stochastic optimal control
英 [stə'kæstɪk ˈɒptɪməl kənˈtrəʊl]
美 [stə'kæstɪk ˈɑːptɪməl kənˈtroʊl]
网络 随机最优控制; 控制; 最优随机控制
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 - Stochastic Optimal Control Problem and the Weak Solution Research of the Related Hamilton-Jacobi-Bellman Equation
随机最优控制相关的HJB方程及弱解研究 - In this paper, the problem of stochastic optimal control with uncertain terminating time is discussed.
文章研究了终时不确定的随机最优控制问题。 - Partial Differential Equations and Stochastic Optimal Control Problems of Forward-Backward Systems
正倒向系统相关的偏微分方程与随机最优控制问题 - The robustness of the nonlinear stochastic optimal control for the vibration of uncertain shear-type structure due to ground motion induced by earthquake was studied.
对地震地面运动引起的不确定剪切结构振动的非线性随机最优控制的鲁棒性进行了研究。 - 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。 - Linearized stochastic optimal control
线性化随机最优控制 - The Stochastic Optimal Control and Multi-decision Control Problem in the Dynamic Economical Systems
动态经济系统中的随机和多决策最佳控制问题 - 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； - A new stochastic optimal control strategy for partially observable nonlinear systems is proposed.
提出一种部分可观测非线性系统的随机最优控制新策略。 - Discretization of the state and decision spaces is required when Q Learning is used to solve stochastic optimal control problems with continuous state and decision spaces.
要用Q学习算法来求解有连续状态和决策空间的随机最优控制问题，则需要先离散化问题的状态和决策空间。 - Based on the stochastic theory, stochastic optimal control of large-scale ship's track is studied.
基于随机控制理论，研究了大型船舶航迹的随机最优控制。 - A verification theorem for general stochastic optimal control with the state following a jump_diffusion process is showed.
证明了一个状态为跳跃扩散过程的一般最优控制问题的验证性定理。 - 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。 - Numerical results illustrate the effectiveness and efficiency of the proposed stochastic optimal control method for coupled structures.
数值结果表明该耦合结构随机最优控制方法的有效性。 - Study on stochastic optimal control of finite capacity inventory system of product recovery
产品回收系统库存容量有限时的随机最优控制研究 - From a new point of view, a discrete stochastic optimal control algorithm is pre-sented in the paper, where the input-output plant model with time delay is used and solution of Riccati equation and spectral factorization is not required.
本文从新的角度，提出一种离散随机最优控制算法，该法采用带有时滞的输入-输出对象模型，而且无需求解Riccati方程和进行谱因子分解。 - This will provid some references for choosing weighting matrix in stochastic optimal control for rotating machinery.
这对于旋转机械系统随机最优控制中权矩阵的选择具有一定的参考价值。 - Third, the paper gives the optimal consumption and investment tactics with feed-back form, based on the value function of the stochastic optimal control problem, and it compare with classical Merton problem.
其次，基于最优控制问题的值函数给出了具有反馈形式的最优消费和投资策略，并与经典Merton问题进行了比较分析； - Through the theoretical analysis and a large amount of simulation results, It can be shown that the classic stochastic optimal control is goodish for rudder anti-pitching, but, the extended stochastic optimal control and the generalized predictive control can get comparatively satisfied results.
通过理论分析和大量的仿真结果表明，对于舵减纵摇，经典的随机最优控制的效果一般，而扩展随机最优控制和广义预测控制都能取得较为满意的效果。 - 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。 - In chapter 3, the stochastic averaging method of energy envelope and stochastic optimal control strategy are introduced.
第三章中，介绍能量包线随机平均法和随机最优控制策略。 - 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。 - First, we study a kind of linear quadratic stochastic optimal control coupled with a forward stochastic differential equation, and find the existing unique solution.
首先讨论了一类耦合正向随机微分方程的线性二次随机最优控制系统，研究了最优控制的存在唯一性，其次将该结果应用于一类投资组合问题，得到了该问题的最优投资策略。 - This paper also analyzed the optimal control of Markov properties long-delay nonlinear networked control systems, build a mathematical model and study the stochastic optimal control of the model.
然后分析了Markov特性的长时延非线性网络控制系统的最优控制，建立了数学模型，根据模型进行了随机最优控制研究。 - For the uncertain parameter stochastic system, the stochastic optimal control strategy which obtained by optimize the performance index contained uncertain measurement has the dual property.
对具有参数不确定性的随机系统，通过优化含有不确定性度量的性能指标所得的随机最优控制策略具有双重功能。 - The LQG control based on equivalent linearization and the nonlinear stochastic optimal control based on the stochastic averaging method for suspension systems of vehicles with hysteretic element are studied.
本文研究了具有滞迟悬挂部件的车辆悬挂系统基于等效线性化的LQG控制与基于随机平均法的非线性随机最优控制。 - One kind of these equations is the so-called Hamiltonian system arising from maximum principles for stochastic optimal control problems.
这类方程其中的一种就是所谓的Hamiltonian系统，它是在研究随机最优控制问题的最大值原理时被引入的。 - By using a very simple remark on the moment equations of stochastic processes, one can use the Euler-Lagrange variational approach to solve some stochastic optimal control problems.
通过对随机过程中的矩方程上应用一个非常简明的变换，能够使用Euler-lagrange变分方法解决一些随机最优控制问题。 - 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。