例句與造句

1. 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
   馬爾可夫決策過程( markovdecisionprocesses ，簡稱mdp ，又稱序貫隨機最優(yōu)化、隨機最優(yōu)控制、受控的馬爾可夫過程或隨機動態(tài)規(guī)劃)是研究隨機序貫決策的問題的理論。
2. 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
   在連續(xù)時間下假設(shè)資產(chǎn)的價格服從隨機擴散過程，引入?yún)?shù)不確定性，利用隨機動態(tài)規(guī)劃方法推導(dǎo)出風(fēng)險資產(chǎn)最優(yōu)配置的封閉解，使投資者的終期財富期望冪效用最大；在離散時間下假設(shè)風(fēng)險資產(chǎn)的連續(xù)復(fù)合月收益率服從獨立同分布的正態(tài)分布，通過貝葉斯學(xué)習(xí)準(zhǔn)則，以上證綜合指數(shù)不同區(qū)間段的兩個樣本做實證研究。
3. 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
   對實物資產(chǎn)的特殊價值分布問題，本文從決定資產(chǎn)價格的市場機制、信息到達方式及市場效率三方面來分析實物資產(chǎn)的價格變動特征；并重點研究當(dāng)基本資產(chǎn)遵循純跳躍poisson過程、跳躍擴散merton過程及均值回復(fù)過程時的實物期權(quán)定價問題，運用復(fù)制定價和隨機動態(tài)規(guī)劃方法，得到確定實物期權(quán)價值和風(fēng)險對沖策略的偏微分方程。
4. 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 ,
   當(dāng)實物期權(quán)的價值不能從項目價值中分離出來，或者影響基本資產(chǎn)價格的不確定性內(nèi)生于期權(quán)的持有者時，此時實物期權(quán)的價值一般難以直接利用無套利方法得到，本文通過對現(xiàn)有文獻進行歸納，提出一種比較定價法，其基本要點是利用決策樹、動態(tài)規(guī)劃法或二叉樹模型等技術(shù)來確定嵌有柔性的項目或方案的價值，然后將其與沒有柔性的項目或方案進行比較，從而獲得各種柔性的價值，作為這種方法的一個應(yīng)用，本文研究了柔性勞動合約的設(shè)計與定價問題，研究表明，對企業(yè)重要員工采用長期勞動合約，而對一般員工采用短期合約可以節(jié)約勞動力使用成本。
5. It's difficult to find stochastic dynamic programming in a sentence. 用stochastic dynamic programming造句挺難的