查询词典 stochastic control

The maximum principle of the optimal control for the stochastic systems described by Zakaj stochastic partial sifferential equationis proved by approximately minimum point theorem of E. Ekeland. The convexity and compactness of the set of control values is not assumed, and it is not necessary for the maximum principle about differentiability in control variables included in drift term of the stoch astic system and the integrand in index functional, and costate process satisfies the stochastic partial ...

在不假便定控制变量取值的集合是凸的和紧的，不要求随机系统的漂移项和指标泛函的被积函数关于控制变量具有可微性的情况下，用E，Ekeland的近似极小点定理证明了Zakai随机偏微分方程描述的随机系统的最优控制的最大值原理，和用很简洁的方法证明了协态过程满足一个随机偏微分方程。

The main contributions of this dissertation are as follows: In the first, Exponential stability of a class of stochastic control systems with uncertain parameters is discussed.

本学位论文的主要工作有以下几个方面：第一，讨论了一类具有不确定参数的随机控制系统的指数稳定性。

New analysis and design theories and methods for the stochastic control systems with selecting windows are put fo...

本文以车载火控系统为例，发展了一种新型的、具有选通窗的、随机控制系统分析与设计的理论及方法。

Thus, the stationary problems for singular stochastic control have been essentially extended to more general forms.

因此，奇异型随机控制中的平稳问题被实质性地推广到更一般的形式。

The theory of BSDEs is widely applied in stochastic control and game theory, mathematical finance, partial differential equations, non-linear expectations after which is established.

其理论自创立以来，在随机控制和对策，数理金融，偏微分方程，非线性数学期望等领域取得了广泛的应用。

Quasi Hamiltonian system; nonlinear stochastic optimal control; robustness; robust control; parametric uncertainty; uncertain disturbance; Bouc-Wen hysteretic system; Preisach hysteretic system; minimax optimal control; stochastic stabilization; stochastic averaging method; stochastic dynamical programming principle; stochastic differential game; maximal Lyapunov exponent

国家自然科学基金；拟Hamilton系统；非线性随机最优控制；鲁棒性；鲁棒控制；参数不确定性；不确定扰动； Bouc-Wen滞迟系统； Preisach滞迟系统；极小极大最优控制；随机稳定化；随机平均法；随机动态规划原理；随机微分对策；最大Lyapunov指数

For the multisensor linear discrete time-varying stochastic control systems with the different local dynamic models, using the Kalman filtering method, under the optimal fusion criterion weighted by scalars, the unified and universal optimal information fusion white noise deconvolution estimators are presenced, and for the corresponding time-invariant systems, the steady-state optimal information fusion white noise deconvolution estimators are also presented.

对于带不同局部动态模型的多传感器线性离散时变随机控制系统，应用Kalman滤波方法，在按标量加权最优融合准则下，提出了统一和通用的最优信息融合白噪声反卷积估值器，并对定常系统提出了稳态最优信息融合白噪声反卷积估值器。

For the multisensor linear discrete time-varying stochastic control systems with the different local dynamic models, using the Kalman filtering method, under the optimal fusion criterion weighted by scalars, the unified and universal optimal information fusion white noise deconvolution estimators are presenced, and for the corresponding time-invariant systems, the steady-state optimal information fusion white noise deconvolution estimators are also presented.

黑龙江大学自动化系，哈尔滨150080中文摘要：对于带不同局部动态模型的多传感器线性离散时变随机控制系统，应用Kalman滤波方法，在按标量加权最优融合准则下，提出了统一和通用的最优信息融合白噪声反卷积估值器，并对定常系统提出了稳态最优信息融合白噪声反卷积估值器。

A class of stationary models of singular stochastic control is discussed, in which the functions in cost structure are not restricted to even functions, and the state processes are diffusions with "nonsymmetric" drift and diffusion coefficients.

该文讨论了一类奇异型随机控制的平稳模型，其费用结构中的函数不限于偶函数，其状态过程为扩散型且具有&非对称的&漂移及扩散系数。

A class of stationary models of singular stochastic control is discussed, in which the functions in cost structure are n ot restricted to even functions, and the state processes are diffusions with "n onsymmetric" drift and diffusion coefficients.

该文讨论了一类奇异型随机控制的平稳模型，其费用结构中的函数不限于偶函数，其状态过程为扩散型且具有&非对称的&漂移及扩散系数。

Neither the killing of Mr Zarqawi nor any breakthrough on the political front will stop the insurgency and the fratricidal murders in their tracks.

在对危险的南部地区访问时，他斥责什叶派民兵领导人对中央集权的挑衅行为。

In fact,I've got him on the satellite mobile right now.

实际上 我们已接通卫星可视电话了