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| Стохастичен Марков модел× | Стохастично динамично програмиране× | |
|---|---|---|
| Област | Симулационно моделиране | Симулационно моделиране |
| Семейство | Process / pipeline | Process / pipeline |
| Година на възникване≠ | 1993 | 1957 |
| Създател≠ | Markov, A. A. (probabilistic extension developed by Sonnenberg & Beck and others) | Bellman, R.; formalized for stochastic settings by Puterman, M. L. |
| Тип≠ | Probabilistic state-transition model with Monte Carlo uncertainty propagation | Sequential optimization under uncertainty |
| Основополагащ източник≠ | Sonnenberg, F. A., & Beck, J. R. (1993). Markov models in medical decision making: A practical guide. Medical Decision Making, 13(4), 322–338. DOI ↗ | Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093 |
| Други названия | Probabilistic Markov Model, Stochastic Markov Chain, SMM, Monte Carlo Markov Model | SDP, Markov Decision Process, MDP, Stochastic DP |
| Свързани | 6 | 6 |
| Резюме≠ | A Stochastic Markov Model is a simulation technique that represents a system as a set of mutually exclusive health or decision states, moves a cohort (or individual agents) through those states using probabilistically sampled transition parameters, and aggregates outcomes across thousands of Monte Carlo iterations to produce full probability distributions over costs, outcomes, or rankings rather than single point estimates. | Stochastic Dynamic Programming (SDP) is a mathematical optimization framework for sequential decision problems where outcomes are partly random. It extends Bellman's principle of optimality to stochastic environments, representing problems as Markov Decision Processes (MDPs) and computing optimal policies by solving recursive value equations over states and time periods. |
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