Stochastic dynamic programming: Caution and probing (Q3927163): Difference between revisions
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Latest revision as of 13:31, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Stochastic dynamic programming: Caution and probing |
scientific article |
Statements
Stochastic dynamic programming: Caution and probing (English)
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1981
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stochastic control
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cost function
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deterministic term
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caution term
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probing term
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Markov process
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Bellman's dynamic programming method
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