本文实例讲述了C语言实现运筹学中的马氏决策算法。分享给大家供大家参考,具体如下:
一、概述
马氏决策(Markov decision)是马尔可夫决策过程(Markov Decision Processes,简记为MDP)的简称,是研究随机序贯决策问题的一门重要理论。马氏决策是一类可连续进行观察的随机动态系统的最优化决策,它将(确定性)动态规划与马尔可夫过程相结合,是随机离散事件动态系统惟一的动态控制方法。
关于马氏决策的具体说明可参考百度百科:https://baike.baidu.com/item/%E9%A9%AC%E6%B0%8F%E5%86%B3%E7%AD%96
二、实现代码
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#include<stdio.h> #include<cstdlib> #define N 100 float p[N][N],s[N][N],a[N],b[N]; int o; void set_TPM() //输入转移概率矩阵(Transition Probability Matrix) { int i,j; printf ( "Please input Number of State:" ); scanf ( "%d" ,&o); for (i=0;i<o;i++) for (j=0;j<o;j++) { printf ( "Please input state%d,state%d:" ,i,j); scanf ( "%f" ,&p[i][j]); rewind (stdin); } } void set_Initial_Prob() //输入初始概率状态(Initial Probability) { int i; for (i=0;i<o;i++) { printf ( "Please input state%d Initial Prob:" ,i); scanf ( "%f" ,&a[i]); rewind (stdin); } } void run_Markov( int count) //Markov主算法 { int i,j,k; float c[N]; for (i=0;i<o;i++) c[i]=a[i]; for (k=0;k<count;k++) { for (i=0;i<o;i++) for (j=0;j<o;j++) { s[i][j]=p[i][j]*c[i]; } for (i=0;i<o;i++) { b[i]=0; for (j=0;j<o;j++) { b[i]=b[i]+s[j][i]; } c[i]=b[i]; } } for (i=0;i<o;i++) c[i]=0; } void print_Result() //输出周期结果 { int i,j; for (i=0;i<o;i++) for (j=0;j<o;j++) { printf ( " %f" ,s[i][j]); if (j==2) printf ( "/n" ); } for (i=0;i<o;i++) { printf ( " %f" ,b[i]); } printf ( "/n" ); } main() //主函数 { int a,count,i,j; for (count=0;;) { printf ( "Create New Project:/n" ); set_TPM(); set_Initial_Prob(); for (;;) { printf ( "***********************************/n" ); //展示选择菜单 printf ( "1.Times periods from initial./n" ); printf ( "2.Next Period./n" ); printf ( "3.Create New Porject./n" ); printf ( "4.Exit./n/n" ); printf ( "**********************************/n" ); printf ( "Please input your choose:/n" ); scanf ( "%d" ,&a); rewind (stdin); if (a==3) break ; switch (a) { case 1: printf ( "Input number of time periods from initial:/n" ); scanf ( "%d" ,&count); rewind (stdin); run_Markov(count); print_Result(); break ; case 2: run_Markov(count++); print_Result(); break ; case 4: exit (1); default : printf ( "Error choose!!/n" ); break ; } } } system ( "pause" ); } |
希望本文所述对大家C语言程序设计有所帮助。
原文链接:http://blog.csdn.net/reghi/article/details/5543871