摘要
1.引言 连续时间首达目标模型有广泛的实际背景,它可应用于可靠性系统的优化问题,排队系统的优化控制问题,自动控制中的决策优化问题,等等。我们准备研究下列几个模型: Ⅰ,折扣矩最优模型; Ⅱ,考虑工作寿命的最优模型; Ⅲ,首达时间依分布最优模型。
Continuous time first arrival target discounted moment optimal models with countable state and action spaces are investigated.A general formula of the k-th moment of total discounted return is given.A relation between the continuous and associated discrete time quasidiscounted return is established.It is shown that there exists a unique bounded solution for the moment optimal equation under a rather weak condition.Some properties of optimal policies are discussed.
出处
《应用数学学报》
CSCD
北大核心
1991年第1期115-124,共10页
Acta Mathematicae Applicatae Sinica
基金
清华大学理学院基金
