stochastic dynamics造句
例句與造句
- radial point collocation method for solving fpk equation in stochastic dynamics
方程的徑向基點(diǎn)插配點(diǎn)方法求解 - stability analysis for stochastic dynamic traffic assignment models
動(dòng)態(tài)交通分配與信號(hào)控制的組合模型及算法研究 - we start by covering deterministic and stochastic dynamic optimization using dynamic programming analysis
我們會(huì)以使用動(dòng)態(tài)規(guī)劃分析來處理確定及隨機(jī)的動(dòng)態(tài)最適化作為開始。 - 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
摘要介紹了非線性隨機(jī)動(dòng)力學(xué)的響應(yīng)、分岔、混沌以及混沌同步與控制的研究現(xiàn)狀和發(fā)展趨勢(shì)，探討了隨機(jī)復(fù)動(dòng)力系統(tǒng)、時(shí)滯系統(tǒng)、逼近方法和數(shù)值方法研究中的若干問題及其進(jìn)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
馬爾可夫決策過程(markovdecisionprocesses，簡(jiǎn)稱mdp，又稱序貫隨機(jī)最優(yōu)化、隨機(jī)最優(yōu)控制、受控的馬爾可夫過程或隨機(jī)動(dòng)態(tài)規(guī)劃)是研究隨機(jī)序貫決策的問題的理論。 - It's difficult to find stochastic dynamics in a sentence. 用stochastic dynamics造句挺難的
- 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
在連續(xù)時(shí)間下假設(shè)資產(chǎn)的價(jià)格服從隨機(jī)擴(kuò)散過程，引入?yún)?shù)不確定性，利用隨機(jī)動(dòng)態(tài)規(guī)劃方法推導(dǎo)出風(fēng)險(xiǎn)資產(chǎn)最優(yōu)配置的封閉解，使投資者的終期財(cái)富期望冪效用最大；在離散時(shí)間下假設(shè)風(fēng)險(xiǎn)資產(chǎn)的連續(xù)復(fù)合月收益率服從獨(dú)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(gè)樣本做實(shí)證研究。 - 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
該算法的不足是對(duì)初始狀態(tài)的選取非常重要且運(yùn)算量較大；(3)提出基于動(dòng)態(tài)線性模型利用prf進(jìn)行重頻分選的算法；(4)將小波理論應(yīng)用到重頻分選中,提出了一種新的檢測(cè)門限，適用于脈沖列分布不均勻的信號(hào)環(huán)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
針對(duì)這種情況，本文提出了以下改進(jìn)的重頻分選算法：(1)針對(duì)參差pri脈沖列提出一種重頻分選算法，該算法使用等差數(shù)列的檢測(cè)進(jìn)行參差鑒別，非常適于對(duì)高參差雷達(dá)脈沖列的分選，但只局限于雷斯尼克提出的參差模型；(2)針對(duì)抖動(dòng)pri脈沖列提出基于動(dòng)態(tài)線性模型的重頻分選算法，非常適用于抖動(dòng)量較大的情況。 - 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(duì)實(shí)物資產(chǎn)的特殊價(jià)值分布問題，本文從決定資產(chǎn)價(jià)格的市場(chǎng)機(jī)制、信息到達(dá)方式及市場(chǎng)效率三方面來分析實(shí)物資產(chǎn)的價(jià)格變動(dòng)特征；并重點(diǎn)研究當(dāng)基本資產(chǎn)遵循純跳躍poisson過程、跳躍擴(kuò)散merton過程及均值回復(fù)過程時(shí)的實(shí)物期權(quán)定價(jià)問題，運(yùn)用復(fù)制定價(jià)和隨機(jī)動(dòng)態(tài)規(guī)劃方法，得到確定實(shí)物期權(quán)價(jià)值和風(fēng)險(xiǎn)對(duì)沖策略的偏微分方程。 - 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
眾多的研究工作表明，結(jié)構(gòu)參數(shù)的隨機(jī)變異性可以引起結(jié)構(gòu)隨機(jī)動(dòng)力響應(yīng)的大幅度漲落，結(jié)構(gòu)力學(xué)參數(shù)的隨機(jī)性還可能成為主導(dǎo)因素，在結(jié)構(gòu)系統(tǒng)模型中引入隨機(jī)性的概念，采用隨機(jī)結(jié)構(gòu)系統(tǒng)模型是較確定性結(jié)構(gòu)系統(tǒng)模型更為合理的一種選擇。 - 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
建立了模糊瞬時(shí)最小勢(shì)能原理，運(yùn)用模糊變分原理導(dǎo)出了模糊有限元?jiǎng)恿ζ胶夥匠?；同時(shí)，利用隨機(jī)變分原理導(dǎo)出了動(dòng)力問題的隨機(jī)有限元方程，同時(shí)得到了模糊隨機(jī)動(dòng)力問題的有限元平衡方程。根據(jù)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，把結(jié)構(gòu)的隨機(jī)性等效地轉(zhuǎn)化為結(jié)構(gòu)的模糊性，得到純粹模糊性的動(dòng)力結(jié)構(gòu)。把結(jié)構(gòu)所具有的模糊參數(shù)看作一個(gè)維的模糊向量，利用小參數(shù)攝動(dòng)原理，把結(jié)構(gòu)的特征值，特征向量和位移都在模糊向量的均值處進(jìn)行泰勒展開，得到一組遞歸方程，即可以求得結(jié)構(gòu)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,
當(dāng)實(shí)物期權(quán)的價(jià)值不能從項(xiàng)目?jī)r(jià)值中分離出來，或者影響基本資產(chǎn)價(jià)格的不確定性內(nèi)生于期權(quán)的持有者時(shí)，此時(shí)實(shí)物期權(quán)的價(jià)值一般難以直接利用無套利方法得到，本文通過對(duì)現(xiàn)有文獻(xiàn)進(jìn)行歸納，提出一種比較定價(jià)法，其基本要點(diǎn)是利用決策樹、動(dòng)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(xiàng)目或方案的價(jià)值，然后將其與沒有柔性的項(xiàng)目或方案進(jìn)行比較，從而獲得各種柔性的價(jià)值，作為這種方法的一個(gè)應(yīng)用，本文研究了柔性勞動(dòng)合約的設(shè)計(jì)與定價(jià)問題，研究表明，對(duì)企業(yè)重要員工采用長(zhǎng)期勞動(dòng)合約，而對(duì)一般員工采用短期合約可以節(jié)約勞動(dòng)力使用成本。