经济系统中马氏决策过程的状态跳跃研究

State jump research of Markov decision processes in economic system 

决策问题普遍存在于经济系统中。许多经济决策可用非时齐马氏决策过程描述和求解，以便对决策作理论分析或提供一定的参考方案。求解马氏决策过程的难题往往是求解其转移概率函数。为结合经济系统中动态过程的状态特点求解非时齐马氏决策过程，本文将跳跃过程与马氏决策过程相结合，给出用这种结合分析经济问题的依据，从而为进一步求解非时齐马氏决策问题的转移概率函数明确了概念和奠定了分析基础。

It is a catholics problem that makes decision in economic system. Many economic decisions in economics system could be described and solved with non homogeneity Markov processes so that these decision outcomes could be a theoretical analysis and either some referential schemes for decision maker. In order to solve non homogeneity Markov decision process while join together the charateristics of states in dynamic processes in economic system, this paper will combine Markov decision process with jump process. The work provides a concept and analysis base for developing the transfer probability function of non homogeneity Markov processes in economics.