随机动态模型

We apply the stochastic dynamic programming to obtain the solution to the problem, and describe the optimal policy, the value function, and the dynamics of consumption.

我们使用随机动态规划求解模型，并给出了最优的消费和组合投资规则。

This dissertation is devoted to dynamic portfolio selection based on stochastic programming.

本文重点研究了基于随机规划模型的动态投资组合选择问题。

In Chapter 2, a few stochastic programming models for dynamic portfolio selection are provided.

第二章给出用于动态投资组合选择的随机规划模型。

Chapter 5 is devoted to developing a dynamic stochastic programming model for the asset liability management of a life insurance company.

第五章建立了一个用于人寿保险公司资产负债管理的动态随机规划模型。

A stochastic dynamic planning model with jump processes is presented for nonrenewable resources under two kinds of uncertainties.

通过一个带跳的随机动态规划模型，探讨了市场需求、资源储量的不确定性以及勘探活动对于矿产资源价格和开采率的影响。

According to tomato's structural characteristics and its developmental rules of morphology, a dynamic and stochastic architectural model was set up by applying the theory of finite state automation.

根据番茄的形态结构特点及其演变规则，应用有限态自动机的数学理论，研究建立了番茄动态发展的随机结构模型。

Furthermore in a two-correlated-asset world, Target Preference was introduced based on the former stochastic dynamic programming model.

首先，在一个简单的相互独立的两资产世界中，以最大限度实现目标收益刻画企业年金计划受益人的偏好结构，建立了企业年金最优投资战略的随机动态规划模型，并通过大量的Monte Carlo模拟，考察了最优投资战略的特征。

We depict the operation mode, where retailers sell the products with different marketing policies in different selling periods, with the stochastic dynamic programming model, and compare the performance of the centralized system with that of the decentralized system.

应用随机动态规划模型，刻画了不同销售阶段采用不同经销策略的运营模式，比较了集中式和分散式供应链的最佳系统绩效，以及零售商和供应商在两种情况下的期望利润，证明了"双边际化效应"的存在。

Taking the overconfidence as an important cognitive bias into the consideration of classical optimal consumption and investment problem,an optimal consumption and investment model is set up with incomplete information.Then,an optimal consumption and investment strategy is given by use of stochastic dynamic programming theory.

将行为金融理论中过度自信这一重要的认知偏差纳入经典的最优消费投资问题中考虑，建立了部分信息下的最优消费投资决策模型，并运用随机动态规划原理得到了最优消费投资策略。

Under the circumstances that some prior knowledge about the possible fault can be obtained,the dynamic behavior of the fault is proposed and used to solve fault estimation problem.While,if there is no extra knowledge available about the possible fault other than the condition of l_2 bounded,the residual generation is formulated into a problem of observer-based H_∞filtering problem in the sense of stochastic,and the linear matrix inequality approach to solve this problem is proposed.

对于能够了解部分故障先验知识的情况，提出描述故障结构特性的动态模型，解决H_∞故障估计问题；而当故障信息完全未知情况下，将基于观测器的残差产生器设计归结为随机意义下的H_∞滤波问题，提出了该问题求解的线性矩阵不等式方法。

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