馬爾可夫鏈理論及其在經(jīng)濟管理領域的應用研究.pdf

1、河海大學碩士學位論文馬爾可夫鏈理論及其在經(jīng)濟管理領域的應用研究姓名：彭志行申請學位級別：碩士專業(yè)：應用數(shù)學指導教師：夏樂天20060201河海大學碩士學位論文ABSTRACTMarkovchainisanextensivelyappliedstochasticprocessmodelwhichistoquantitativelyanalysisasystemtransferingfromonestatetoanothermanydyna

2、micsystematicproblemsintheeconomicandsoeialphenomenonCallbedescribedbyMarkovchainThepaperfirstin虹oducessev目albasicmethodsofmarkovchalnandsomemoreimportantbranchesofMarkovchainespeciallythebirthdeathprocessi8SUCanditsstru

3、ctureThemainbedyofthepaperistoanalysisthestochasticmathematicmodelappliedintheeconomicandmanagementfieldwhichisbasedonthetransitionprobability，the“Markovproperty’testofrandomvailableseries，theMarkovchalnpredictionmethodb

4、asedonabsolutedistributionandtheMarkovchainpredictionmethodbasedonprobabilitysummationThrobghthepractice，ithasbeenproventhatthemodelispracticalandCanbeappliedintheeconomicandmanagementfield，whichCanoptimizethelongtermben

5、efitThepaperalSOdiscusses4kindsofthestateclassificationmetho凼intheapplicationandthecalculationstepsoftheclassicalpredictionmethodofMarkovchainandsummarizesseveralunresolvedproblemsofMarkovchainandtheresearchfindingsofthe

6、seproblemsThepaperalsoanalysesseveralexamplesoftheappficationoftheMarkovchainintheeconomicandmanagementfield，thedifferencesofthepredicationmethodsoftheMarkovchainandotherquantitativeanalysismethod，andsomeproblemsandshort

7、comingsintheapplicationTheresolutionsarealsodiscussedinthepaperFinallythepapergivessomeproposalstoperfecttheMerkovchainwhichaIeW茍ghtedMarkovchain，GreyMerkovchain，HiddenMmkovmodel，anddiscussesthesuperinrityandsomeproblems