查询词典 stochastic

For the linear discrete stochastic descriptor systems with multisensor, using me smgu, ar value decomposition, it is transformed into two reduced order subsystems, and a new fusion method of constructing the original state fuser based on the transformed state fuser is presented.

对于带多传感器的广义线性离散随机系统，应用奇异值分解，将其变换为等价的两个降阶多传感器子系统，提出了基于变换后的状态融合器构造原始状态融合器的新的融合方法。

As an uncertain stochastic optimal algorithm, GA is applied in kinds of fields in the past 20 years.

遗传算法作为一种非确定性的拟生态随机优化算法在过去20年中得到了广泛的应用。

Stochastic finite element method; the Gauss integral; Neumann method; multi-samples redundancy; vascular stent

随机有限元法； Gauss类积分； Neumann法；多样本冗余度；血管支架

The dissertation focuses on performance gradient estimation and SRO algorithm of DES aswell as other related topics,such as modeling of DES and discrete event simulation,performancemeasure Hessian matrix estimation,Stochastic Approximationand so on.General Semi-Markov Processis adapted to describe behaviour of DES and discrete eventsimulation.A general result is obtained and applied to analyze strong consistency of performancegradient Perturbation Analysisestimator.Conditions for effectiveness of InfinitesimalPerturbation Analysisare also discussed.New PA algorithms,such as server PA,PA usingDirac generalized function,job sequence PA etc.,are proposed to deal with discreteparameters.Furthermore,strategies of combining PA algorithms with certain iterative rules areanalyzed widely in order to optimize DES parameters and some SRO algorithms are constructed toslove DES optimization problems.

论文将DES性能分析领域中性能梯度估计和单运行仿真优化作为主要的研究对象，探讨了与性能梯度估计有关的DES和离散事件仿真过程建模、高阶导数估计以及随机逼近等理论和方法；建立了具有一般性的DES和离散事件仿真的广义半Markov过程模型；获得了分析性能梯度估计量强相合性的理论结果和无穷小摄动分析算法应用的条件；提出了诸如服务台数目的摄动分析、奇异摄动分析、串联生产线和加工车间中工件加工序的摄动分析等一系列摄动的思想和算法，对连续参数和离散参数都进行了深入的研究；对摄动分析算法同优化规则结合实现仿真优化的策略也进行了广泛的分析，构造了新型的变界截尾的随机逼近算法，并用于DES的单运行仿真优化研究；最后，给出了DES性能分析方法的实证性研究结果。

In this thesis, a series of the problems of stochastic simulation for geomagnetic field was investigated.

完整的随机模拟包含统计模型化，模拟抽样和模拟推断三个部分，本文比较系统地研究了地磁场随机模拟的若干问题。

In this paper we considered three problems on Asian options pricing: The valuation of geometric average Asian options with stochastic averaging period, the valuation of Asian options with fixed strike price and floating strike price in the case of arithmetic average.

本文考虑了三个关于亚式期权的定价问题：平均周期是随机的几何平均亚式期权的定价；具有固定执行价格的算术平均亚式期权的定价和具有浮动执行价格的算术平均亚式期权的定价。

In Chapter 4, the pricing of Asian geometric average option under stochastic interest rates is studied, assuming CIR model for the interest rates. Asian option is strongly dependent with path, usually have a long duration, the movement of interest rates becomes more important in pricing such long-dated options. The CIR interest rate model not only considered the interest rate behavior has mean-reverting but also take into account that the fluctuation rate is direct proportion with the square root of its interest rate. Finally, the method of finite difference for the Asian geometric average option under CIR interest rate model is given.

第四章在利率满足CIR利率模型的假设下，研究了几何亚式期权的定价公式，亚式期权是强路经依赖性期权，通常有效期较长，在进行较长时期的投资时，利率的变化是非常重要的，CIR利率模型不仅考虑了利率行为具有均数回归的现象，而且还考虑其波动性的大小与利率大小的平方根成正比，最后给出了CIR利率模型下的几何亚式期权定价的有限差分法。

3We obtain the analytical price formulas for vanilla, forward-start and in-progress fixed-strike and floating-strike continuous geometric average Asian options and a put-call parity under generalized Black-Scholes with time-dependent parameters by risk neutral valuation and properties of stochastic integration.

在依赖时间参数的推广的Black-Scholes模型下，利用风险中性定价及随机积分的性质，得到平凡、远期开始和进展中的固定和浮动执行价格的连续几何平均欧式亚洲期权价格的解析公式和一个平价关系。

In order to analyse the structural reliability by stochastic finite element method rapidly and efficiently, a method combined with finite element method and gradient optimum algorithm based on ANSYS is presented when referring to the geometric interpretation of structural reliability index.

为快速、高效地进行基于随机有限元法的结构可靠度分析，从结构可靠性指标的几何意义出发，提出了在ANSYS平台上采用有限元法和梯度优化算法相结合的方法进行可靠度分析的构想，对ANSYS进行二次开发实现了该方法。

Composite materials ; elastic moduli ; method of conditional moments ; stochastic function ; green's operator

复合材料；有效模量；条件矩法；随机函数；格林算子

Liapunov—Schmidt method is one of the most important method in the bifurcation theory.

Liapunov—Schmidt方法是分叉理论的最重要方法之一。

Be courteous -- even when people are most discourteous to you .

要有礼貌──即使当別人对你最不礼貌的时候。