We study dynamic measure of risk problem in incomplete market when stock appreciation rates are uncertainty. We also study a related stochastic game problem.
本文讨论不完全市场中股票收益率不确定时的动态风险度量问题和一个相关的随机对策问题。
In addition, the efficiency solution scheme of this problem is given, after the multiple objective stochastic programming with probabilistic constrained is discussed.
此外，提出了这种具有概率约束多目标随机规划问题的一种有效解模型。
The problem of second-order stochastic response analysis of steel braced frame structures in highrise buildings is researched in this paper.
本文研究高层建筑钢框架一支撑结构的二阶随机反应分析问题。
Stochastic model solves the problem of demand uncertainty.
随机模型解决了需求的不确定性问题。
In this paper we give a survey of several stochastic programming models and algorithms for unit commitment problem under uncertainty load demands.
文章给出在不确定的荷载需求下机组组合问题的一些常见的随机规划模型和算法的综述。
This paper studies the store management problem on the conditions of limited warehouse capacity and stochastic delivery time.
主要研究在商品仓库容量有限和交货时间为随机条件下的存贮管理问题。
This problem arises from the correlation functions of stationary stochastic sequences.
这个问题来自平稳随机序列的相关函数。
In this paper we introduce the concept of continuity of a fuzzy sample function, and solve the basic theoretical problem of continuity of fuzzy stochastic processes successfully.
本文首次引入了模糊样本函数的连续性的基本概念，并且成功地解决了模糊随机过程的连续性这一最基本的理论问题。
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.
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。
Multi-sensor information fusion state estimation problem for descriptor discrete-time stochastic linear systems is studied.
研究了广义离散随机线性系统的多传感器信息融合状态估计问题。
Blind image restoration has a strong background of mathematics, including estimation theory, ill-posed problem solution method, linear algebra, stochastic process, numerical analysis, and so on.
图像盲复原具有很强的数学背景，同估计理论、病态逆问题求解理论、线性代数、随机过程和数值分析等都有着密切的联系。
Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.
在随机利率情形下，讨论了有红利支付的股票未定权益定价问题。
A simulation model of inventory system is set up through turning the stochastic and uncontrolled demand control problem into the method of setting up safe inventory.
该文首先通过将随机的、不可控的需求控制问题转化为安全库存设置问题的方法，建立了库存系统的仿真模型。
The paper explores the problem of optimal hierarchical stochastic production planning and control in agile manufacturing workshops (AMW).
研究了敏捷制造车间(AMW)中的最优递阶随机生产计划与控制问题。
This paper discusses the parameter estimation problem of a continuous type stochastic mathematical model.
讨论一类连续型随机数学模型的参数估计问题。
The optimal control problem for the discrete time stochastic singular systems with linear quadratic cost functional is discussed.
讨论广义离散随机线性系统在二次型性能指标下的最优控制问题。
A kind of algorithm was provided to resolve the calculating problem of stochastic frontier model and applied to electric power industry.
以中国电力工业为例提出一种算法，以解决随机前沿面模型中的计算问题。
A chance constrained programming model is built to the stochastic optimal power flow problem (S-OPF) considering load probabilistic distributions.
针对考虑负荷概率分布的随机最优潮流问题，建立了相应的机会约束规划模型。
The modeling problem for stochastic continuous signals, described by stochastic differential equations, is discussed.
讨论由随机微分方程描述的随机连续信号的辨识建模问题。
This paper gives a description of a stochastic optimisation control problem of a steady state system, and suggests a novel approach using dynamic information.
本文给出了随机稳态最优控制问题的一般描述，并提出一种利用系统动态信息的随机稳态最优控制方法。
For the stochastic system with white noise input, the consistency problem of desired indices for PID controller is investigated.
针对具有随机白噪声输入的随机系统，分析了PID控制下期望指标的相容性问题。
This paper discusses the problem of the stochastic quadratic guaranteed cost control with an indefinite cost control matrix, gives the definition of the stochastic quadratic guaranteed cost control.
对成本控制矩阵不确定随机二次控制问题进行研究，给出了成本控制矩阵不确定的随机二次保成本控制的定义。
With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
利用随机微分方程理论，对一类具有随机特征的风险投资组合问题进行深入研究。
We first formulate the problem as a stochastic nonlinear programming problem and then propose a new simple method for solving it via some approximation techniques.
本文先把问题转化为一个随机非线性规划问题，然后用逼近技术给出一个简单的求解方法。
This paper deals with the optimal state estimation problem for the discrete stochastic system based on the innovation theory and projection method.
基于射影理论及新息分析方法，讨论离散随机线性系统最优状态估计问题。
The work presented in this thesis aims at creating a systematic and stable method based on stochastic optimization strategy to tackle this problem.
本文旨在应用随机最优化原理，建立求解这一复杂问题的有效的系统工程方法。
Aiming at the uncertain networks, the shortest path problem with stochastic parameters is studied and the expected value model with constraints is constructed.
针对不确定网络，研究具有随机参数的最短路径问题，采用随机数表示路径权值的不确定性，建立有约束的期望最短路模型。
In this paper, we study stochastic comparison problem on the queue length processes of the queueing system with batch arrival.
本文研究成批到达排队系统中队长过程的随机比较问题。
In this paper, we study stochastic comparison problem on the queue length processes of the queueing system with batch arrival.
本文研究成批到达排队系统中队长过程的随机比较问题。
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