西南石油大学学报(自然科学版) ›› 1988, Vol. 10 ›› Issue (3): 45-55.DOI: 10.3863/j.issn.1000-2634.1988.03.006

• 经济管理 • 上一篇    下一篇

一类随机决策过程及其最优性

张明泉

  

  1. (管理工程系)
  • 收稿日期:1987-10-24 修回日期:1900-01-01 出版日期:1988-08-20 发布日期:1988-08-20
  • 通讯作者: 张明泉

A RANDOM.DECISION PROCESS AND ITS .OPTIMIZATION

Zhang Ming-quan
  

  1. (Dept, of Management)
  • Received:1987-10-24 Revised:1900-01-01 Online:1988-08-20 Published:1988-08-20
  • Contact: Zhang Ming-quan

摘要: 假设给定区间上的单峰函数的峰位点服从一给定的概率分布,对于任一给定的试脸策略,本文定义了相应的多阶段决策过程‘时任a给定的精度标准。和两试验点间最小允许距离do(do为最优指标,讨论了随机意义卞的优选法问题,建立了时应于任一给定试验策略的随机决策过程,得到了最优试验策略应满足的充分必要条件。它是一组迭代方程,通过时这组方程的求解就能得到具体的试验策略,并能预报所需试验次数之数学期望的最优值。文中还考虑了限定做m批试验的优选问题,以试验后的s精度的数学期望最小为最优指标,得到了类似的结果。

关键词: 优选法 概率 最优策略 条件

Abstract: In this ,paper, it is assumed that a point at which a unimodal func-
tion possesses a maximum value satisfies a given probability distribution,
For a giveen policy, we have defined a sequential decision _procss, Given
numbers s and d, we have discussed the optimality of the policy ,when
mathematical expectation of the number of tests according to the policy
s-been taken as an optimum criterion, and obtained a necessary and su-
fficient condition that an optimal policy must satisfy, Meanwhile, we
have discussed the optimization about nn-step policy when mathematical
expectation of final 8-accuracy has been taken as an optimum criterion,
and finally obtained similar results,

Key words: optimum seeking mothod, probability, optimal policy, conditions