马尔柯夫决策规划随机误差研究
Study on the Random Errors in Markovian Decision-Making Planning
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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 推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,对其抉择过 程和步骤作了详尽阐述。Abstract: Combined with practices, the theories and methods ofMarkovian randomprocess, the creation of transition probabilitymatrix and the calculation of stable state probability are concisely described. Consider- ing 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 newviewpoint, and creates a scien- tific, rational, workable and predicative decision-making technique, which combines Markovian decision- making planningwith sensibility analysis. Besides, by making full use of an example, the author discusses the decision-making process and steps in detail.
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Key words:
- Markovian processes /
- random errors /
- matrix of transition probability /
- optimal decision
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