|
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2009, Number 2, Pages 73–90
(Mi basm228)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
Research articles
Dynamic programming algorithms for solving stochastic discrete control problems
Dmitrii Lozovanua, Stefan Picklb a Institute of Mathematics and Computer Science, Academy of Sciences of Moldova, Chişinău, Moldova
b Institut für Angewandte Systemwissenschaften und Wirtschaftsinformatik, Fakultät für Informatik, Universität der Bundeswehr, München
Abstract:
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.
Keywords and phrases:
time-discrete system, optimal control, stochastic networks, markov processes, dynamic programming.
Received: 25.01.2009
Citation:
Dmitrii Lozovanu, Stefan Pickl, “Dynamic programming algorithms for solving stochastic discrete control problems”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2009, no. 2, 73–90
Linking options:
https://www.mathnet.ru/eng/basm228 https://www.mathnet.ru/eng/basm/y2009/i2/p73
|
Statistics & downloads: |
Abstract page: | 480 | Full-text PDF : | 106 | References: | 82 | First page: | 2 |
|