Dynamic programming algorithms for solving stochastic discrete control problems

MaRDI QIDQ3560573zbMATH OpenFDO

Authors Stefan Pickl, Dmitrii Lozovanu

Publication date 14 May 2010

zbMATH Keywords

dynamic programming algorithmsstochastic discrete control problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20)

Recommendations

• Algorithms for solving stochastic discrete optimal control problems on networks
• Algorithms for solving stochastic discrete optimal control problems on networks
• Algorithms for solving discrete optimal control problems with varying time of states' transactions of dynamical systems
• scientific article; zbMATH DE number 4191401
• Concepts and methods for discrete and continuous time control under uncertainty

Cited in

(8)

• Dynamic programming for deterministic discrete-time systems with uncertain gain
• Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
• Algorithms for solving stochastic discrete optimal control problems on networks
• Algorithms for solving stochastic discrete optimal control problems on networks
• scientific article; zbMATH DE number 3876945 (Why is no real title available?)
• Allocation of Control Points in Stochastic Dynamic-Programming Models
• Dynamic programming for mean-field type control
• Monitoring and control of anytime algorithms: A dynamic programming approach

This page was built for publication: Dynamic programming algorithms for solving stochastic discrete control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3560573)