随机控制理论 meaning in English
stochastic control theory
Examples
- Stochastic control theory
随机控制理论 - In the study of continuous time financial market modeling , the theories and methods of stochastic control have been one of important tools
在连续时间金融市场模型的研究中，随机控制理论和方法已成为重要的研究手段之一。 - Applying stochastic control principle and a dynamic inventory model of supply chain with multi - distributed center based on literature ( superscript [ 1 ] ) , the bullwhip effect is restrained by taking the order as control variable
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。 - This paper applies the theory of stochastic optimal control to deal with the optimal investment strategy problem for defined - contribution occupational pension scheme , sets up the optimal investment models under the minimum payment loss of the occupational pension funds in the deterministic and stochastic contribution cases respectively , solves the hjb equations to obtain the explicit form solutions of the optimal investment decision and payment polices , and then uses monte carlo simulation for the optimal strategy in the deterministic contribution case
摘要利用随机控制理论研究缴费确定型企业年金的最优投资策略，分别在固定缴费和随机缴费情形下，建立基于给付损失最小化的企业年金最优投资模型，通过求解hjb方程得到最优投资策略和给付水平的显式解，并对固定缴费时的最优策略进行蒙特卡洛仿真模拟。