stochastic control theory
英 [stə'kæstɪk kənˈtrəʊl ˈθɪəri]
美 [stə'kæstɪk kənˈtroʊl ˈθiːəri]
网络 随机控制理论
双语例句
- Forward and Backward Stochastic Optimal Control Theory with Poisson Jumps and Its Applications
带泊松跳跃的正倒向随机最优控制理论及其应用 - Applications of Stochastic Control Theory in Finance and Insurance
随机控制理论在金融和保险中的应用 - Guidance Law of Maneuvering Reentry Warhead Based on Stochastic Variable Structure Control Theory
基于随机变结构控制理论的再入弹头制导律 - Stochastic optimal control is an important branch of control theory.
随机最优控制是现代控制理论的一个重要分支。 - Comment on topic and present states of investigation of stochastic control theory
随机控制理论研究内容及研究现状述评 - By using the stochastic dynamic control theory, an optimal portfolio problem with a stochastic cash flow noted by Y_t is studied.
利用随机动态规划方法，研究了有随机现金流Yt的最优投资问题。 - HJB Equations Subject to Stochastic Control Theory and Securities Investment Models
随机控制的HJB方程与证券投资模型 - 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 - First, the stochastic optimal control model for the optimal consumption and investment decision problem was established. Second, the partial differential equation was obtained for the value function by using stochastic optimal control theory.
首先建立了最优消费和投资问题随机最优控制数学模型，运用随机最优控制理论，得到了最优消费和投资随机最优控制问题的值函数所满足的偏微分方程； - There are two methods alternatively. On one hand, we can regard the disturbing force and moment of colored noise as white noise used in the Kalman filter to estimate the states, and then we utilize the stochastic optimum control theory to control the rudders.
因此，一方面可以将有色噪声的干扰力和干扰力矩作为白噪声直接应用卡尔曼滤波对船舶进行状态估计，然后，再利用随机最优控制理论控制航向舵，称该方法为次优随机控制。 - Chaotic theory, stochastic process, curse of dimensionality theory and control theory are integrated for the analysis of network behavior, and therefore the network behavior is measured.
指出把混沌理论、随机过程、灾难理论和控制理论等理论工具集成到网络行为的分析中，从而对网络行为进行测量； - In this paper we estimate the states to the known boat model at first using Kalman filter and stochastic multivariate optimum control theory, and then use stochastic optimum control to handle rudders in order to achieve the goal of reducing rolling.
本文应用卡尔曼滤波和随机多变量最优控制理论对已知的船舶模型首先进行状态估计，然后再应用随机最优控制来操纵航向舵以达到减摇的目的。 - For the market with abnormal fluctuating source, the decision of consumption and investment is studied and a method that uses stochastic optimal control in financial theory is proposed.
讨论了异常波动市场中容许借贷的消费与投资策略问题，阐述了随机最优控制理论应用于现代金融理论研究中的一种方法。 - A number of important problems from the stochastic control theory can be reformulated as convex optimization problems with linear matrix inequality ( LMI) constraints, so that they will become numerically tractable.
随机控制理论中许多重要的问题，都可转化为线性矩阵不等式（LMI）约束的凸优化问题，从而使其在数值上易于求解。 - The feedback control gains of the controller designed using stochastic linear quadratic optimal control theory, are adapted to the changes of road input and the variations of vehicle parameters, in order to provide optimal control in different conditions.
控制器的设计仍采用随机线性最优控制（LQG）理论，但控制律参数可自适应于路面输入及车辆参数的变化，从而为系统提供当前条件下的最优输出。 - Then the partial differential equation was obtained for the value function by using stochastic optimal control theory. At last the paper makes a comparative analysis on a classical Merton problem.
然后运用随机最优控制理论，得到了最优消费和投资随机最优控制问题的值函数所满足的偏微分方程，最后与经典Merton问题进行了比较。 - Stochastic optimal control is an important content of the optimization theory for uncertain systems too.
随机最优控制也是随机不确定系统优化的一个重要内容。随机最优控制的目标函数，可分为折扣费用问题和平均期望费用问题等。 - Opportunity& awaiting Control: A New Field in Stochastic Control Theory
待机控制&随机控制的一个新方向 - By the theory of stochastic optimal control and actuarial theory, the paper studies the investment strategy for the life insurance premium, based on the semi-continuous term life insurance mode and power law utility function.
应用随机优化控制理论和保险精算理论，对寿险公司保费投资的最优策略进行研究，得到了基于半连续定期寿险模型和幂函数效用函数的最优投资策略。 - Stochastic control theory is widely used in economy, population system, social fields and aerospace, navigation and control, manufacturing engineering and engineering field.
随机控制理论广泛地应用于经济、人口系统等社会领域以及航空航天、导航与控制、制造工程等工程领域。 - Over the past decades, fault diagnosis and fault tolerant control for stochastic dynamic systems have always been one of the important areas of research in control theory and applications.
长期以来关于随机动态系统的故障诊断和容错控制的研究一直是控制理论和应用的重要领域之一。 - In this Part, using the optimal control of the stochastic control theory, we set up the HJB function of this kind of risk model. We can obtain the optimal strategy of investment in order to make the ruin Probability being least.
在这一部分，主要应用了随机控制理论中的最优控制方法，建立了该模型的HJB方程，从而可以进一步找到该模型的最优投资策略，使得破产概率最小化。 - While discussing the optimal strategy in portfolio selection problem and its efficient frontier, we introduced the stochastic linear quadratic control theory.
在研究讨论资产选择的最优策略和有效边界时，本文采用了随机线性二次型控制理论。 - In this dissertation, the modeling, analysis, and control of NCSs with uncertain network quality, such as network-induced delay, packed dropout, and limitation of bandwidth are deeply studied by applying the robust control and stochastic control theory.
本文结合随机控制和鲁棒控制理论，对存在网络环境因素（数据丢包、带宽的限制和扰动、网络时延）影响的网络控制系统的建模，稳定性分析、鲁棒控制设计等问题进行了深入的研究。 - The paper investigate the ruin problem of several risk processes in finance and insurance by the renewal argument, Markov process, stochastic control and martingale theory.
本论文利用更新理论、马氏过程、随机控制及鞅论等数学工具，主要研究了金融保险中几种风险过程的破产问题。 - First, The method of equivalent linearization is used to derive the equivalent linear equation and the optimal control laws are obtained by using stochastic optimal control theory based on full state information. The responses of controlled and uncontrolled vehicles are evaluated from solving Lyapunov equation.
第一种方法是应用等效线性法得到等效线性系统方程，通过最优控制理论可得到最优控制力，然后通过求解Lyapunov方程可得到未控和已控系统的响应与性能。 - In recent years, there has been an increasing attention in the utilization of stochastic control theory to insurance related problems, but the classical risk model has a lot of restrictions with the reality of the insurance companies.
近年来利用随机控制理论解决保险相关的问题得到了越来越广泛的关注，而经典风险模型在很大程度上已经无法模拟现实的风险状况。 - A controller set of a class of nonlinear stochastic control systems was characterized by using optimal control theory of diffusion processes in [ 10], while H ∞ controllers was constructed for a class of nonlinear stochastic time-delay systems in [ 17].
通过应用扩散过程的最优控制问题在[10]中刻画了一类非线性随机控制系统的可控集合，当H∞控制器是由[17]中一类非线性随机时滞系统构造。 - The state estimation theory of stochastic systems with multiplicative noise is an important developing orientation in modern control theory which can be used in many fields such as oil seismic exploration, communication engineering and underwater remote target detection and tracking.
带乘性噪声系统的状态估计理论是现代控制理论的一个重要发展方向，并在石油地震勘探、通信工程、水下目标识别与跟踪等领域有着广泛的应用。 - The nominal problem is modeled by stochastic optimal control theory and the structural properties of the optimal value function and the optimal pricing policy are studied.
首先利用随机最优控制理论对完全信息下的动态定价问题进行建模，分析了最优值函数和最优价格策略的结构性质。