历史相依决策模型的建立及相应过程的构造

Establishment of History Dependent Decision Models and Construction of Corresponding Processes

历史相依决策模型(HDDM)及历史相依决策过程(HDDP)是决策模型及相应的决策过程的一般情形.马氏决策模型(MDM)及马氏决策过程(MDP)是HDDM及HDDP的特殊情形.本文严格地建立了历史相依决策模型,并证明了相应的历史相依决策过程的存在性,证明是构造性的.作为HDDM及HDDP的特殊情形,建立了马氏决策模型(MDM),并构造了相应的马氏决策过程(MDP).

History Dependent Decision Model （ HDDM） and History Dependent Decision Process （ HDDP） are the most general cases of the decision model and their corresponding processes. The Markov Decision Model （MDM） and Markov Decision Process （MDP） are special cases of HDDM and HDDP. In this work, the history dependent decision model has been established, and the existence of corresponding history dependent decision process has been proved. The proof is constructive. As special cases of HDDM and HDDP, the Markov decision model has been established and the Markov decision process has been constructed.