| 连续时间折扣模型最优策略的结构 |
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| 引用本文： | 林元烈. 连续时间折扣模型最优策略的结构[J]. 清华大学学报(自然科学版), 1985, 0(3) |
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| 作者姓名： | 林元烈 |
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| 作者单位： | 应用数学系 |
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| 摘 要： | 本文研究了连续时间马氏决策规划折扣模型在（ｃ）上最优策略的若干重要性质和它的结构。由于引进了映像及，使证明大为简化。特别是证明了：一随机平稳策略，它在（ｃ）上是最优的充要条件是它可表为若干个决定性平稳最优策略的凸组合。
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| 关 键 词： | 最优策略 马氏决策 连续时间折扣模型 |
Structure of Optimal Policy for Continuous Time Discounted Markov Decision Model |
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| Lin Yuanlie. Structure of Optimal Policy for Continuous Time Discounted Markov Decision Model[J]. Journal of Tsinghua University(Science and Technology), 1985, 0(3) |
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| Authors: | Lin Yuanlie |
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| Affiliation: | Department of Applied Mathematics |
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| Abstract: | Certain important properties of an optimal policy in m (c) for a continuous time discounted Markov decision model are studied. The proof is much simplified since mappings and are used. It is shown that the randomized stationary policy is an optimal policy in m (c) if and only if it is convex combination of some deterministic stationary optimal policies. |
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| Keywords: | optimal policy Markov decision continuous time discounted model. |
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