| 1. | Explicit solution to the discrete lyapunov - like matrix equation
矩阵方程的显式解 |
| 2. | Explicit solutions to an optimal po
有随机现金流时投资优化问题的显式解 |
| 3. | Explicit solutions of zacharov - kuznetsov equation
方程的显式解 |
| 4. | Maximum entropy method and quadratic programming sub - problem ' s explicit solution
极大熵方法与二次规划子问题的显式解 |
| 5. | Nonclassical potential symmetries and new explicit solutions of fokker - planck equation
方程的非古典势对称群及新显式解 |
| 6. | 23 bajaj c , xu g . spline approximation of real algebraic surfaces . journal of symbolic computation , 1997 , 23 : 315 - 333
基于向量运算，我们给出了插值曲面的完全显式解，保证了曲面的快速生成。 |
| 7. | The analysis results in closed form analytic solutions that can easily be computed and exhibits qualitatively different optimal behaviors , depending on parameter values
通过分析得出显式解，此解可根据参数值的变化而表示出不同形式的最优行为。 |
| 8. | However , from the point of view of development , for dynamical response of large dam and three - dimensions bodies , movation solution which is more efficient , more accurate and explicitly decoupled should be used . it is a tendency of future
但从发展的角度看，对于大型坝体的动力反应分析或三维问题，应采用计算效率和精度更高的显式解耦的波动数值求解技术，这应该是未来发展趋势所在。 |
| 9. | 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 pension funds in the deterministic and stochastic contribution cases respectively , solves the hjb equations to obtain the explicit form solutions of the optimal investment decision and payment polices , and then uses monte carlo simulation for the optimal strategy in the deterministic contribution case
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。 |
| 10. | In this papcr , wc discussed the fully discrete multi - type risk model and several random variables relate to the time of ruin . the recursive formulas and explicit expressions of ruin probability and the distribution law of the surplus immediately before ruin were obtained . by " martingale approach " , wc get an upper bound of ruin probability
本文在经典风险模型的基础上建立了完全离散的多险种风险模型并对该模型讨论了几个和破产时刻有关的随机变量。得到了破产概率以及破产前盈余的分布律的递推解和显式解，采用鞅方法，我们得到了一个破产概率的一个上界。 |
