查询词典 stochastic control

Firstly, the existence and uniqueness of the solution for neutral stochastic functional differential equations with infinite delay under the uniformly Lipschitz condition, linear grown condition and contractive condition can be directly derived; And the moment estimate of the solution and the estimate for error between the approximate solution and the accurate solution can be both given; If the uniformly Lipschitz condition is replaced by the local Lipschitz condition, the existence and uniqueness theorem can be gained; Meanwhile, the existence and uniqueness of the global solution in the interval 0,+∞ can also be obtained; Secondly, L~p-exponential estimate of the solution for neutral stochastic functional differential equations with infinite delay can be studied; At length, the theorem of the local solution about neutral stochastic functional differential equations with infinite delay only under the local Lipschitz condition and the contractive condition can be established.

首先，在一致Lipschitz条件，线性增长条件和压缩性条件下，直接得到了具无限时滞中立型随机泛函微分方程解的存在惟一性，并给出了解的矩估计，近似解与精确解之间的误差估计；将一致Lipschitz条件替换为局部Lipschitz条件，也得到了具无限时滞中立型随机泛函微分方程解的存在惟—性，同时，也给出了在整个区间0，+∞上具无限时滞中立型随机泛函微分方程解的存在惟一性定理；其次，也讨论了具无限时滞中立型随机泛函微分方程解的L~p指数估计；最后，在局部Lipschitz条件和压缩性条件下，建立了具无限时滞中立型随机泛函微分方程局部解的存在惟一性定理。

Supposed stochastic variations are perturbed in a small range, we can get a nonlinear equation of these stochastic variations by using a Taylor series or a Neumann series expansion of the system matrix. The application of perturbation techniques translates this nonlinear equation into a pair of constant linear recursive equations. Then we have written a paper "Stochastic Finite Element Method for Interconnect Including Variational Analysis" which has been contributed to 11th Asia and South Pacific Design Automation Conference.

本文所取得的主要成果就是提出了一种新的算法，即用随机有限元来分析变化的互连线，将方程按随机变量泰勒展开或者纽曼展开，从而化无限维为有限维；应用matlab进行了算法仿真，并将结果与传统Monte-Carlo与GETA进行了比较；最后写了一篇文章《Stochastic Finite Element Method for Interconnect Including Variational Analysis》，已投第11届亚洲和南太平洋设计自动化会议。

Our analysis framework relies on the reflected Backward Stochastic Differential equation approach.We characterize the value functions of the noncallable bonds in terms of the reflected Backward Stochastic Differential equation,Then the relationship between the value function of convertible bonds and reflected backward stochastic differential equations with single reflect is built at the same time,and provide the optimal conversion strategy for bondholders.2:We get the value of non-callable convertible bonds by numerical methods.

探讨了可转换债券的最优停时价值与带反射边界倒向随机微分方程解的关系，在市场完备，公司价值只包括股权和可转债这两种权益等各种假定下，给出不可赎回可转换债券的价值函数，证明了不可赎回可转换债券的最优停时问题的解是存在的，同时给出了其最优的转换策略。2：通过数值方法求解不可赎回可转换债券的价值。

In order to solve the route search problem in stochastic Petri net, the feature of reliability is introduced into each transition, and suppose that the lifetime distribution of a transition obeys the Weibull distribution model, then a memorial stochastic Petri net with reliability whose elements can record a little information is proposed based on the ant colony optimization algorithm and features of the memorial stochastic Petri net.

为了解决随机Petri网的路径寻优问题，在变迁中引进了可靠性的特性，并假设变迁的寿命服从威布尔分布模型，然后根据蚁群算法和时间Petri网的特点提出了一种网络元素可以记录少量信息的带可靠性的记忆时间随机Petri网。

Trigonometric series is used to simulate stationary, non-stationary, Gaussian andnon-Gaussin stochastic processes by spectral representation in which the non-stationary stochastic processes are expressed as the product of determinate functionsand stationary stochastic processes.

结合随机变量的Monte Carlo模拟法，随机场的局部平均法与随机过程的三角级数模拟法，用均值、方差、相关长度及功率谱等，可有效地描述随机变量、随机场、随机过程，及同时具有场与过程随机的变量。

In constructing the model of the optimization of the industrial structure, the pollutant emission will be a stochastic variable, by using stochastic optimization it will solve the uncertainty problems in environmental pollution, on this basis, the author constructed a China's industrial multi-objective dynamic Stochastic optimization model, and has given model solving methods.

在产业结构优化模型中将污染物排放作为随机变量处理，应用随机优化方法解决了环境污染的不确定性问题，在此基础上构建了中国产业结构多目标动态随机优化模型，并给出了模型的求解方法。

In this thesis,we mainly study the following three type of equations under certain non-Lipschitz conditions: stochastic Volterra type integral equation,backward stochastic Volterra type integral equation(including two cases:with jump and in infinite dimensional space),multivalued stochastic evolution equation.

本文将在某些给定的非Lipschitz条件下，依次讨论随机Volterra型积分方程，倒向随机Volterra型积分方程(包括带跳情况和无穷维情况)，多值随机发展方程。

They arebirth stochastic integral functionals,death stochastic integral func-tionals and stochastic integral functionals at time t in level dependentQBD processes,respectively.

教授和王梓坤教授等人关于在通常生灭过程上随机积分泛函的主要结论，而且不同于Ho，Y.C。

In this dissertation,a new mechanism of stochastic resonance in the excitablesystem is presented,and the relationship between the stochastic resonance inexcitable neurons and the dynamic bistability is reported for the first time.Thepresent study deals with the extension of the concept of stochastic resonance,which has been thoroughly examined in bistable and simple excitable system,to amore complex system.It may even open the door to a better understanding ofstochastic resonance in neural system since experimental evidence supports theextension of such bistability in vitro preparations.

本文提出了可兴奋性系统中一种新的随机共振机制，首次报道了可兴奋性神经元中随机共振和动态双稳态的关系，将以前的单纯讨论双稳系统或可兴奋系统中的随机共振推广到了可兴奋系统中有动态双稳态更复杂的情形，由于在神经元的实验中已有关于动态双稳态的报道，本文所提出的随机共振为理解神经元中随机共振的编码机制开启了新的途径。

It is found that under certain conditions stochastic bifurcation mostly occurs when a stochastic attractor collides with a stochastic saddle.

揭示了随机分岔的发生主要是由于系统的随机吸引子与系统的随机鞍碰撞产生的。

"Yes, now you can give yourself airs," she said, you have got what you wanted.

"对了，您现在高兴了，"她说道，这是您所期待的。

Then the LORD said to me: Rebel Israel is inwardly more just than traitorous Judah.

上主于是对我说：＂失节的以色列比失信的犹大，更显得正义。