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变动市场环境下的马尔可夫决策
引用本文:刘成钢,宁宣熙.变动市场环境下的马尔可夫决策[J].南京航空航天大学学报,2002,34(5):505-508.
作者姓名:刘成钢  宁宣熙
作者单位:南京航空航天大学经济与管理学院,南京,210016
摘    要:在原有马尔可夫决策的基础上,提出对应于不断发展的市场环境下的马尔可人决策的改进模型。该模型考虑市场增长对处于竞争之中的同类型公司的最终市场占有率所具有重要的影响,并给出了市场按照不同类型增长曲线发展的相应模型及最终均衡状态的含义。

关 键 词:市场增长  马尔可夫链  平稳分布  市场占有率
文章编号:1005-2615(2002)05-0505-04
修稿时间:2002年1月11日

Markov Decision in an Increasing Market
Liu Chenggang Ning Xuanxi College of Economics and Management,Nanjing University of Aeronautics & Astronautics Nanjing ,P.R.China.Markov Decision in an Increasing Market[J].Journal of Nanjing University of Aeronautics & Astronautics,2002,34(5):505-508.
Authors:Liu Chenggang Ning Xuanxi College of Economics and Management  Nanjing University of Aeronautics & Astronautics Nanjing  PRChina
Institution:Liu Chenggang Ning Xuanxi College of Economics and Management,Nanjing University of Aeronautics & Astronautics Nanjing 210016,P.R.China
Abstract:The existed Markov decision model can be used to predict the final market occupationrate of each company. The company competes with each other in a market where experiences do change in total market column. If original state of each company and Markov transition matrix are provided,the final equilibrium state can be got by the model. However, there is no such market as above shown. Nearly all markets are continually changing. This paper presents new Markov decision models based on the original one and considers an important influence of market increase on different companies in a same kind of market. The new models can be applied in an increasing market to determinate the final market occupation rate according to different types of market increase curve .And implication of the final equilibrium state is also presented.
Keywords:market increase  Markov chain  constant distribution
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