assignmentutor™您的专属作业导师

assignmentutor-lab™ 为您的留学生涯保驾护航 在代写随机控制Stochastic Control方面已经树立了自己的口碑, 保证靠谱, 高质且原创的统计Statistics代写服务。我们的专家在代写随机控制Stochastic Control代写方面经验极为丰富，各种代写随机控制Stochastic Control相关的作业也就用不着说。

• Statistical Inference 统计推断
• Statistical Computing 统计计算
• (Generalized) Linear Models 广义线性模型
• Statistical Machine Learning 统计机器学习
• Longitudinal Data Analysis 纵向数据分析
• Foundations of Data Science 数据科学基础

## 统计代写|随机控制代写Stochastic Control代考|Simulation part

A second software called a simulator is then used to accurately compute some financial indicators (VaR, EEaR, expected gains on some given periods). The optimization part only gives the Bellman values in each possible state of the system. In the simulation part, the uncertainties are accurately described with using many scenarios (many tens of thousand) to accurately test the previously calculated Bellman values. Besides, the modelization in the optimizer is often a simplified one so that calculation are made possible by a reduction in the number of state variable. In the simulator it is often much more easier to deal with far more complicated constraints so that the modelization is more realistic. In the simulator, all the simulations can be achieved in parallel, so we could think that this part is embarrassingly parallel as shown by algorithm 2. However, we will see in the sequel that the parallelization scheme used during the optimization will bring some difficulties during simulations that will lead to some parallelization task to achieve.

## 统计代写|随机控制代写Stochastic Control代考|Parallelization overview of the simulation part

In usual sequential software, simulations is achieved scenario by scenario: the stock levels and the commands are calculated from date 0 to date $T$ for each scenario sequentially. This approach is obviously easy to parallelize when the Bellman values are shared by each node. In our case, doing so will mean a lot of time spent in IO. In the algorithm 2, it has been chosen to advance time step by time step and to do the calculation at each time step for all simulations. So Bellman temporary files stored in the optimization part are opened and closed only once by time step to read Bellman values of the next time step.

Similarly to the optimization part, at each time step $t_{n}$ the following algorithm is achieved by each computing node:

1. Each computing node reads some temporary files of optimization results: the $t_{n+1}$ data map and the $t_{n+1}$ data (Bellman values). All these reading operations are achieved in parallel from the $P$ computing nodes.
2. For each trajectory (up to the number of trajectories managed by each node):
(a) Each node simulates the hazard trajectory from time step $t_{n}$ to time step $t_{n+1}$.
(b) From the current $\mathrm{N}$ dimensional stock point $S P_{n}$, using equation 2, each node computes the $t_{n+1} \mathrm{~N}$-subcube of points where the $t_{n+1}$ Bellman values are required to process the calculation of the optimal command at $S P_{n}$ : the $t_{n}$ shadow region coordinates of the current trajectory.
(c) All nodes exchange their $t_{n}$ shadow region coordinates using MPI communication routines and achieving a all_gather communication scheme. So, each node can build a complete $t_{n+1}$ shadow region map in its local memory. In the optimization part each node could compute the entire $t_{n+1}$ shadow region map, but in the simulation part inter-node communications are mandatory.

## 统计代写|随机控制代写Stochastic Control代考|Parallelization overview of the simulation part

1. 每个计算节点读取一些优化结果的临时文件：吨n+1数据地图和吨n+1数据（贝尔曼值）。所有这些读取操作都是从并行实现的磷计算节点。
2. 对于每个轨迹（最多由每个节点管理的轨迹数）：
(a) 每个节点从时间步长模拟危险轨迹吨n到时间步吨n+1.
(b) 从当前ñ立体库存点小号磷n，使用等式 2，每个节点计算吨n+1 ñ- 点的子立方，其中吨n+1需要贝尔曼值来处理最优命令的计算小号磷n： 这吨n当前轨迹的阴影区域坐标。
(c) 所有节点交换他们的吨n阴影区域坐标使用 MPI 通信例程并实现 all_gather 通信方案。所以，每个节点都可以构建一个完整的吨n+1阴影区域映射在其本地内存中。在优化部分，每个节点都可以计算整个吨n+1阴影区域图，但在模拟部分节点间通信是强制性的。

## 有限元方法代写

assignmentutor™作为专业的留学生服务机构，多年来已为美国、英国、加拿大、澳洲等留学热门地的学生提供专业的学术服务，包括但不限于Essay代写，Assignment代写，Dissertation代写，Report代写，小组作业代写，Proposal代写，Paper代写，Presentation代写，计算机作业代写，论文修改和润色，网课代做，exam代考等等。写作范围涵盖高中，本科，研究生等海外留学全阶段，辐射金融，经济学，会计学，审计学，管理学等全球99%专业科目。写作团队既有专业英语母语作者，也有海外名校硕博留学生，每位写作老师都拥有过硬的语言能力，专业的学科背景和学术写作经验。我们承诺100%原创，100%专业，100%准时，100%满意。

## MATLAB代写

MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中，其中问题和解决方案以熟悉的数学符号表示。典型用途包括：数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发，包括图形用户界面构建MATLAB 是一个交互式系统，其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题，尤其是那些具有矩阵和向量公式的问题，而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问，这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展，得到了许多用户的投入。在大学环境中，它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域，MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要，工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数（M 文件）的综合集合，可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。

assignmentutor™您的专属作业导师
assignmentutor™您的专属作业导师