| 连续时间马氏决策过程——最优策略对折扣因子的灵敏度分析 |
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| 引用本文： | 朱益民.连续时间马氏决策过程——最优策略对折扣因子的灵敏度分析[J].浙江工业大学学报,1999,27(2):155-159. |
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| 作者姓名： | 朱益民 |
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| 作者单位： | 浙江工业大学浙西分校 |
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| 摘 要： | 讨论了连续时间马氏决策过程中最优平稳策略对折扣因子的灵敏度问题，并将之化为一个多项式问题来求解。
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| 关 键 词： | 持续时间 马尔柯夫决策 马尔柯夫过程 最佳化 策略 折扣因子 灵敏度 分析 |
Continuous time Markov decision processes Analysis of sensitivity of optimal stationary policy with discounted factor |
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| ZHU Yi min.Continuous time Markov decision processes Analysis of sensitivity of optimal stationary policy with discounted factor[J].Journal of Zhejiang University of Technology,1999,27(2):155-159. |
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| Authors: | ZHU Yi min |
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| Abstract: | This paper discusses the sensitivity problem of optimal statinary policy with discounted factor in continuous time Markov dicision process.The author gives a solution by reducing it to a polynomial problem. |
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| Keywords: | duration Markov decision Markov processes optimization strategies discounted factor sensitivity analysis(mathematics) |
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