A Generalized Stochastic Hamiltonian Method for Some Special Stochastic Optimization Problems

摘要：

A generalized stochastic Hamiltonian method for some special stochastic optimization problems is proposed, and the equilibrium solutions to a special class of autonomous stochastic optimization problems are derived by this method.

作者: Haijun Wang Yanhuai Lang

作者单位: Department of Applied Mathematics Shanghai University of Finance and Economics Shanghai, P. R. China 200433

会议类型: 国际会议

会议名称: Fourth International Conference on Impulsive and Hybrid Dynamical Systems(ICIHDS 2007)(第四届国际脉冲和混合动力系统学术会议)

会议地点: 南宁

会议语种:英文

在线出版日期: 2007-07-20（万方平台首次上网日期，不代表论文的发表时间）