上鞅 meaning in English
supermartingale
Examples
- The problem has been studied from two sides , firstly , from the viewpoint of applicability , based on the development strategic objectives of the oil company , with the aim to unify the exploration and extraction decisions of the resources in an integrated framework , and integrate the macro economic and technical objectives with micro economic and technical models of an oil well , an integrated non - linear dynamic optimal control model has been constructed , the objective is the benefit maximum of the exploration and extraction of the resources , and the optimal strategies are obtained by changing the problem into a non - linear mathematical programming problem , on the other hand , from the more macro level , based on the analysis of the characteristics of the exploration and extraction activities of oil and gas resources , a conclusion is easily deduced that the procedure is full of randomicity , then discovering procedure of oil deposit is proved to be a poisson process , and the reserves process is a supermartingale process , so the model of exploration discovery rate and the reserves model could be constructed
本文从两个侧面对此问题进行了研究，首先从实用性出发，以公司层次的战略性规划目标为基础，将勘探阶段与开发阶段的工程技术及经济方面的决策整合在一个模型框架内，同时将宏观层次的经济技术目标与单个油气井生产的微观技术经济模型相结合，以油气资源勘探与开发的经营效益最大化为目标，建立了一个非线性确定型综合动态优化模型，通过将原非线性最优控制问题转化为一非线性数学规划问题进行了求解。其次从相对更宏观的层次上，通过对油气资源勘探与开发的特点分析，认为具有很强的随机性，证明了勘探活动发现油气藏的过程为一泊松过程，所发现的油气藏储量为一上鞅过程，在此基础上，建立了油气藏勘探发现率模型及储量模型，在油气价格服从几何布朗运动条件下，以油气开采收益最大化为目标，建立了一个油气资源勘探与开发的随机最优控制模型，采用动态规划方法得到了值函数的hjb方程，并针对方程的特点，以及方程及其变量所对应的经济学意义，对最优策略的求解进行了一些讨论。 - In this paper , the notion of likelihood ratio , as a measure of deviation between a sequence of the arbitrary random variables and a sequence of independent random variables with different distributions , is introduced . a class of strong deviation theorems represented by inequalities are given on a subset of the sample space by constructing a negative supermartingale and using martingale convergence theorem
本文通过引进似然比作为相依随机变量序列相对于服从不同分布的独立随机变量序列的偏差的一种度量，并通过构造一个非负上鞅，利用鞅收敛定理给出了样本空间的一个子集上的一类用不等式表示的强偏差定理。