Speeding up stochastic dynamic programming with zero-delay convolution

MaRDI QIDQ2865860zbMATH OpenFDO

Authors Brian C. Dean

Publication date 11 December 2013

Published in Algorithmic Operations Research (Search for Journal in Brave)

Full work available at URL http://journals.hil.unb.ca/index.php/AOR/article/view/12631

zbMATH Keywords

dynamic programmingconvolutionstochastic dynamic programming

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Dynamic programming (90C39) Stochastic programming (90C15) Combinatorial probability (60C05)

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