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马尔柯夫决策规划随机误差研究
引用本文:刁明碧.马尔柯夫决策规划随机误差研究[J].西南交通大学学报,2000,35(2):160-164.
作者姓名:刁明碧
作者单位:西南交通大学经济管理学院,四川,成都,610031
摘    要:联系实际对马尔柯夫随机过程、转移概率矩阵的建立以及稳定状态概率的计算等理论与方法,进行简明论述;针对马尔柯夫决策中的大量随机因子使转移概率失真而产生的随机误差进行研究,提出了新的见解,并提出将马尔柯夫决策规划与敏感性分析相结合的科学、合理、可行的预测决策技术;充分运用案例,对基抉择过程和步骤作了详尽阐述。

关 键 词:马尔柯夫过程  随机误差  最优决策  经济管理

Study on the Random Errors in Markovian Decision-Making Planning
DIAO Ming-bi.Study on the Random Errors in Markovian Decision-Making Planning[J].Journal of Southwest Jiaotong University,2000,35(2):160-164.
Authors:DIAO Ming-bi
Abstract:Combined with practices, the theories and methods of Markovian random process, the creation of transition probability matrix and the calculation of stable state probability are concisely described. Considering that in Markovian decision process, a great number of random factors lead to the distortion of transition probability, and hence producing random errors, the author proposes a new viewpoint, and creates a scientific, rational, workable and predicative decision making technique, which combines Markovian decision making planning with sensibility analysis. Besides, by making full use of an example, the author discusses the decision making process and steps in detail.
Keywords:Markovian processes  random errors  matrix of transition probability  optimal decision  
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