Concepedia

Introduction to Stochastic Dynamic Programming.

Donald A. Berry, Sheldon M. Ross

Journal of the American Statistical Association · 1986 · 1.2K citations · 0 references

Concepts

EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesDynamic ProgrammingMarkov ChainsMarkov ProcessesStochastic CalculusStochastic OptimizationStochastic ProgrammingDynamic Programming Existence ResultsOptimality EquationsStochastic Dynamic Programming