马尔可夫过程及其控制的理论和应用  

Theory and applications of Markov processes and their control

作　　者：陈娴 王文元[1] 周达 CHEN Xian;WANG Wenyuan;ZHOU Da(School of Mathematical Sciences,Xiamen University,Xiamen 361005,China)

机构地区：[1]厦门大学数学科学学院,福建厦门361005

出　　处：《厦门大学学报（自然科学版）》2023年第6期1045-1051,共7页Journal of Xiamen University：Natural Science

摘　　要：马尔可夫过程,也称作马氏过程,是在理论和应用上都非常重要的一类随机过程.本文综述了厦门大学数学科学学院概率论研究团队近10年来在马氏过程以及控制的相关理论和应用方面的研究成果.Markov processes,a.k.a.Markov chains,constitute a highly significant class of stochastic procedures in both theories and applications.In this paper,we provide an overview of research achievements in the field of Markov processes and their control,conducted by the Probability Theory Research Team of the School of Mathematical Sciences at Xiamen University over the past decade.

关 键 词：马氏过程 保正型 随机博弈 风险灵敏性准则 列维过程 生物数学 

分 类 号：O211.62[理学—概率论与数理统计]