Dynamic optimization. Deterministic and stochastic models

DOI10.1007/978-3-319-48814-1MaRDI QIDQ332155zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dynamic programmingdynamic optimizationstochastic controlMarkovian decision processstochastic dynamic program

Mathematics Subject Classification ID

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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