随机控制

二次型minimax指标下的随机控制

Stochastic control under the minimax performance index of the quadratic type

讨论了一类具有不确定噪声的连续时间广义随机控制系统的鲁棒Kalman滤波器的设计问题。

This paper considers the design method of a robust Kalman filter for continuous time descriptor stochastic control systems with uncertain noise .

随机控制系统稳态Kalman滤波器新算法

New algorithms of steady state Kalman filter for stochastic control systems

基于规则采样的空间电压矢量PWM随机控制

The random control of space voltage vector PWM based on regular sampling

随后，研究了长时延Markov网络控制系统的随机控制问题。

Fifthly , the stochastic control of Markov networked control systems with long time delay is studied .

基于CO2和TVOC浓度的空调新风随机控制系统

Air conditioning fresh air random control systems based on concentration of CO_2 and TVOC

提出一种基于规则采样的空间电压矢量PWM随机控制方法，可运用于三相电压型逆变器的控制。

A random control of space voltage vector PWM based on regular sampling for three-phase voltage source inverter is described .

IFS分形吸引子的多尺度随机控制

Multi-scale random control system of iterative function system fractal attractor

通过把漂移参数引入到受控于Poisson过程的状态结构中，本文建立了一非对称型最优脉冲随机控制模型。

By introducing a drift parameter into the controlled state governed by a Poisson process , we formulate an unsymmetrical impulse optimal stochastic control problem .

在软件方面，对传统空间电压矢量控制策略进行改进，提出了基于规则采样的空间电压矢量PWM随机控制新型快速算法。

As for software , by modifying SVPWM ( Space Vector Pulse Width Modulation ) technique , it is proposed that the random control algorithm of SVPWM based on regular Sampling .

运用随机控制理论与方法，提出并研究了一类带Gauss白噪声的随机信号传递系统的数学建模与优化问题。

The mathematic modes of a kind of stochastic signal transfer systems with Gauss white noise is established using the theory and the method of stochastic control .

在结合稳态流场（StableFluids）算法和粒子系统原理的基础上，通过加入各种随机控制因素，分别对近视点和远视点位置的烟雾进行仿真，从而取得实时性与逼真度均较好的仿真效果。

Based on the combination of Stable Fluids algorithm and particle systems , this paper simulates the smoke near and far from viewpoint separately by adding a variety of random controlling elements , leading to a nice and real-time simulation effect .

为了在满足室内空气品质的要求下，尽可能地减少新风量实现节能的目的，以CO2浓度和TVOC浓度作为控制指标，实现空调新风的随机控制。

For both meeting indoor air quality requirement and saving energy , takes the concentration of CO 2 and TVOC as control indexes to realize random control of fresh air .

通过应用扩散过程的最优控制问题在[10]中刻画了一类非线性随机控制系统的可控集合，当H∞控制器是由[17]中一类非线性随机时滞系统构造。

A controller set of a class of nonlinear stochastic control systems was characterized by using optimal control theory of diffusion processes in [ 10 ] , while H ∞ controllers was constructed for a class of nonlinear stochastic time-delay systems in [ 17 ] .

其三，在Levy扩散环境中，将委托代理问题视为委托人和代理人之间的非零和最优停时-随机控制博弈，其中代理人控制着随机控制过程，委托人选择契约的执行时间。

Finally , when the principal is allowed to choose exercise time in Levy diffusion setting , we formulate the principal-agent problem as a nonzero-sum optimal stopping-stochastic control differential game between the principal and the agent .

EPHT临床试验是欧洲首例随机控制的长期应用激素的临床试验。

The EPHT trial is the first European randomised controlled long-term hormone therapy trial .

用射影理论，基于Kalman滤波提出了通用和统一的白噪声估计方法，可统一解决带非零均值相关噪声的线性离散时变随机控制系统的白噪声滤波、平滑和预报问题。

By the projection theory , general and unified white noise estimation approach is proposed based on Kalman filtering . It can solve the white noise filtering , smoothing and prediction problems in a unified framework for linear discrete time_varying stochastic control systems with correlated noises having non_zero mean .

假设投资者的效用函数为对数效用函数和CRRA效用函数，利用随机控制方法得到了最优投资策略的解析解。

Assuming the Logarithm and CRRA utility and using stochastic control methods , we obtain a closed ‐ form solution to the optimal investment strategy .

采用带漂移的Brownian运动刻画风险业务，通过随机控制的方法，推导并求解了相应的Hamilton-Jacobi-Bellman方程，得到了破产概率的最小值及最优比例的显示表达式。

The risk business are assumed to follow a Brownian motion with drift . We derive and solve the Hamilton-Jacobi-Bellman equation by the stochastic control method . The close-form of the minimum ruin probability and the optimal proportion are found .

基于Kolmogrov型统计量和Kiefer过程，对一样本情形，我们讨论了二阶随机控制变点的检验和估计。

Basing on Kolmogorov type test and Kiefer process , a procedure of test and estimation for change point of second-order stochastic dominance is introduced in the case of the one sample problem .

应用现代时间序列分析方法，基于受控的自回归滑动平均（CARMA）新息模型，提出了随机控制系统稳态Kalman滤波器增益的两种新算法，避免了求解Riccati方程。

Using the modern time series analysis method , based on the controlled autoregressive moving average ( CARMA ) innovation model , two new algorithms of steady state Kalman filter gain for stochastic control systems are presented , where the solution of the Riccati equation is avoided .

在这一部分，主要应用了随机控制理论中的最优控制方法，建立了该模型的HJB方程，从而可以进一步找到该模型的最优投资策略，使得破产概率最小化。

In this Part , using the optimal control of the stochastic control theory , we set up the HJB function of this kind of risk model . We can obtain the optimal strategy of investment in order to make the ruin Probability being least .

一类具有扩散的奇异型随机控制的非对称平稳模型

On the Nonsymmetric Stationary Models of Singular Stochastic Control for Diffusions

随机控制的极大值原理及其在投资决策中的应用

Maximum principle of stochastic control and its application to investment decision

该方法是线性系统的随机控制设计方法在非线性系统中的推广。

This extend the linear design method to non linear system .

一类最优投资随机控制模型的马氏链算法

Markov Chain Approximation Approach of Stochastic Control Applied in Optimal Investment

一类半鞅状态的平稳型脉冲随机控制

A class of stationary impulse stochastic control with state of semi-martingale

线性矩阵不等式及其在随机控制中的应用

Linear matrix inequality and its applications in stochastic control theory

本文首先对比分析了两类风险秩序：随机控制秩序与对偶随机控制秩序。

In this paper , two classes of risk order , i. e.

有色噪声扰动下的随机控制问题研究

Research on the stochastic control with disturbance of color noise