Bobylyak A. Optimization and identification of markov processes multi-criteria decision making with single ergodic class

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0410U000909

Applicant for

Specialization

  • 01.05.04 - Системний аналіз і теорія оптимальних рішень

25-03-2010

Specialized Academic Board

Д 26.001.35

Taras Shevchenko National University of Kyiv

Essay

The thesis is dedicated to the problem of multi-criteria decision making in the random system with finite number of states and where Markov process describe evolution of states. The thesis extends a classic problem of Markov processes single-criteria decision making to the multi-criteria case. Generalized Hovard's algorithm found for Markov process multi-criteria decision making model with single ergodic class. New statistics and nonparametric independency check criteria for input data are built which could be used for analysis of Markov decision making process models input data.

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