| 引用本文: | 殷保群, 李衍杰, 奚宏生, 周亚平.一类可数Markov控制过程的最优平稳策略[J].控制理论与应用,2005,22(1):43~46.[点击复制] |
| YIN Bao-qun, LI Yan-jie, XI Hong-sheng, ZHOU Ya-ping.Optimal stationary policies for a class of countable Markov control processes[J].Control Theory and Technology,2005,22(1):43~46.[点击复制] |
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| 一类可数Markov控制过程的最优平稳策略 |
| Optimal stationary policies for a class of countable Markov control processes |
| 摘要点击 1637 全文点击 1348 投稿时间：2003-08-12 修订日期：2004-03-24 |
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| DOI编号 10.7641/j.issn.1000-8152.2005.1.008 |
| 2005,22(1):43-46 |
| 中文关键词 可数Markov控制过程 性能势 平均代价准则 紧致行动集 最优平稳策略 |
| 英文关键词 countable Markov control process performance potential average-cost criteria compact action set optimal stationary policy |
| 基金项目 国家自然科学基金资助项目(60274012); 安徽省自然科学基金资助项目(01042308). |
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| 中文摘要 |
| 研究了一类具有可数状态空间的Markov控制过程在无限水平平均代价准则下的最优平稳策略问题.对此类过程,引入了折扣Poisson方程,运用无穷小矩阵和性能势的基本性质,导出了平均代价模型在紧致行动集上的最优性方程,并证明了其解的一个存在性定理. |
| 英文摘要 |
| The problems of optimal stationary policies are studied for a class of Markov control processes with countable state spaces and infinite horizon average-cost criteria.The discounted Poisson equation is introduced for these processes.Using the basic properties of infinitesimal generators and performance potentials,the optimality equation is given for the average-cost model on a compact action set,and an existence theorem of the solution to this equation is proved. |
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