stochastic maximum principle

It is considered that when the external force is linear,the necessary and sufficient condition of the optimal control can be obtained through the stochastic maximum principle,adjoint equation and Ito s formulate.

考虑当外界扰动为线性时,利用随机极大值原理,伴随方程以及伊藤公式,得到了最优控制存在的充分必要条件。

The problem of the optimal controls in stochastic Navier-Stokes equation with Poisson jumps is discussed,when it is considered that the external force is linear,the necessary and sufficient condition of the optimal control can be obtained through the stochastic maximum principle,adjoint equation and Its formulate.

讨论了带Possion跳的随机Navier-Stokes方程的最优控制问题,把Possion跳对系统的扰动考虑到模型中,利用随机极大值原理、伴随方程、方向导数以及伊藤公式,得到了最优控制存在的充分必要条件。

Comparison and maximum principles for convex functions on Grushin-type planes;

Grushin型平面上凸函数的比较原理和极大值原理

Assume following nonlinear parabolic equation(Ψ(u))t=uxx+(1-u)-p with nonlinear singular boundary has a monotonous initial value,by applying Maximum Principle,quenching which only took place on the left boundary in finite time was proved and some estimations of quenching rate were also derived.

设带非线性奇异边界条件的非线性抛物方程(Ψ(u))t=uxx+(1-u)-p的初值是单调的,则由极大值原理得到了解在有限时间内仅在左边界发生淬灭,以及淬灭速率的估计。

The result that the blow-up set of the problem is a compact subset was proved by the reflective principle and the maximum principle,and the blow-up rate of the solutions was obtained.

以反演原理、辅助函数法和经典抛物型方程的极大值原理为工具,证明了问题正解的爆破集是一紧子集,并获得了解的爆破率,即爆破解关于时间t的估计。

The regional water resources carrying capacity was computed quantitatively by the fuzzy evaluation model based on the maximum entropy theory.

在分析区域水资源与水环境的基础上,建立肥城市水资源承载力评价指标体系及评价标准,采用基于极大熵原理的水资源承载力模糊评价模型,定量计算区域水资源承载力,对模型评价结果进行分析得出,肥城市水资源承载力期望负荷值大于现状承载力,并提出提高水资源承载力的途径及措施。

The maximum value principle of continuous time system and its explanation in economics;

连续时间系统的极大值原理及其经济学解释

Maximum principle of stochastic control and its application to investment decision;

随机控制的极大值原理及其在投资决策中的应用

The Use of Wavelet Modulus Maximum Principle in the Detection of Disturbance Signal for Transient Power Quality

小波模极大值原理在暂态电能质量扰动信号检测中的应用

Anti-maximum Comparison Principle and the Uniqueness Conditions for Second Order Neumann Boundary Value Problems;

反极大值比较原理和二阶Neumann边值问题解的唯一性

elliptic maximum principle and krein-Rutman theory with parabolic maximum principle and operator semigrou;

椭圆极值原理与krein-Rutman定理以及抛物极值原理与算子半群

maximum average uncertainty principle

极大平均不定性原理

This paper introduces the principle of wavelet transform modulus maxima applying to edge detection.

本文介绍了小波变换模极大值法进行边缘检测的原理。

THE MAXIMUM PRINCIPLES FOR A CLASS OF EQUATIONS IN DIVERGENCE FORM AND ITS APPLICATION;

一类散度型方程的极值原理及其应用

Variational Principles of Extreme Value with Mixed Variables in Elasticity;

弹性力学中混合变量的极值变分原理

large sample theory of maximum likelihood estimation

极大似然估计值的大样本理论

A maximum or minimum value of a function.

极大值，极小值函数的最大值或最小值

Saddle Theorem and Ky Fan Minimax Theorem in the P-space;

P型空间中的鞍点定理与极大极小原理

It is important and realistic to respect basic value of ethics, basic principles and basic norms.

因此,尊重伦理的基本价值、基本原则和基本规范具有极大的重要性和现实性。

Maximal and Minimal Value Principle of Differentiable Functions on Noncompact Complete Riemannian Manifold

非紧完备黎曼流形上可微函数的极值原理

Price Risk in Crude Oil Markets: A VaR Approach of EVT;

基于极值理论的原油市场价格风险VaR的研究

Maximum Pinciples of Alexandrov Type for A class of Fourth-order Elliptic Differential Equations;

一类四阶椭圆型微分方程的Alexandrov型极值原理

Imbalance Thrust Force Method for Slope Stability Analysis Based on Extremum Principle

基于极值原理的边坡稳定分析不平衡推力法

A Maximum Principle for a Class of Stochastic Control Problems with Partial Information

一类部分信息的随机控制问题的极值原理(英文)