Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
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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
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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
Bibliographic databases:
Document Type: Article
MSC: 93E20, 49L20
Language: English
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
Citation in format AMSBIB
\Bibitem{LozPic09}
\by Dmitrii~Lozovanu, Stefan~Pickl
\paper Dynamic programming algorithms for solving stochastic discrete control problems
\jour Bul. Acad. \c Stiin\c te Repub. Mold. Mat.
\yr 2009
\issue 2
\pages 73--90
\mathnet{http://mi.mathnet.ru/basm228}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2589930}
\zmath{https://zbmath.org/?q=an:05707783}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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