随机控制理论

随机控制理论中许多重要的问题，都可转化为线性矩阵不等式（LMI）约束的凸优化问题，从而使其在数值上易于求解。

A number of important problems from the stochastic control theory can be reformulated as convex optimization problems with linear matrix inequality ( LMI ) constraints , so that they will become numerically tractable .

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 .

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 .

随机控制理论研究内容及研究现状述评

Comment on topic and present states of investigation of stochastic control theory

随机控制理论在金融和保险中的应用

Applications of Stochastic Control Theory in Finance and Insurance

同时运用现代随机控制理论，简化了数学处理上的难度。

Some of the modern random control theories are used to reduce the difficulty of mathematical handling .

基于随机控制理论，研究了大型船舶航迹的随机最优控制。

Based on the stochastic theory , stochastic optimal control of large-scale ship 's track is studied .

随机控制理论广泛地应用于经济、人口系统等社会领域以及航空航天、导航与控制、制造工程等工程领域。

Stochastic control theory is widely used in economy , population system , social fields and aerospace , navigation and control , manufacturing engineering and engineering field .

基于随机控制理论，针对全浸式水翼艇的多变量随机控制方法进行探讨，并着重分析水翼艇的纵向运动姿态的随机最优控制。

In this paper , based on the theories of stochastic control , we make a study of multivariable stochastic control methods of hydrofoil and emphasize on the analysis of longitudinal motion of it .

本文采用随机控制理论方法，针对在文[1]基础上建立的具有多分销中心的供应链动态库存模型，以供应链系统中的订货作为控制变量抑制牛鞭效应。

Applying stochastic control principle and a dynamic inventory model of supply chain with multi-distributed center based on literature [ 1 ] , the bullwhip effect is restrained by taking the order as control variable .

近年来利用随机控制理论解决保险相关的问题得到了越来越广泛的关注，而经典风险模型在很大程度上已经无法模拟现实的风险状况。

In recent years , there has been an increasing attention in the utilization of stochastic control theory to insurance related problems , but the classical risk model has a lot of restrictions with the reality of the insurance companies .

然后运用随机最优控制理论，得到了最优消费和投资随机最优控制问题的值函数所满足的偏微分方程，最后与经典Merton问题进行了比较。

Then the partial differential equation was obtained for the value function by using stochastic optimal control theory . At last the paper makes a comparative analysis on a classical Merton problem .

带泊松跳跃的正倒向随机最优控制理论及其应用

Forward and Backward Stochastic Optimal Control Theory with Poisson Jumps and Its Applications

基于随机最优控制理论，建立了悬架系统的数学模型，并进行了分析、计算。

The mathematical models are derived and calculated based on random optimal control theory .

随机控制的理论和应用

Theory and Applications of Stochastic Control

最后，选取一对梯级水库的调度问题，以随机最优控制理论和方法进行了实际求解。

Finally , one pair of cascade reservoir scheduling problem selected as an example , the practical solution is introduced by random optimal control theory and method .

首先利用随机最优控制理论对完全信息下的动态定价问题进行建模，分析了最优值函数和最优价格策略的结构性质。

The nominal problem is modeled by stochastic optimal control theory and the structural properties of the optimal value function and the optimal pricing policy are studied .

讨论了异常波动市场中容许借贷的消费与投资策略问题，阐述了随机最优控制理论应用于现代金融理论研究中的一种方法。

For the market with abnormal fluctuating source , the decision of consumption and investment is studied and a method that uses stochastic optimal control in financial theory is proposed .

论述了应用随机最优控制理论的基本原理和方法，解决飞机在大气紊流中着陆的控制问题。

This paper deals with the problems of the optimal control of the airplane landing in presence of atmospheric turbulence with application of the theory and me-thods of random optimal control .

本文拟在委托代理理论和交易成本理论的框架下用经济学中广泛运用的随机最优控制理论，对不确定性与分成制契约条件下的代理人的行为选择及福利水平作一个比较深入的研究。

Under the analytical framework of the principal-agent theory and the transaction cost theory , this thesis will apply stochastic optimal control model to analyze the agent 's action and welfare under uncertainty and a share contract .

应用随机优化控制理论和保险精算理论，对寿险公司保费投资的最优策略进行研究，得到了基于半连续定期寿险模型和幂函数效用函数的最优投资策略。

By the theory of stochastic optimal control and actuarial theory , the paper studies the investment strategy for the life insurance premium , based on the semi-continuous term life insurance mode and power law utility function .

本文应用随机最优控制理论提出了用基底滞后隔震层把大震烈度下多层剪切型结构的地震反应控制在弹性范围内的设计计算方法。

This paper presents a calculation method for designing the hysteresis isolation systems in base , by which the multi-storey shear-type structural responses under large earthquake excitation are controlled in the range of elasticity , using the random optimum control theory .

因此，一方面可以将有色噪声的干扰力和干扰力矩作为白噪声直接应用卡尔曼滤波对船舶进行状态估计，然后，再利用随机最优控制理论控制航向舵，称该方法为次优随机控制。

There are two methods alternatively . On one hand , we can regard the disturbing force and moment of colored noise as white noise used in the Kalman filter to estimate the states , and then we utilize the stochastic optimum control theory to control the rudders .

基于随机变结构控制理论的再入弹头制导律

Guidance Law of Maneuvering Reentry Warhead Based on Stochastic Variable Structure Control Theory

设计主动悬架的关键任务之一是寻找一个好的控制律，随机线性最优控制理论能为车辆提供良好的性能，得到了广泛的应用。

One of the key points in designing an active suspension is to find a good control rule . The theory of stochastic linear optimal control which is broadly used now can provide good performances for vehicles .

在对随机过程远程模拟控制理论进行研究的基础上，建立了一个严谨离散化的，便于工程应用的RPC模型。

On the basis of the profound research on the theory of random process remote simulative control , an RPC model is established .

随机系统控制是控制理论与应用领域重要的也是基本的问题之一。

Dynamic control of stochastic system has long been recognized as one of the important and fundamental subjects in control and practice .

本文研究用线性随机系统的协方差控制理论分析非线性随机控制系统的性能，拓宽了协方差控制理论的应用范围。

In this paper , the covariance control theory of linear stochastic systems is applied to analyse the properties of nonlinear stochastic control systems , thus the application range of covariance control principle is extended .

本文应用卡尔曼滤波和随机多变量最优控制理论对已知的船舶模型首先进行状态估计，然后再应用随机最优控制来操纵航向舵以达到减摇的目的。

In this paper we estimate the states to the known boat model at first using Kalman filter and stochastic multivariate optimum control theory , and then use stochastic optimum control to handle rudders in order to achieve the goal of reducing rolling .

本文结合随机控制和鲁棒控制理论，对存在网络环境因素（数据丢包、带宽的限制和扰动、网络时延）影响的网络控制系统的建模，稳定性分析、鲁棒控制设计等问题进行了深入的研究。

In this dissertation , the modeling , analysis , and control of NCSs with uncertain network quality , such as network-induced delay , packed dropout , and limitation of bandwidth are deeply studied by applying the robust control and stochastic control theory .