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![]() LOZOVANU, Dmitrii, PICKL, Stefan Wolfgang. Dynamic Programming Algorithms for Solving Stochastic Discrete Control Problems. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2009, nr. 2(60), pp. 73-90. ISSN 1024-7696. |
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica | ||||||
Numărul 2(60) / 2009 / ISSN 1024-7696 /ISSNe 2587-4322 | ||||||
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Pag. 73-90 | ||||||
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Rezumat | ||||||
The stochastic versions of classical discrete optimal control problems are
formulated and studied. Approaches for solving the stochastic versions of optimal
control problems based on concept of Markov processes and dynamic programming
are suggested. Algorithms for solving the problems on stochastic networks using such approaches and time-expended network method are proposed. |
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Cuvinte-cheie Time-Discrete System, Stochastic Networks, Dynamic Programming., optimal control, Markov Processes |
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