两个吸收屏障之间的受控二维马尔可夫链

IF 1.1 4区数学 Q2 MATHEMATICS, APPLIED

Journal of Difference Equations and Applications Pub Date : 2023-11-20 DOI:10.1080/10236198.2023.2284831

Mario Lefebvre

引用次数: 0

摘要

设(Xn,Yn)为二维离散控制马尔可夫链。考虑了最优控制链直到Xn+Yn等于两个常数中的任意一个的问题。目的……

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Controlled two-dimensional Markov chains between two absorbing barriers

Let (Xn,Yn) be a two-dimensional discrete-time controlled Markov chain. The problem of optimally controlling the chain until the sum Xn+Yn is equal to either of two constants is considered. The aim...

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来源期刊

Journal of Difference Equations and Applications 数学-应用数学

CiteScore

2.10

自引率

9.10%

发文量

审稿时长

4-8 weeks

期刊介绍： Journal of Difference Equations and Applications presents state-of-the-art papers on difference equations and discrete dynamical systems and the academic, pure and applied problems in which they arise. The Journal is composed of original research, expository and review articles, and papers that present novel concepts in application and techniques. The scope of the Journal includes all areas in mathematics that contain significant theory or applications in difference equations or discrete dynamical systems.