查询词典 stochastic

This is the Massachusetts Institute of Technology on Dynamic Programming and Stochastic Control in courseware, want to learn dynamic programming and stochastic control to all of us help.

详细说明：这是美国麻省理工学院的有关动态规划与随机控制方面的课件，希望对学习动态规划和随机控制方面对大家有所帮助。

At last, we discuss the computational problems in solving the model. After an introduction of some common used algorithms and an analysis on their advantages and shortcomings, a new method for solving stochastic programrning stochastic dual dynamic programming is presented.

本章最后讨论了模型求解问题，在介绍常用随机规划算法和分析它们优缺点的基础上，给出一种新的求解方法一随机对偶动态规划算法。

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。

Combining forward and backward stochastic differential equations and filtering techniques, the Nash equilibrium point of a type of partially observed LQ nonzero sum stochastic differential game problem is obtained.

摘要结合正倒向随机微分方程理论和滤波技术，给出了一类部分可观测信息下线性二次非零和随机微分对策问题的纳什均衡点。

Therefore, basic methodologies for stochastic seismic and filtering responses of nonlinear structure are studied, the approximate solution methodologies and their practical applications are investigated in the dissertation employing equivalent linearization and moment equations method based on FPK equations and Ito stochastic differential equations. The research works are mainly concerned with the following aspects:Firstly, the differential expression of bilinear hysteretic is studied and a new differential expression is developed, then they are demonstrated.

因此，本文基于FPK方程和伊藤随机微分方程，研究了滞后结构物的随机地震反应和随机滤波问题的基本方法，并利用等效线性化法和矩方程法，研究了非线性结构随机地震反应分析和随机滤波分析的近似解法及它们的工程应用。

Real options theory, which combines corporate finance, investment decisions and management science, deeply applys mathematical tools, such as stochastic calculus, optimal stopping times, martingale, stochastic differential equations, game theory, etc. Real options analysis overcomes the drawbacks of traditional methods, and provides a new method of investment decisions, financing policies and risk management for the corporate.

实物期权方法深入应用随机分析、最优停时、鞅、随机微分方程、博弈论等数学工具，并与金融学、投资决策和公司管理等学科相互结合，克服了传统方法的局限，为企业提供了一套投资财务战略管理和风险管理的新方法。

Real options theory, which combines corporate finance, investment decisions and management science, deeply applys mathematical tools, such as stochastic calculus, optimal stopping times, martingale, stochastic differential equations, game theory, etc.

实物期权方法深入应用随机分析、最优停时、鞅、随机微分方程、博弈论等数学工具，并与金融学、投资决策和公司管理等学科相互结合，克服了传统方法的局限，为企业提供了一套投资财务战略管理和风险管理的新方法。

One way is to regard them as the random variables submit to a certain distribution; another is to take them as a random process—— we derive random variables form any of its function's time development, and, the diffusion equation could be partially approached by a equation which is similar to the Ito stochastic integral equation so that the Ito stochastic integral equation is inter-related with the diffusion equation. Therefore, this process could basically reflect the uncertainty in different models.

PSFEM法是假定基本随机变量在均值点处产生微小摄动，利用Taylor级数把随机变量表示为确定部分和由摄动引起的随机部分，从而将有限元控制方程转化为一组线性的递推方程，求解得出位移的统计特性，进而求出应力的统计特性。

With the rapid development of the mathematical tools, such as stochastic control and stochastic integral, and computer technology, the portfolio under the continuous-time condition has become the research hotspot.

随着随机控制理论、随机微积分等数学工具以及计算机技术的迅猛发展，连续时间条件下的投资组合问题已成为研究的热点。

Some of Hazel Perfect's results on positive stochastic matrix with real characteristic roots are applied to the quasi-stochastic matrix with known characteristic roots is given.

又把Hazel Perfect对于随机矩阵实特征根的理论，推广到拟随矩阵，最后给出一个已知实特征根求拟随机矩阵的方法。

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