- Tytuł:
- Stochastic dynamic programming with random disturbances
- Autorzy:
- Hildenbrandt, Regina
- Powiązania:
- https://bibliotekanauki.pl/articles/729850.pdf
- Data publikacji:
- 2003
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
Stochastic dynamic programming
Markov decisions process
dominant policy
distance properties
(partial) certaintyequivalence principle - Opis:
- Several peculiarities of stochastic dynamic programming problems where random vectors are observed before the decision ismade at each stage are discussed in the first part of this paper. Surrogate problems are given for such problems with distance properties (for instance, transportation problems) in the second part.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2003, 23, 1; 5-44
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł