查询词典 stochastic control

In this paper, we consider the optimal control problem of time-delayed forward-backward stochastic system when control set is convex.

本文研究了在控制集为凸集的情况下带时滞的正倒向随机控制系统的最优控制问题。

In Chapter 4 we discuss the solvable theorem of adaptive inverse optimal control problems, and proceed with controller designs of global asymptotic stability in probability, adaptive inverse optimal stabilization in probability and output-feedback adaptive inverse optimal stabilization in probability for strict-feedback stochastic nonlinear continuous systems with additive standard Wiener noises and constant unknown parameters using It〓's differentiation rule and an adaptive backstepping algorithm. Control laws and adaptive laws can be obtained at one time by this design scheme. Many simulations have been performed to validate the properties of the proposed adaptive control scheme.

在第4章中，针对具有标准Wiener噪声扰动和未知定常参数的不确定随机非线性系统，提出并证明了自适应逆最优控制问题可解定理，构造了适当形式的四次型随机控制Lvapunov函数，基于It〓微分规则和自适应Backstepping算法，系统地设计了全局依概率渐近稳定控制器、自适应逆最优控制器、输出反馈逆最优控制器以及在设计中如何处理二阶Hessian矩阵函数的方法，这种方法可同时获得控制律和自适应律，通过实例仿真，表明该控制算法是有效性的。

Optimal consumption and investment ; stochastic volatility ; stochastic optimal control ; value function

最优消费和投资；随机方差；随机最优控制；值函数

Based on Bellman stochastic nonlinear dynamic programming, we develop an optimal control algorithm for the discrete stochastic system with conditional Markov structure.

基于Bellman随机非线性动态规划法，提出了具有条件马尔科夫跳变结构的离散随机系统的最优控制方法，应用随机变结构系统的性质对最优控制算法进行了简化处理，并将后验概率密度函数用条件高斯函数来逼近，针对一类具有条件马尔科夫跳变结构的线性离散随机系统，给出了其逼近最优控制算法。

Suppose that the local source of traffic demand of the intersection is a stochastic variable of known parameter. An optimal control assignment model of the link of the dynamical transportation network flows of stochastic system is founded. Allowing for the construct of the model, based on the objective function of the link is transformed to based on the objective function of the intersection in order to solve it.

假设交叉点的局外入流是某已知参数的随机变量的情况下，建立了目标函数基于路段的随机系统最优的动态交通网络流分配的最优控制模型，充分分析该模型的结构，将该模型的目标函数转化为基于交叉点的目标函数，以便于求解该问题。

As for the establishment of stochastic input-output models and the derivation of related theories, there are three points to be mentioned: firstly, the theoretical basis on which the ultimate requirements must comply with the index movement is given; secondly, the output control model is offered, which is based on the idea that the ultimate requirement is an index stochastic variable.

在随机投入产出模型的建立和相关理论的导出方面。一是给出了最终需求量服从指数分布的理论依据；二是提出了基于最终需求为指数型随机变量的产出量的控制模型。

In order to reduce the effects of packet dropout on the system, a dropout compensator is added to the system, and a model for networked control systems with stochastic delays and dropout compensators is constructed, Based on this model, the sufficient conditions for the system asymptotical stability,γ suboptimum and optimum are given, and the output feedback control law for system H(subscript ∞) optimal control is obtained.

为了降低数据包丢失对系统稳定性的影响，在系统中增加了补偿器，并建立了具有丢包补偿器和随机网络诱导时延的NCS模型。在此模型的基础上，给出了系统渐近稳定和γ次优、最优的充分条件，并且获得了系统最优H控制的输出反馈控制律。

The control criteria of system stochastic optimal control involving the probability density evolution analysis are presented in reference to the physical senses of control objectives, and three classes of control criteria hinging on evolution processes with hierarchical levels are developed.

从目标控制量的物理意义出发，提出了基于系统概率密度演化分析的最优控制准则，建立了递阶层次的演化过程控制准则类。

The dynamics model of missile sealifts system for navy ships connected parallely is established. The dynamics simulation analysis of system is studied. The dynamics characteristic of missile box on the condition of different sea states and place parameters of crane are analyzed. The theory and technology bases for the design of system of missile sealifts or navy ships connected parallely are presented. The controlled multibody system dynamics of the system of missile sealifts with wave compensation for navy ships connected parallely is presented. On the condition of stochastic momevement of depot ship and incept ship and under the action of sealifts and wave compensation, the dynamics of sealifts system is studied by using discrete time transfer matrix method of multibody system. The calculate method of electric machine impule is developed in the process of supplying missile and action of wave compensate. Based on the PLC control system, the control method, which control supply process by testing torque of guide strings is presented.

本文建立了舰艇并靠导弹补给动力学模，进行了舰艇并靠导弹补给及波浪补偿系统动力学仿真分析，获得了导弹箱在不同海况下和舰用起重机不同位置参数的运动规律，为舰艇并靠导弹补给系统设计提供了理论依据和技术基础；建立了舰艇并靠导弹补给及波浪补偿受控系统多体动力学，在补给舰和被补给舰随机运动下，在补给和波浪补偿系统作用下，应用多体系统离散时间传递矩阵法进行了补给系统动力学分析，得到了导弹补给过程中，波浪补偿时，导引电机和卷扬电机输入电机脉冲计算方法；建立了以PLC 控制系统为核心，用扭矩传感器测量导引带产生的扭矩来控制补给过程的控制方法；对系统振动问题进行了研究，提出了通过调整伺服电机参数减少系统振动的方法。

In light of the characteristics of non-linearity,heavy lag behind,strong coupling, time change, heavy working environmental interference as well as stochastic disturbance and according to the self-adapting control theory the control device with PLC as its core element is used to realize the automatic and accurate control on the lift-up and fall-down of the electrode of electric arc furnace.

针对电弧炉的非线性、大滞后、强耦合、时变、工作环境及随机干扰较强的特点，应用自适应控制理论，采用PLC为核心控制部件，来实现电弧炉电极升降的自动准确地控制。

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