随机

In order to verify validity of the proposed methods, a dynamic stochastic route choice model based on Cross-nested Logit model was employed to generate traffic environment of dynamic stochastic user equilibrium.

为了验证本文提出的信号控制方法的有效性，利用Cross-Nested Logit 模型构建了动态随机路径选择模型来获得动态随机用户均衡的交通环境。

The volatility of Chinese stock market is investigated using the dynamic version of stochastic volatility model, and Bayesian analysis based on MCMC is introduced to improve the parameters estimation in stochastic volatility model.

采用动态随机波动性模型实证研究了中国股票市场的波动性。通过基于马尔可夫链蒙特卡罗模拟的贝叶斯分析方法，较好地估计了随机波动性模型中的参数与波动性序列。

Finally, we apply the factor analysis of the interest rate risk factors that change the yield curve of bond. Based on the comparison of the static models and stochastic models, we bring forward a dynamic stochastic risk management model of interest rate. In addition to this, we conduct an empirical examination of the management of risk immunized bond portfolios.

最后，本文运用因素分析法对影响债券市场收益率曲线的利率风险因素进行了分析，然后在比较利率风险管理静态模型和随机模型的基础上提出了一个动态随机利率风险管理模型，并且针对债券市场利率风险免疫的债券组合管理进行了应用研究。

According to work conditions of coal plough, and considering stochastic cutting resistance by coal, single-degree-of-freedom nonlinear stochastic dynamic model of coal plough was presented, and the influences of chain pretension and polygon effect were discussed.

根据刨煤机运行的工况，考虑煤给予刨头的刨削阻力为随机变化的量，建立了刨煤机单自由度非线性随机动力学模型，同时考虑了刨链预紧力、多边形效应因素的影响。

Based on the principle of Markov process and multiobjective programming, a stochastic multiobjective dynamic programming model considering faced runoff prediction is developed for the optimization of generation and water supply at Danjiangkou reservoir. The reservoir will be used for water supply of the south-north water transfer project.

本文通过对丹江口水库综合利用任务的分析，运用随机规划与多目标规划的基本理论和方法，建立了考虑面临时径流预报下丹江口水库发电及向外流域供水的随机多目标动态规划模型，并分析了长期平稳运行特性。

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。

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。

The fourth chapter in this paper introduces the modeling ideas of stochasticvolatility into panel data model and puts forward panel data stochastic volatilitymodel. The Kalman Filtering can be employed to filter out the quasi-likelihoodfunction of the model and quasi-maximum likelihood estimation is used as achief means of estimating the parameter of the model.

第四章则将随机波动建模思想引入平行数据模型，提出平行数据随机波动模型，运用卡尔漫滤波方法得到模型的伪似然函数，进而采用极大似然估计方法求解模型参数。

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。

Breath, muscle contraction of the buttocks; arch body, as far as possible to hold his head, right leg straight towards the ceiling (peg-leg knee in order to avoid muscle tension).

呼气，收缩臀部肌肉；拱起身体，尽量抬起头来，右腿伸直朝向天花板（膝微屈，以避免肌肉紧张）。

The cost of moving grain food products was unchanged from May, but year over year are up 8%.

粮食产品的运输费用与5月份相比没有变化，但却比去年同期高8％。