简介:1.IntrodnctionTheweightedMarkovdecisionprocesses(MDP’s)havebeenextensivelystudiedsince1980’s,seeforinstance,[1-6]andsoon.ThetheoryofweightedMDP’swithperturbedtransitionprobabilitiesappearstohavebeenmentionedonlyin[7].Thispaperwilldiscussthemodelsofwe...
简介:在这份报纸,我们调查为剩余进程的打折的惩罚功能由piecewise描述了的Gerber-Shiu确定的Markov进程(PDMP).We导出一个不可分的方程因为Gerber-Shiu打折惩罚功能,并且当起始的剩余是零时,获得准确解决方案。Dickson公式也被概括到现在的剩余过程。关键词Gerber-Shiu打折惩罚功能-piecewise确定的Markov过程-最终的毁灭概率-Volterra不可分的方程先生(2000)题目分类91B30-62P20由中国的国家自然科学基础支持了(资助Nos.10926161,10901086,10871102),2007CB814905和研究为高等教育的博士程序资助的中国(973程序)的国家基本研究节目
简介:Inthispaperwediscussthediscrete,timenon--homogeneousdiscountedMarkoviandecisionprogramming,wherethestatespaceandallactionsetsarecountable.Supposethattheoptimumvaluefunctionisfinite.Wegivethenecessaryandsufficientconditionsfortheexistenceofanoptimalpolicy.Supposethattheabsolutemeanofrewardsisrelativelybounded.Wealsogivethenecessaryandsufficientconditionsfortheexistenceofanoptimalpolicy.