以下为句子列表:
英文: By use of transform, the problem of stochastic optimal control with uncertain terminating time is transformed into that with determinate terminating time; then the problem is solved using the theory of stochastic optimal control with determinate terminati
中文: 通过变换,将终时不确定的随机最优控制问题转化为终时确定的随机最优控制问题;然后,利用终时确定的随机最优控制理论来求解。
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英文: In this paper, the problem of stochastic optimal control with uncertain terminating time is discussed.
中文: 摘要文章研究了终时不确定的随机最优控制问题。
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英文: This paper applies the theory of stochastic optimal control to deal with the optimal investment strategy problem for defined-contribution occupational pension scheme, sets up the optimal investment models under the minimum payment loss of the occupational
中文: 摘要利用随机控制理论研究缴费确定型企业年金的最优投资策略,分别在固定缴费和随机缴费情形下,建立基于给付损失最小化的企业年金最优投资模型,通过求解HJB方程得到最优投资策略和给付水平的显式解,并对固定缴费时的最优策略进行蒙特卡洛仿真模拟。
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