Development of Markov decision processes for the dynamic risk management

动态风险管理是近年来与经典马尔可夫决策过程相关的研究课题之一，已从数学分析、数值分析和理论应用等方面进行了探讨。它还包括统计学、经济学和技术应用。在本研究中，我们将这一理论应用于含有不确定性因素的数理金融学中进行风险管理。该理论中的递归关系和不确定性有了新的方面，我们的目标是向一般效用函数的递归关系和不确定性发展。

Dynamic risk management is one of the recent topics related the classical Markov decision Process which has been discussed by mathematical analysis, numerical analysis and the applied aspect of the theory. It includes Statistics, Economics and the technological application also. In this research we had applied the theory to Mathematical finance with uncertain elements for Risk management. The recursive relation and uncertainty in the theory has the new aspect and our aim is to develop for these of general utility functions.