随机动态规划的英文

• stochastic dynamic programming

• "随机"英文翻译    random stochastic; random
• "动态"英文翻译    trends; general trend of aff ...
• "规划"英文翻译    programme; plan draw; mark; ...
• "随机动态规画" 英文翻译 :    stochastic dynamic programming
• "动态规划 动态规划法" 英文翻译 :    dynamicprogramming
• "动态规划" 英文翻译 :    dp; dynamic programing; dynamic programming; dynamicprogramming; programming, dynamic
• "动态规划法" 英文翻译 :    dynamic programming
• "动态规划理论" 英文翻译 :    theory of dynamic programming
• "动态规划算法" 英文翻译 :    dynamic programming algorithm
• "动态规划形成" 英文翻译 :    dynamic programming formulation
• "动态规划应用" 英文翻译 :    dynamic programming application
• "模糊动态规划" 英文翻译 :    fuzzy dynamic programming
• "前向动态规划" 英文翻译 :    forward dynamic programming
• "成本问题动态规划" 英文翻译 :    cost-problem dynamic programming
• "第十五章 动态规划" 英文翻译 :    dynamic programming
• "动态规划的技巧" 英文翻译 :    art of dynamic programming; artofdynamicprogramming
• "分布式动态规划" 英文翻译 :    distributed dynamic programming
• "前推动态规划算式" 英文翻译 :    forward dynamic programming algorithm
• "确定型动态规划" 英文翻译 :    deterministic dynamic programming
• "运筹学动态规划" 英文翻译 :    operation research dynamic programming
• "随机动态模型" 英文翻译 :    stochastic dynamic model
• "动态规划与有界测度" 英文翻译 :    dynamic programming and bounded measure
• "动态规划与专家研讨" 英文翻译 :    dynamic planning and the power of charrettes
• "基于动态规划图搜索算法" 英文翻译 :    graph searching formulation of dynamic programming
• "离散微分动态规划法" 英文翻译 :    dddp

• Sdp with successive approximations and its application in the operation optimization of multireservoir system
  逐次逼近随机动态规划及库群优化调度
• The first - passage time of controlled quasi - hamilton systems have been studied by using the stochastic averaging method for quasi - hamitonian systems and the stochastic dynamical programming principle
  本文利用拟hamilton系统的随机平均法及随机动态规划原理研究了具有控制的拟hamilton系统的首次穿越问题。
• Markov decision process , in short mdp , is also called sequential stochastic optimization stochastic optimum control . the controlled markov process or stochastic dynamic programming is the theory on stochastic sequential decision
  马尔可夫决策过程( markovdecisionprocesses ，简称mdp ，又称序贯随机最优化、随机最优控制、受控的马尔可夫过程或随机动态规划)是研究随机序贯决策的问题的理论。
• In continuous - lime framework , assuming that asset price follows stochastic diffusion process , it introduces parametric uncertainty , and applies stochastic dynamic programming to derive the closed - form solution of optimal portfolio choice , which maximizes the expected power utility of investor ' s terminal wealth ; in discrete - time framework , continuous compounding monthly returns of risky asset are assumed to be normal i . 1 . d . , it applies the rule of bayesian learning to do empirical study about two different sample of shanghai exchange composite index
  在连续时间下假设资产的价格服从随机扩散过程，引入参数不确定性，利用随机动态规划方法推导出风险资产最优配置的封闭解，使投资者的终期财富期望幂效用最大；在离散时间下假设风险资产的连续复合月收益率服从独立同分布的正态分布，通过贝叶斯学习准则，以上证综合指数不同区间段的两个样本做实证研究。
• Then , the dynamical programming equations and their associated boundary and final time conditions for the problems of maximization of reliability and of maximization of mean first - passage time are formulated . the optimal control laws are " bang - bang " controls which are derived from the dynamical programming equations and the control constraints
  然后利用随机平均法及随机动态规划原理导出了以最大可靠性为目标的随机最优控制策略，说明了当控制力为有界函数时，随机最优控制即是bang - bang控制。
• As for the issues of non - traded assets , applying the approach of stochastic dynamic programming , and under the principle of no - arbitrage , we obtain optimal strategy to hedge the real option in discrete and continuous conditions . and to the problems of special distribution of underlying assets , this paper analyzes the price movement of the underlying assets from the arrival of information , the market efficiency and the market mechanism which decide the price
  对实物资产的特殊价值分布问题，本文从决定资产价格的市场机制、信息到达方式及市场效率三方面来分析实物资产的价格变动特征；并重点研究当基本资产遵循纯跳跃poisson过程、跳跃扩散merton过程及均值回复过程时的实物期权定价问题，运用复制定价和随机动态规划方法，得到确定实物期权价值和风险对冲策略的偏微分方程。