stochastic optimal control

Through the theoretical analysis and a large amount of simulation results, It can be shown that the classic stochastic optimal control is goodish for rudder anti-pitching, but, the extended stochastic optimal control and the generalized predictive control can get comparatively satisfied results.

通过理论分析和大量的仿真结果表明，对于舵减纵摇，经典的随机最优控制的效果一般，而扩展随机最优控制和广义预测控制都能取得较为满意的效果。

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

Design of the stochastic optimal nonlinear networked control system

随机最优非线性网络控制系统设计

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.

Comparison with LQG control strategy shows that the nonlinear stochastic optimal control strategy for quasi-Hamilton systems is better than LQG control strategy in terms of control effectiveness and control efficiency.

与LQG控制策略的比较结果表明，拟Hamilton系统非线性随机最优控制策略性能比LQG性能好（控制效果好，控制效率高，等等）。

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。

This will provid some references for choosing weighting matrix in stochastic optimal control for rotating machinery.

这对于旋转机械系统随机最优控制中权矩阵的选择具有一定的参考价值.

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。

Discretization of the state and decision spaces is required when Q Learning is used to solve stochastic optimal control problems with continuous state and decision spaces.

要用Q学习算法来求解有连续状态和决策空间的随机最优控制问题，则需要先离散化问题的状态和决策空间。

The recursive identification of the model parameters, the Kalman filter and the linear quadratic performance index, which is composed of the vertical acceleration of the body and the control signal, are used to implement the stochastic optimal control in an adaptive way.

通过使用模型参数递推辩识，Kalman滤波器和以车身垂直加速度及控制信号构成的二次型指标，实现了汽车半主动悬架的自适应随机最优控制。

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。