stochastic dynamics造句
例句与造句
- radial point collocation method for solving fpk equation in stochastic dynamics
方程的径向基点插配点方法求解 - stability analysis for stochastic dynamic traffic assignment models
动态交通分配与信号控制的组合模型及算法研究 - we start by covering deterministic and stochastic dynamic optimization using dynamic programming analysis
我们会以使用动态规划分析来处理确定及随机的动态最适化作为开始。 - based on the recent situation and trend of the nonlinear systems, we present some recent developments and important problems in stochastic dynamics such as response, bifurcation, chaos, synchronization and control
摘要介绍了非线性随机动力学的响应、分岔、混沌以及混沌同步与控制的研究现状和发展趋势,探讨了随机复动力系统、时滞系统、逼近方法和数值方法研究中的若干问题及其进展。 - 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。 - It's difficult to find stochastic dynamics in a sentence. 用stochastic dynamics造句挺难的
- 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。 - but to this algorithm, it is important to select initial value and the amount of computation is large; ( 3 ) an algorithm is presented to estimate the prfs based on stochastic dynamic-linear models . ( 4 ) a new algorithm for selecting detecting threshold based on the wavelet theory is presented to the environment when pulse sequences distribute unevenly in the whole sampling time
该算法的不足是对初始状态的选取非常重要且运算量较大;(3)提出基于动态线性模型利用prf进行重频分选的算法;(4)将小波理论应用到重频分选中,提出了一种新的检测门限,适用于脉冲列分布不均匀的信号环境。 - in this thesis improved algorithms are presented as follows : ( 1 ) an algorithm based on the detection of arithmetical series is presented to deinterleave radar signals with stagger pris, especially to those with high order stagger ones . but this algorithm is limited to the model of stagger pri presented by resnick; ( 2 ) an algorithm is presented to estimate the pris of radar signals with jittered pris based on stochastic dynamic-linear models . this algorithm fits radar signals with jittered pris well, especially when jittered amount is large
针对这种情况,本文提出了以下改进的重频分选算法:(1)针对参差pri脉冲列提出一种重频分选算法,该算法使用等差数列的检测进行参差鉴别,非常适于对高参差雷达脉冲列的分选,但只局限于雷斯尼克提出的参差模型;(2)针对抖动pri脉冲列提出基于动态线性模型的重频分选算法,非常适用于抖动量较大的情况。 - 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。 - many investigations show that randomicity of structures ? parameter will bring large value of stochastic dynamic response of structures . randomicity of structures ? mechanics parameter may be dominant factors . therefore, introduction of randomicity into system model of structure and using random system model are more reasonable than that of determinate system model
众多的研究工作表明,结构参数的随机变异性可以引起结构随机动力响应的大幅度涨落,结构力学参数的随机性还可能成为主导因素,在结构系统模型中引入随机性的概念,采用随机结构系统模型是较确定性结构系统模型更为合理的一种选择。 - considering the fuzziness of some boundary conditions enviroment media, and especially some loads in the engineering structure analysis, we go further into the computation based on the dynamic problem of fuzzy finite element ( ffe ), study further and systematically the analysis and solution . the principle of fuzzy minimum potential energy is established, and the balance equation of fuzzy finite element is reasoned by making fuzzy variation . at the same time, the dynamic balance equation of stochastic by making stochastic variation , also the fuzzy stochastic dynamic balance equation is deduced . based the theory that the degree of the fuzziness and probability can be measured, in the other word, by using the concept of fuzzy entropy and entropy, pure fuzzy dynamic structure is given through transforming the probability to fuzziness . for the fuzzy parameter can be regarded as a fuzzy vector with dimensions, the structure's eigenvalue, by the theory of small parameter
建立了模糊瞬时最小势能原理,运用模糊变分原理导出了模糊有限元动力平衡方程;同时,利用随机变分原理导出了动力问题的随机有限元方程,同时得到了模糊随机动力问题的有限元平衡方程。根据模糊度和概率度可以度量的原理,即利用模糊熵和概率熵的概念,把结构的随机性等效地转化为结构的模糊性,得到纯粹模糊性的动力结构。把结构所具有的模糊参数看作一个维的模糊向量,利用小参数摄动原理,把结构的特征值,特征向量和位移都在模糊向量的均值处进行泰勒展开,得到一组递归方程,即可以求得结构的模糊特征值,特征向量和模糊位移。 - it also studies the problem of real option pricing when the underlying assets follow the pure jump poisson, mixed jump-diffusion merton and mean-reversion model, and obtains the price formula or partial differential equation to price and hedge the real option . when the value of real option can not separate from the value of project, or the uncertainties are endogenous to real option holder, it is difficult to pricing the real option by the ways of no-arbitrage . in this paper we present a approach named valuation with comparison, its basic point is to value the project or program with flexibility by means of decision tree analysis ( dta ) and stochastic dynamic programming ( sdp ), and the results are compared with that of non-flexibility, finally,
当实物期权的价值不能从项目价值中分离出来,或者影响基本资产价格的不确定性内生于期权的持有者时,此时实物期权的价值一般难以直接利用无套利方法得到,本文通过对现有文献进行归纳,提出一种比较定价法,其基本要点是利用决策树、动态规划法或二叉树模型等技术来确定嵌有柔性的项目或方案的价值,然后将其与没有柔性的项目或方案进行比较,从而获得各种柔性的价值,作为这种方法的一个应用,本文研究了柔性劳动合约的设计与定价问题,研究表明,对企业重要员工采用长期劳动合约,而对一般员工采用短期合约可以节约劳动力使用成本。