马尔可夫链理论在风险型决策问题中的应用

各种自然状态出现的概率是解决风险型决策问题的关键,自然状态概率分布大小的变化会显著地改变分析结果,因此要提高决策分析的精度就必须设法提高概率分布的估计精度。但以往通过先验概率进行决策,存在准确性不足和浪费大量人力、物力和财力的缺点。将马尔可夫链理论运用到决策过程中,可以既不用花费大量的投入,又能保证决策的准确性。

The Application of Markov Chain Theory in Risk Decisions

The probability of the occurrence of every natural status is the key to risk decision-making process.The different probability of natural status will affect the analysis result and therefore the estimate of the probability has to be as precise as possible so as to guarantee the accuracy of decision.The decision based on priori probability is not adequately accurate and consumes large amount of human and material investment.The use of Markov chain theory can ensure the accuracy of decision with a relatively small investment.