concerning properties of the optimal value function in up-peak of elevator are presented and proved; the structure of optimal dispatching policy in up-peak is constructed, and conclusion that the optimal dispatching policy in up-peak is a threshold policy is obtained.

为了简化求解动态规划方程，提出并证明了电梯上高峰优化值函数特性的相关引理和推论，构造了电梯上高峰最优调度策略的结构，得出了上高峰优化调度策略是基于阈值的策略的结论。

Firstly,the mixed-integer bi-level programming is transformed into a single level continuous optimization problem by virtue of penalty function concept and optimal value function tool.

利用罚函数思想和最优值函数的概念将混合整数双层规划转化为连续变量的单层非线性规划，然后用事先确定步长的凸组合算法迭代求解此单层非线性规划，进而得到原双层规划的局部最优解

On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.

另一方面，更重要的是由于城市住房是一种异质性产品。

Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.

气候直方图是将所收集的降水量测定值，分为几个相等的区间作为横轴，并将各区间内所测定值依所出现的次数累积而成的面积，用柱子排起来的图形，也叫做柱状图。