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Journal of Korean Society for Quality Management 1983;11(2): 2-. |
| Markov 과정(過程)의 수리적(數理的) 구조(構造)와 그 축차결정과정(逐次決定過程) |
| 김유송 |
| 동국대학교 산업공학과 |
| On The Mathematical Structure of Markov Process and Markovian Sequential Decision Process |
| Yu-Song Kim |
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| ABSTRACT |
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As will be seen, this paper is tries that the research on the mathematical structure of Markov process and Markovian sequential decision process (the policy improvement iteration method,) moreover, that it analyze the logic and the characteristic of behavior of mathematical model of Markov process. Therefore firstly, it classify, on research of mathematical structure of Markov process, the forward equation and backward equation of Chapman-kolmogorov equation and of kolmogorov differential equation, and then have survey on logic of equation systems or on the question of uniqueness and existence of solution of the equation. Secondly, it classify, at the Markovian sequential decision process, the case of discrete time parameter and the continuous time parameter, and then it explore the logic system of characteristic of the behavior, the value determination operation and the policy improvement routine. |
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