Geodesic
Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 5, pp. 663-680 
V. V. Baranov. Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 5, pp. 663-680. http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_5_a2/
@article{ZVMMF_1991_31_5_a2,
     author = {V. V. Baranov},
     title = {Computational methods of optimal stochastic control. {Optimality} principle and successive-approximation optimization scheme},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {663--680},
     year = {1991},
     volume = {31},
     number = {5},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_5_a2/}
}
TY  - JOUR
AU  - V. V. Baranov
TI  - Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1991
SP  - 663
EP  - 680
VL  - 31
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_5_a2/
LA  - ru
ID  - ZVMMF_1991_31_5_a2
ER  - 
%0 Journal Article
%A V. V. Baranov
%T Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1991
%P 663-680
%V 31
%N 5
%U http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_5_a2/
%G ru
%F ZVMMF_1991_31_5_a2

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

[1] Bertsekas D., Shriv S., Stokhasticheskoe optimalnoe upravlenie, Nauka, M., 1985 | MR | Zbl

[2] Bellman R., Dinamicheskoe programmirovanie, Izd-vo inostr. lit., M., 1960 | MR

[3] Blackwell D., “Discounted dynamic programming”, Ann. Math. Statist., 1965, no. 36, 226–235 | DOI | MR | Zbl

[4] Dynkin E. B., Yushkevich A. A., Upravlyaemye markovskie protsessy, Nauka, M., 1975 | MR

[5] Main Kh., Osaki S., Markovskie protsessy prinyatiya reshenii, Nauka, M., 1977 | MR | Zbl

[6] Yushkevich A. A., Chitashvili R. Ya., “Upravlyaemye sluchainye posledovatelnosti i tsepi Markova”, Uspekhi matem. nauk, 37:6 (1982), 213–242 | MR | Zbl

[7] Khovard R., Dinamicheskoe programmirovanie i markovskie protsessy, Sov. radio, M., 1964 | MR

[8] Baranov V. V., “Optimizatsionnye metody posledovatelnykh priblizhenii v markovskikh protsessakh reshenii”, Kibernetika, 1985, no. 4, 103–111 | MR | Zbl