馬爾可夫鏈理論及其在經(jīng)濟(jì)管理領(lǐng)域的應(yīng)用研究.pdf

1、河海大學(xué)碩士學(xué)位論文馬爾可夫鏈理論及其在經(jīng)濟(jì)管理領(lǐng)域的應(yīng)用研究姓名：彭志行申請(qǐng)學(xué)位級(jí)別：碩士專(zhuān)業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：夏樂(lè)天20060201河海大學(xué)碩士學(xué)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