Dynamic programming complexity and application

Abstract

The authors consider the solution of dynamic programming in the presence of uncertainty, as a method in the study of stochastic optimal control. They discuss the Howard algorithm (an iterative method), complexity, the full multigrid Howard algorithm, the Pandore expert system for stochastic control, and the use of the formal calculus.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>