On the Bellman's principle of optimality
From MaRDI portal
Publication:1619876
DOI10.1016/j.physa.2016.06.083zbMath1400.90295OpenAlexW2422768215MaRDI QIDQ1619876
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2016.06.083
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- State aggregation in dynamic programming - an application to scheduling of independent jobs on parallel processors
- Single machine scheduling to minimize weighted earliness subject to no tardy jobs
- New results on the relationship between dynamic programming and the maximum principle
- Traditional proof of Bellman's equation for controlled diffusion processes
- Routing through a network with maximum reliability
- Dynamic Programming State-Space Relaxation for Single-Machine Scheduling
- A Method for Single Facility Multiple Products Scheduling
- Exact algorithms for the vehicle routing problem, based on spanning tree and shortest path relaxations
- Infinite Horizon Investment—Consumption Policies
- Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
- An Introductory Approach to Duality in Optimal Stochastic Control
- Shortest-Route Methods: 2. Group Knapsacks, Expanded Networks, and Branch-and-Bound
- Optimal Sequential Investment Decisions Under Conditions of Uncertainty
- Open-loop routing of N arrivals to M parallel queues
- The partial differential equation ut + uux = μxx
- On the Theory of Dynamic Programming
