Dynamic Programming Algorithms for Solving Stochastic Discrete Control Problems

Lozovanu Dmitrii; Pickl Stefan Wolfgang

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2024-01-03 00:06

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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

Dynamic Programming Algorithms for Solving Stochastic Discrete Control Problems

Pag. 73-90

Lozovanu Dmitrii, Pickl Stefan Wolfgang

Institute of Mathematics and Computer Science ASM

Disponibil în IBN: 6 decembrie 2013

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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.

Cuvinte-cheie
Time-Discrete System, Stochastic Networks, Dynamic Programming.,

optimal control, Markov Processes

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