在一定条件下,我们证明随机对策有值函数,两个局中人相对于折扣报酬都有最优策略。
It is proved that under certain condition the stochastic game has a value and both players have optimal strategies for discounted rewards.
给出了“跳一停”策略存在的条件、最优费用函数、最佳控制的解析式及控制方法。
Also, the conditions of the "fail-stop" strategy, optimal cost function and optimal control function are given.
结论表明,捕食者的最优交易策略为时间的二次曲线形式,并且捕食交易利润是瞬时冲击系数的单调减函数。
The conclusion shows that the optimal strategy of predator is the quadratic equation of time and the profit is the descending function of temporary impact coefficient.
根据实际产出需求,采用鲁棒消费策略,修正产出同时使消费过程中的目标函数达到最优。
According to the output demand and by using the Robust consumption strategy, the output is revised and a target function of consumption process is optimal.
证明了损失函数为凸函数,存在风险最优控制策略。
The loss functions are convex function and have risk optimize control strategies have been proved.
利用随机积分及最优控制理论,得出了最大回报函数的显式解及相应的最优控制策略。
Relying on both stochastic calculus and optimal control theory, we obtain its explicit solution of optimal return function and corresponding singular control strategy.
最后就HARA效用函数提供了最优策略。
提出以人体加速度、速度和动挠度为目标函数的主动控制策略,应用经典线性最优控制理论,分析其可行性和有效性。
An active control strategy based on classical linear optimal control theory is provided, feasibility and effectiveness of which are studied.
最后,论文通过引入招标成本函数,进一步提出了对于招标人控制投标人数从而达到自身目标最优的策略。
In the end. we study how to get the optimal result for the principal by controlling the number of bidders if the cost function of the principal is taken into consideration.
利用随机分析中的最优控制理论,通过数学分析,针对不同的参数得出了不同情形下最优控制策略及相应的最大回报函数。
By using the optimal control policy of stochastic analysis, we obtain its optimal control polices and the corresponding maximal return functions for different parameters.
研究了在非瓦尔拉斯市场中,当市场的价格冲击函数为变现速度的非线性函数时,投资者的最优变现策略和最优变现时间问题。
In a non-Walrasian market with nonlinear price impact function, the optimal liquidation strategy and optimal liquidation time are investigated for institution investors.
在两级分销供应链中,对于供应商提供的不同的延期支付期限,根据订货商的订货策略,给出了定时信用支付下的成本函数,并证明了模型最优解的存在性;
Secondly, regarding to the time of permissible delay in payment, cost functions are presented according to the order policy, and the existences of the optimal time are proved.
库存费的变化率为存贮量的函数,讨论模型解的存在性和唯一性,找到了最优存贮策略。
The existence and uniqueness of the models are discussed, and optimal inventory policies are found.
证明了损失函数为凸函数,存在风险最优控制策略。
The loss functions are convex function and have risk optimize control stra...
证明了损失函数为凸函数,存在风险最优控制策略。
The loss functions are convex function and have risk optimize control stra...
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