一类改进的马氏决策过程及其相关问题分析-an improved markov decision-making process and analysis of related problems.docxVIP
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一类改进的马氏决策过程及其相关问题分析-an improved markov decision-making process and analysis of related problems
AbstractMarkovdecisionprocessesisabranchofProbabilitytheory,anditisalsoabranchofstochasticoperationsresearchandstochasticoptimalcontrolsystem.Soitsresearchisveryactive,wegotgoodachievementsinthetheoryandapplication.ThecoreproblemofMarkovdecisionprocessesistofindanoptimalstrategyfunction?undersomeoptimalprinciple,tomakethesystemoptimal.IntheresearchofthetraditionalMarkovdecisionprocesses,Thestrategyweadoptedisthefunctionofthestate,andweconsiderproblemwithinthestationarypolicyinmostcases.Whileinmanypracticalproblems,thestrategyisnotthefunctionofthestate,suchas,underaknownstate,thestrategyisgetavaluerandomaccordingtoadistributioninagivenactionspace.sothelimitationsofthetraditionalMarkovdecisionprocessesleadtoMarkovdecisionprocessescannotsolvethiskindofuncertainproblemwefaced.Basedonthisbackground,thispaperdefinedanimprovedMarkovdecisionprocessesanddosomeresearchabouttherelatedproperties.Theworkofthispaperisasfollows:givethedefinitionoftheimprovedMarkovdecisionprocessesinmath,thendiscusstheMarkovpropertyandextremebehavior,andprovethattheimprovedMarkovdecisionprocessesexistthestationarydistributionintheory;provetheconvergenceofvaluefunctionusingtheexistenceofstationarydistributionandergodicitytheorem;givethedefinitionoftheoptimalequationandtheoptimalprobabilitydistributioninmath.Keywords:Markovdecisionprocesses,stationarydistribution,optimalprobabilitydistributionII目录摘要............................................................................................................................IAbstract.......................................................................................................................II第一章绪论.................................................................................................................11.1研究背景与研究意义....................................................................................11.2国内外研究现状............................................................................................31.3本文主要的研究工作及内容安排.......................
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