摘要
风险型动态规划是研究时间离散系统即多阶决策系统的一种最优化方法.通过建立一个马尔可夫过程,用值迭代法推导出它的模型并求出模型的解,最后将其应用于宏观经济系统的研究.
Risking dynamic programming is a optimal method studying timediscrete system which is also called multistage policy system.A Malkolf process is set up and then the model is reduced,the result is also gained by using value iteration.At last the method is introduced to studying of macroeconomic system.
出处
《湖北大学学报（自然科学版）》
CAS
2003年第2期113-116,共4页
Journal of Hubei University：Natural Science
基金
江苏省自然科学基金资助
