这个问题来自平稳随机序列的相关函数。
This problem arises from the correlation functions of stationary stochastic sequences.
我们将该问题描述为一个连续时间随机控制模型,通过对价值函数性质的讨论,我们给出了模型的封闭解。
We formulate the problem as a continuous-time stochastic control model. Through analyzing the properties of the expected value function, we derive its close-form solution.
对于功能函数中含有模糊分布参数(FDP)的随机变量问题,如何准确且简便地评估其可靠性,是十分重要的。
For a problem with performance functions which include random variables with fuzzy distribution parameters (FDP), it is important to evaluate their reliability accurately and rapidly.
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