Geodesic
Dynamic programming algorithms for solving stochastic discrete control problems
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 2 (2009), pp. 73-90

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The stochastic versions of classical discrete optimal control problems are formulated and studied. Approaches for solving the stochastic versions of optimal control problems based on concept of Markov processes and dynamic programming are suggested. Algorithms for solving the problems on stochastic networks using such approaches and time-expended network method are proposed. 
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     author = {Dmitrii Lozovanu and Stefan Pickl},
     title = {Dynamic programming algorithms for solving stochastic discrete control problems},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {73--90},
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     number = {2},
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Dmitrii Lozovanu; Stefan Pickl. Dynamic programming algorithms for solving stochastic discrete control problems. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 2 (2009), pp. 73-90. http://geodesic.mathdoc.fr/item/BASM_2009_2_a5/