Geodesic
New algorithm of dynamic programming for stochastic problems solution
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 2 (2008), pp. 203-209

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Article proposes algorithms for solution of stochastic problems of dynamic programming of the big dimensions. The problem of distribution of resources is studied.
Keywords: stochastic dynamic programming, method of R. Bellman, resources distribution problem. 
@article{VSGTU_2008_2_a21,
     author = {A. V. Dokuchaev and A. P. Kotenko},
     title = {New algorithm of dynamic programming for stochastic problems solution},
     journal = {Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences},
     pages = {203--209},
     publisher = {mathdoc},
     number = {2},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGTU_2008_2_a21/}
}
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A. V. Dokuchaev; A. P. Kotenko. New algorithm of dynamic programming for stochastic problems solution. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 2 (2008), pp. 203-209. http://geodesic.mathdoc.fr/item/VSGTU_2008_2_a21/