Dynamic optimization. Deterministic and stochastic models

DOI10.1007/978-3-319-48814-1zbMath1365.90002MaRDI 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 programming; stochastic control; dynamic optimization; Markovian decision process; stochastic dynamic program

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

90B10: Deterministic network models in operations research

90C39: Dynamic programming

93E20: Optimal stochastic control

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

90C40: Markov and semi-Markov decision processes

90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

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