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4980随机过程困难数值题short

Short-Horizon Expected State Reward 1

题目

At state i, jump rates to j and k are 0.4 and 0.6. Let the state rewards be V(i)=0, V(j)=5, and V(k)=-2. Using a first-order CTMC approximation over Delta_t = 0.1, what is E[V(X_{Delta_t}) | X_0=i]?

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