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.

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

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. 
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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/

[1] Bellman R., Dinamicheskoe programmirovanie, Izd-vo in. lit., M., 1960, 400 pp. | MR

[2] Dokuchaev A. V., “Adaptivnyi podkhod v odnoi stokhasticheskoi zadache dinamicheskogo programmirovaniya na osnove kontinualnoi postanovki”, Mat. modelirovanie i kraevye zadachi. Ch. 2. Modelirovanie i optimizatsiya dinamicheskikh sistem i sistem s raspredelennymi parametrami, Tr. pyatoi vseros. nauchn. konf. s mezhdunarod. uchastiem, SamGTU, Samara, 2008, 25–30, ISBN 978–5–7964–1088–2

[3] Dokuchaev A. V., “Ispolzovanie baiesovskogo podkhoda v stokhasticheskoi postanovke zadachi dinamicheskogo programmirovaniya dlya otsenki vliyaniya pogreshnostei iskhodnykh dannykh”, XXXIV Gagarinskie chteniya, Tr. Mezhdunarodn. molodezhn. nauchn. konf., M., 2008, 54–55

[4] Dokuchaev A. V., Kotenko A. P., “Reshenie zadachi kalendarnogo planirovaniya proizvodstva v usloviyakh stokhasticheskoi neopredelennosti parametrov”, Vestn. Sam. gos. tekhn. un-ta. Ser. Fiz.-mat. nauki, 2007, no. 2(15), 182–183 | DOI