Geodesic
Dynamical programming method using in stochastic problems of resources distribution
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, Tome 115 (2007) no. 2, pp. 184-185 
K. A. Drozdenko; A. P. Kotenko. Dynamical programming method using in stochastic problems of resources distribution. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, Tome 115 (2007) no. 2, pp. 184-185. http://geodesic.mathdoc.fr/item/VSGTU_2007_115_2_a31/
@article{VSGTU_2007_115_2_a31,
     author = {K. A. Drozdenko and A. P. Kotenko},
     title = {Dynamical programming method using in stochastic problems of resources distribution},
     journal = {Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences},
     pages = {184--185},
     year = {2007},
     volume = {115},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGTU_2007_115_2_a31/}
}
TY  - JOUR
AU  - K. A. Drozdenko
AU  - A. P. Kotenko
TI  - Dynamical programming method using in stochastic problems of resources distribution
JO  - Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
PY  - 2007
SP  - 184
EP  - 185
VL  - 115
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/VSGTU_2007_115_2_a31/
LA  - ru
ID  - VSGTU_2007_115_2_a31
ER  - 
%0 Journal Article
%A K. A. Drozdenko
%A A. P. Kotenko
%T Dynamical programming method using in stochastic problems of resources distribution
%J Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences
%D 2007
%P 184-185
%V 115
%N 2
%U http://geodesic.mathdoc.fr/item/VSGTU_2007_115_2_a31/
%G ru
%F VSGTU_2007_115_2_a31

Voir la notice de l'article provenant de la source Math-Net.Ru

For the stochastic problem of resources distribution the main relations between effectiveness of planning and the problem parameters are defined. The corresponding software system is developed. The condition of optimality of mathematical expectation of summary effect is formulated.

[1] Yudin D. B., Zadachi i metody stokhasticheskogo programmirovaniya, Sov. radio, M., 1979

[2] Svetlov N. M., “Stokhasticheskaya postanovka zadachi dinamicheskogo programmirovanie i ee primenenie dlya optimizatsii sevooborota”, Tr. Nezavisimogo Agrarno-Ekonomicheskogo Obschestva Rossii. I. Problemy formirovaniya agrarnogo rynka Rossii, MSKhA, M., 2002, 1–3