Modern Trends in Controlled Stochastic Processes: - Theory and Applications, V.III
Modern Trends in Controlled Stochastic Processes: - Theory and Applications, V.III
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受控随机过程的现代趋势：- 理论与应用，V.III
DOI：
10.1007/978-3-030-76928-4_3
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发表时间：
2021
期刊：
影响因子：
--
通讯作者：
Piunovskiy A
中科院分区：
文献类型：
--
作者：
Piunovskiy A
本文研究了正整数格上随机游动的一个猜想，从一个大的点开始，直到负点的吸收：在第一步，人们必须最大化通过格上一个点的期望回报。在适当的条件下，这个猜想是正确的。反例表明，有时它是无效的。
In this paper we investigate the following conjecture about the random walk on the positive integer lattice, starting from a large pointand up to the absorption at negative points:on the first steps, one has to maximize the expected reward coming from passing through one point on the lattice. Under appropriate conditions, this conjecture is true. The counter-example shows that sometimes it is not valid.