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

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.