A stochastic linear_quadratic control problem is introduced as auxiliary problem of the initial problem.
引进一个随机线性二次最优控制问题作为原问题的近似问题。
2
We study dynamic measure of risk problem in incomplete market when stock appreciation rates are uncertainty. We also study a related stochastic game problem.
本文讨论不完全市场中股票收益率不确定时的动态风险度量问题和一个相关的随机对策问题。
3
The problem of second-order stochastic response analysis of steel braced frame structures in highrise buildings is researched in this paper.