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Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.]:
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Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, 2008, Issue 2(17), Pages 203–209
DOI: https://doi.org/10.14498/vsgtu627 (Mi vsgtu627) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Mathematical Modeling

New algorithm of dynamic programming for stochastic problems solution

A. V. Dokuchaev, A. P. Kotenko

Samara State Technical University
Full-text PDF (172 kB) Citations (3)
(published under the terms of the Creative Commons Attribution 4.0 International License)
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DOI: https://doi.org/10.14498/vsgtu627
Abstract: Article proposes algorithms for solution of stochastic problems of dynamic programming of the big dimensions. The problem of distribution of resources is studied.
Keywords: stochastic dynamic programming, method of R. Bellman, resources distribution problem.
Original article submitted 30/IX/2008
revision submitted – 07/X/2008
Bibliographic databases:
Document Type: Article
UDC: 519.856+519.857
MSC: 90C39, 90C15
Language: Russian
Citation: A. V. Dokuchaev, A. P. Kotenko, “New algorithm of dynamic programming for stochastic problems solution”, Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 2(17) (2008), 203–209
Citation in format AMSBIB
\Bibitem{DokKot08}
\by A.~V.~Dokuchaev, A.~P.~Kotenko
\paper New algorithm of dynamic programming for stochastic problems solution
\jour Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.]
\yr 2008
\vol 2(17)
\pages 203--209
\mathnet{http://mi.mathnet.ru/vsgtu627}
\crossref{https://doi.org/10.14498/vsgtu627}
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  • https://www.mathnet.ru/eng/vsgtu/v117/p203
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Вестник Самарского государственного технического университета. Серия: Физико-математические науки
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    Full-text PDF :615
    References:80
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