Nevertheless , a great deal of uncertainty exists in many practical stochastic control problems , which makes the problem one of the most difficult challenges 然而,在许多实际随机控制问题中,存在大量的不确定性,是目前尚未解决的富有挑战性的研究课题之一。
This paper extends mainly a state process which belongs to singular the stochastic control with discretionary stopping models . under me requirements , we find the optimal stochastic control of it 摘要推广了一类带停时的奇异型随机控制模型的状态过程,在一定条件下找出了其最优控制。
In chapter 2 , using correlated conclusions of the optimal control , we formulate a stochastic control model about the optimal producing scheme , which includes a state equation , a payoff equation and so on 第二章,利用最优控制的相关结论,建立最优生产计划的随机控制模型,此模型包括状态方程、收益函数等。
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。
Stochastic control or stochastic optimal control is a subfield of control theory which deals with the existence of uncertainty either in observations of the data or in the things that drive the evolution of the data. The designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables.