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最优停止
相关语句
  optimal stopping
     The OPtimal Stopping Theory for Stochastic Processes with Continuous Time
     连续时间随机过程的最优停止理论
短句来源
     ON OPTIMAL STOPPING PROBLEMS OF GENERALIZED RENEWAL-TYPE REPLACEMENT
     广义更新型替换的最优停止问题
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     An Optimal Stopping Criterion for Image Smoothing Model Based on PDE
     偏微分方程图像平滑模型的一种最优停止准则
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     Decision model on optimal stopping of business opportunity digging under imperfect information
     基于不完全信息的商机挖掘的最优停止模型
短句来源
     Optimal Stopping about a class of Diffusion Processes
     一类扩散过程的最优停止
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更多       
  optimal stop
     Optimal Stop in Stock Market
     证券市场的最优停止
短句来源
     This paper discusses how to use optimal stop theory in stock market, and proves its effect by an example.
     介绍如何把最优停止理论应用于证券市场的操作,并通过具体的例子阐明这种方法的有效性.
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  “最优停止”译为未确定词的双语例句
     Based on the relevant results of research in the field,this thesis combines organically the real options theory and the game theory,and proposes the investment strategy framework based on option games theory,real options,game theory and the traditional capital budget theory.
     在借鉴国内外相关研究成果的基础上,将实物期权和博弈论相结合,提出了以实物期权、博弈论和传统资本预算理论为基础的期权博弈投资战略分析的理论框架,总结出期权博弈投资战略分析的主要工具有基于不确定条件下的动态最优化理论,主要是确定最优投资时机的最优停止理论;
短句来源
     In this paper we consider theoptimal stopping problem of reward sequence U(S_n)(1+r)~n generated by utility function U(x) in the financial market model of discrete time.
     本文考虑离散时间金融市场模型中由效用函数U(x)所产生的报酬序列(U1+(Srn))n的最优停止问题.
短句来源
     Optimul Stopping Rule on Discounted investment Model
     一类折扣型投资模型的最优停止
短句来源
     From R&D investment characteristic, based on delay option, R&D investment opportunity value is analyzed and the optional trigger point of R&D investment decision by using optional stopping theory and stochastically analysis method is obtained. The result revises the traditional investment criterions, which improves the science of the decision- making of R&D project investment.
     从R&D投资特性和已有研究出发,以延迟期权为基础,运用最优停止理论及随机分析方法,分析了R&D投资的机会价值,得到了最优投资决策的临界值,从而增加了R&D投资决策的科学性.
短句来源
     The Problem of Optimal Probability Stopping Time
     概率最优停止问题
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  optimal stopping
On approximation of optimal stopping of bayesian sequential test for a normal mean
      
In this paper, we present a simple and direct approach in which supermartinagles are used to approximate the optimal stopping sets associated with the Bayesian sequential test for normal population means.
      
Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation
      
Convergence results are given and applications to optimal stopping under partial observation are discussed.
      
Finally, the optimal stopping time, which generates the UMP test with level α and has the minimum total experiment time as well, is obtained.
      
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  optimal stop
We have formulated the rules for determining optimal stop times for various functions of losses in the problem of the quickest detection of jump-like variation in signal parameters in continuous time.
      


In this paper we consider a new kind of optimal stopping problems. Let {x_n,y_n, f_n}_n~∞=1 be an integrable and adapted stochastic process. We will find an optimal stopping rule for {x_n,f_n}_n~∞=1 in the class of stopping rule D such that for any t ∈D, Ey_≥V_y-α, where α is a constant and V_y is the value of {y_n, f_n}_n~∞=1 such that V_y<∞. Adopting the Lagrange's method and the generalized Shell's method we obtain some existence theorems respectively. Finally, we discuss the two methods and apply them to...

In this paper we consider a new kind of optimal stopping problems. Let {x_n,y_n, f_n}_n~∞=1 be an integrable and adapted stochastic process. We will find an optimal stopping rule for {x_n,f_n}_n~∞=1 in the class of stopping rule D such that for any t ∈D, Ey_≥V_y-α, where α is a constant and V_y is the value of {y_n, f_n}_n~∞=1 such that V_y<∞. Adopting the Lagrange's method and the generalized Shell's method we obtain some existence theorems respectively. Finally, we discuss the two methods and apply them to solve the optimal stopping problem of the stochastic sequence of randon vectors.

本文提出这样一类新的最优停止问题:设{x_n, y_n, F_n}_n~∞=1是两个可积的适应随机序列,在使得E_(yt)≥V_y-α的停时类中求{x_n,F_n}_n~∞=1的最优停时,其中α是一常数,V_y是{y_n}_n~∞=1的值,且V_y<∞。我们分别用Lagrange方法和推广了的Snell外壳方法给出了存在性定理,并进行了一些比较,指出了对多目标最优停止问题的一个应用。

In this paper, we comsider a class of special secretary problem. Every applicant can refuse an offier of employment with a probability which depend only on her absolute rank. We derive the optimal stopping rule which maximizes the probabitily of employing the best one.

本文考虑了一类特殊的秘书问题,每一名候选的姑娘都因某种理由以一定概率拒绝入选,而且假定这个拒绝概率只与候选人的绝对名次有关。本文给出了这一问题的最优停止规则,推广了文献[2]的结果。

Optimal Stopping for Markov chains with infinite time has been discussedin this paper.The sufficient condition for the existence of the optimal stoppingvariable and the value function of the optimal stopping for Markov chainswith infinite states has been obtained.The results show that the condition andcalculation of the optimal stopping problem for Markov chains with finitestates are equivalent to solving some linear programs.

本文讨论了时间无限的马尔可夫链的最优停止问题。对于无限状态情况,给出了其最优停止变量以及值函数存在的一个充分条件;对于有限状态情况,这个充分条件以及问题的计算等价于解一个线性规划问题。

 
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