摘要
构造了一函数序列,用于控制时间齐次马氏过程的条件数学期望,并求出该函数序列的极限函数,且证明了此极限函数是相应的各类控制函数中极小者。
We constructed a sequence of functions which can be used to control conditional ex-pectation of time-homogeneous Markov processes, and obtained its limiting function,
and meanwhile, proved that it is the minimal function of all kinds of control functions.
The result is the improvement and development of the results described in published pa
pers.
出处
《大庆石油学院学报》
CAS
北大核心
1992年第3期100-102,共3页
Journal of Daqing Petroleum Institute
关键词
可测函数
马氏过程
条件
数学期望
[Markov processes]
[conditional expectation]
measurable function
