An approach for studying and solving stochastic discrete control problems with finite time horizon
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CAPCELEA, Maria. An approach for studying and solving stochastic discrete control problems with finite time horizon . In: Studia Universitatis Moldaviae (Seria Ştiinţe Exacte şi Economice), 2010, nr. 2(32), pp. 62-67. ISSN 1857-2073.
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Studia Universitatis Moldaviae (Seria Ştiinţe Exacte şi Economice)
Numărul 2(32) / 2010 / ISSN 1857-2073 /ISSNe 2345-1033

An approach for studying and solving stochastic discrete control problems with finite time horizon

Pag. 62-67

Capcelea Maria
 
Centrul de Cercetări Ştiinţifice „Probleme Actuale ale Matematicii, Informaticii şi Economiei“
 
 
Disponibil în IBN: 15 decembrie 2013


Rezumat

Este formulată o clasă de probleme stocastice de control optimal discret ce extinde clasa problemelor deterministe cu un orizont de timp finit. Se propune o metodă de soluţionare a acestor probleme bazată pe metoda reţelei temporale extinse.

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