stochastic control theory

In this paper we estimate the states to the known boat model at first using Kalman filter and stochastic multivariate optimum control theory, and then use stochastic optimum control to handle rudders in order to achieve the goal of reducing rolling.

本文应用卡尔曼滤波和随机多变量最优控制理论对已知的船舶模型首先进行状态估计，然后再应用随机最优控制来操纵航向舵以达到减摇的目的。

By using stochastic optimal control theory, the Hamilton _ Jacobi _ Bellman ( HJB ) equation for target function was gotten.

根据随机最优控制理论, 导出了目标函数满足的Hamilton_Jacobi_Bellman ( HJB ) 方程.

HJB Equations Subject to Stochastic Control Theory and Securities Investment Models

随机控制的HJB方程与证券投资模型

Forward and Backward Stochastic Optimal Control Theory with Poisson Jumps and Its Applications

带泊松跳跃的正倒向随机最优控制理论及其应用

By the theory of stochastic optimal control and actuarial theory, the paper studies the investment strategy for the life insurance premium, based on the semi-continuous term life insurance mode and power law utility function.

应用随机优化控制理论和保险精算理论，对寿险公司保费投资的最优策略进行研究，得到了基于半连续定期寿险模型和幂函数效用函数的最优投资策略。

One of the key points in designing an active suspension is to find a good control rule. The theory of stochastic linear optimal control which is broadly used now can provide good performances for vehicles.

设计主动悬架的关键任务之一是寻找一个好的控制律，随机线性最优控制理论能为车辆提供良好的性能，得到了广泛的应用。

Mathematical Finance is intersect of Mathematic and Finance, and introduces principal modern Mathematical methods of Mathematical Finance, and give a discription of principal theory and methods of Mathematical Finance: stochastic differential equation and stochastic optimal control.

金融数学是数学与金融学的交叉，又介绍了金融数学主要用到的现代数学方法，并详细阐述了本文用到的主要定理和方法：随机微分方程和随机最优控制。