Dynamic optimization. Deterministic and stochastic models

DOI10.1007/978-3-319-48814-1zbMath1365.90002OpenAlexW4251081320MaRDI QIDQ332155

Michael Stieglitz, Ulrich Rieder, Karl Hinderer

Publication date: 27 October 2016

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-48814-1

zbMATH Keywords

dynamic programmingstochastic controldynamic optimizationMarkovian decision processstochastic dynamic program

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Deterministic network models in operations research (90B10) Dynamic programming (90C39) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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