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- linear stochastic control 线性随机控制
- The stochastic Control methods to guarantee the mean square stability of the system are summarized. 并对相继时刻的随机延迟相互独立或者条件相关的不同特点进行了讨论。
- With the past decades development, BSDE has been penetrated in PDE, Financial Mathematics, Stochastic Control and Differential Geometry. 经过近十几年的发展,BSDE渗透于偏微分方程(PDE)、金融数学、随机控制、微分几何等领域,成为一门具有强大发展潜力的数学工具。
- This course covers the basic models and solution techniques for problems of sequential decision making under uncertainty( stochastic control). 这门课程涵盖了不确定情况下(机控制)续决策组合问题的基本模型与解题技巧。
- It researches the ship hateral movement multivariant stochastic control law on the basis of multivariant stochastic optimum control theory. 摘要本文基于多变量随机最优控制理论研究船舶横向运动多变量随机控制规律。
- From then on, BSDE is further studied and applied widely in stochastic control, partial differential equation (PDE), mathematical finance and economics. 倒向随机微分方程在随机控制、偏微分方程、数理金融、经济等领域都有着广泛的应用。
- linear stochastic regression model 线性随机回归模型
- Applying stochastic control principle and a dynamic inventory model of supply chain with multi-distributed center based on literature(superscript [1]), the bullwhip effect is restrained by taking the order as control variable. 本文采用随机控制理论方法,针对在文[1]基础上建立的具有多分销中心的供应链动态库存模型,以供应链系统中的订货作为控制变量抑制牛鞭效应。
- With the past decades development, BSDE has been penetrated in PDE, Financial Mathematics, Stochastic Control and Differential Geometry.The study above is only qualitative of the theory of BSDE. 经过近十几年的发展,BSDE渗透于偏微分方程(PDE)、金融数学、随机控制、微分几何等领域,成为一门具有强大发展潜力的数学工具。
- linearized stochastic optimal control 线性化随机最优控制
- Moment Stability of Linear Stochastic Systems with Coloured Noises 具有有色噪声的线性随机系统的矩稳定性
- Stochastic Exact Controllability for Linear Stochastic System 线性随机系统的随机精确能控性
- Linear matrix inequality and its applications in stochastic control theory 线性矩阵不等式及其在随机控制中的应用
- Study of Absorbing Stochastic Control Models 一类吸收随机控制模型的研究
- Research on Hybrid Type of Stochastic Control Model 混合型随机模型的最优控制策略研究
- Linear Stochastic Systems Method for Designing Optimum Feedback Controllers 线性系统最优反馈控制器的设计方法
- A Variation Equation Problem on Stochastic Control 随机控制中的一个变分方程问题
- Stochastic Control and Fixed Stream in Fund Model 基金模型中的随机控制与固定流
- In this paper,we study the relation between stabfilizability and exact controllability of stochastic control systems. We prove as in deterministic case,exact controllability implies stabilizability. 研究了随机系统的能稳性和精确能控性的关系,象确定性情形一样,我们证明了在随机情形下,精确能控性蕴涵着能稳性.
- forward-backward stochastic control system 正倒向随机控制系统