动态规划

The expected utility function , value function and wealth equation are also given in this chapter.

第三章主要是用动态规划的方法具体来解决本文提出的问题。

Using the dynamic programming approach, an explicit solution to the value function of the optimal portfolio problem is obtained by the HJB equation, and the optimal investment strategy is given.

在风险投资服从Heston模型的假设下，研究了幂效用函数的最优投资组合问题，利用动态规划方法通过HJB方程得到最优投资组合价值函数的显式解，并给出最优投资策略。

To meet the requirements of dynamic formation of eMC-MS, a honeycombed layout of eMC-MS and corresponding material transportation system are presented. According to the production capacity and the process flow of the specified manufacturing cell, a mathematical model and a Genetic Algorithm model are designed to search the optimal layout result.

布局优化技术作为eMC-制造系统的基础支撑技术是本文的研究重点之一，针对eMC-制造系统的特点和系统动态规划的要求，本文提出了一种蜂窝式制造系统布局形式和相应的物料传输体系，根据制造单元的设备类型、生产能力和基本工艺流程，按照运输成本最低的原则，利用遗传算法解决了eMC-制造单元的布局优化问题。

Actuarial science applies mathematical methods in insurance and is a science between applied mathematics and insurance. Bonus-malus system of automobile insurance is an important topic in actuarial science. Markov chain, Bayes theory, the theory of delay differential equation and dynamic programming are used to study BMS, especially optimal BMS, of automobile third-party liability insurance in this dissertation, which is organized as follows:First, we study the properties of Chinese present BMS.

精算学是将数学方法应用于金融保险所形成的一套理论体系，是应用数学研究领域和金融保险研究领域这两者之间的一个边缘学科，汽车保险奖惩系统是现代精算学中的一个重要研究课题，本文主要用马尔可夫链、贝叶斯理论、时滞微分方程理论与动态规划等研究汽车第三者责任保险奖惩系统，特别是最优奖惩系统。

Applying dynamic program to the optimal control problem of this jump process,we obtain integro differential HJB equation.

对这一跳跃过程最优控制问题，我们应用动态规划原理得到了积分-微分( integro-differential)形式的 HJB方程。

1 Knapsack problem with dynamic programming algorithm to achieve.

0-1背包问题，用动态规划算法来实现的。

Using dynamic programming algorithm 01 knapsack problem is a good example of oh.

详细说明：使用动态规划算法实现01背包问题，是个很好的例子哦。

By applying Markov decision process, three solving methods are elaborated, including steady-state probability, a policy improvement algorithm and dynamic programming.

应用马尔可夫决策过程求解时，阐述了稳态概率、策略改进算法和动态规划三种方法。

In chapter two, under non-Lipschitz condition, the existence and uniqueness of the solution of the second kind of BSDE is researched, based on it, the stability of the solution is proved; In chapter three, under non-Lipschitz condition, the comparison theorem of the solution of the second kind of BSDE is proved and using the monotone iterative technique , the existence of minimal and maximal solution is constructively proved; in chapter four, on the base of above results, we get some results of the second kind of BSDE which partly decouple with SDE, which include that the solution of the BSDE is continuous in the initial value of SDE and the application to optimal control and dynamic programming. At the end of this section, the character of the corresponding utility function has been discussed, e.g monotonicity, concavity and risk aversion; in chapter 5, for the first land of BSDE ,using the monotone iterative technique , the existence of minimal and maximal solution is proved and other characters and applications to utility function are studied.

首先，第二章在非Lipschitz条件下，研究了第二类方程的解的存在唯一性问题，在此基础上，又证明了解的稳定性；第三章在非Lipschitz条件下，证明了第二类BSDE解的比较定理，并在此基础上，利用单调迭代的方法，构造性证明了最大、最小解的存在性；第四章在以上的一些理论基础之上，得到了相应的与第二类倒向随机微分方程耦合的正倒向随机微分方程系统的一些结果，主要包括倒向随机微分方程的解关于正向随机微分方程的初值是具有连续性的，得到了最优控制和动态规划的一些结果，在这一章的最后还讨论了相应的效用函数的性质，如，效用函数的单调性、凹性以及风险规避性等；第五章，针对第一类倒向随机微分方程，运用单调迭代方法，证明了最大和最小解的存在性，并研究了解的其它性质及在效用函数上的应用。

This algorithm not only computes the minimum cost of the problem solutions, but also gives the steps corresponding to the minimum cost solution.

在具有p(1≤p≤n)个处理机的CREW PRAM并型计算模型上，对一类动态规划问题给出了一处理机利用率为E=0(1)，并行加速比为S=0的并行算法；计算了问题求解的最少费用，并同时给出了问题求解的方法。

Plunder melds and run with this jewel!

掠夺melds和运行与此宝石！

My dream is to be a crazy growing tree and extend at the edge between the city and the forest.

此刻，也许正是在通往天国的路上，我体验着这白色的晕旋。