Optimization of Multitype Branching Processes
Optimization of Multitype Branching Processes
复制标题
多类型分支过程的优化
DOI：
10.1287/mnsc.23.2.117
复制
发表时间：
1976
影响因子：
5.4
通讯作者：
S. Pliska
中科院分区：
文献类型：
--
作者：
S. Pliska
我们考虑一个离散的时间或与年龄相关的分支过程，在该过程中，人口由K类型组成。收到的奖励是最大化预期奖励的问题，这与Markov的决策问题相当于K×K过渡，矩阵是非负的，但不一定是类似的。结果表明，这种分支过程决策模型可以解释移民，可以将其视为受控的人口过程或无限粒子系统，并且具有许多应用程序，包括营销和生物学。
We consider either a discrete time or an age-dependent branching process where the population consists of k types of individuals. Each time an individual is born, an action is chosen, for him which affects his lifetime, the number and types of his offspring, and the reward received. The problem of maximizing the expected reward is shown to be equivalent to a generalized Markov decision problem where the k × k transition, matrices are non-negative but not necessarily substochastic. It is shown that this branching process decision model can account for immigration, that it can be viewed as a controlled population process or infinite particle system, and that it has a number of applications including marketing and biology.