a stochastic dynamic programming (sdp)model using the reversibility of the transition equations and its solution method are proposed.
采用具有可逆性的随机动态规划提出了多水库系统随机优化运行模型和相应的求解方法。
it adopts the stochastic dynamic programming theory and dynamic cvar method to build the measurement models and analyzes and studies the size of the exchange rate risk in international trade.
by using stochastic dynamic programming principle and martingale approach to solve these models, the optimal investment strategies and the efficient frontier are presented explicitly.
运用动态规划原理与鞅方法求解模型,得到了这三种情形下的最优投资策略与有效前沿的解析解。
the model used in the study is based on stochastic dynamic programming (sdp) and simulation techniques.
本研究所用的模型基于随机动态规划和模拟技术。
with the benefit to go function being its recursive stage objective, the stochastic dynamic programming model for long term generation optimization is established for three gorge cascade.
通过余留效益函数对三峡梯级建立了长期发电优化调度的随机动态规划模型。
a stochastic dynamic programming model of the optimal investment decision for occupational pension schemes in a two-correlated-asset world is set up.