A new algorithm for the solution of multi-state dynamic programming problems

DOI10.1007/BF01580431MaRDI QIDQ4071041zbMATH OpenOpenAlexFDO

Authors H. R. Howson, N. G. F. Sancho

Publication date 1975

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01580431

Mathematics Subject Classification ID

Hamilton-Jacobi theories (49L99) Mathematical programming (90C99)

Cites work

• A Control Problem of Bellman
• A Two-Stage Algorithm For Sequential Decision Problems
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 3168214 (Why is no real title available?)
• scientific article; zbMATH DE number 3310599 (Why is no real title available?)

Cited in

(9)

• An algorithm for optimal resource allocation in systems with linear constraints
• Dynamic programming, reduction of dimensionality and eigenvalue problems
• Dynamic programming algorithm for optimizing distributed parameter trajectories with constraints
• Optimality tests for partitioning and sectional search algorithms
• A new algorithm for solving certain variational problems
• Adaptive block coordinate DIRECT algorithm
• A new algorithm for multi-dimensional dynamic programming problems
• Optimal discharge policy of multi-reservoir linked system using successive variations
• A simple framework for stability analysis of state-dependent networks of heterogeneous agents

This page was built for publication: A new algorithm for the solution of multi-state dynamic programming problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4071041)