Dynamic optimization. Deterministic and stochastic models
DOI10.1007/978-3-319-48814-1zbMATH Open1365.90002OpenAlexW4251081320MaRDI QIDQ332155FDOQ332155
Authors: K. Hinderer, Ulrich Rieder, Michael Stieglitz 
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
Recommendations
dynamic programmingdynamic optimizationstochastic controlMarkovian decision processstochastic dynamic program
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Deterministic network models in operations research (90B10) Dynamic programming (90C39) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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