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Application of Dynamic Programming to a Discrete Stochastic Control Problem

机译：动态规划在离散随机控制问题中的应用

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The paper analyzes a monopoly firm model by use of dynamic programming. A general result is obtained for the deterministic version of the model and then a similar result is obtained for the two stage stochastic problem. The general results for the stochastic version are indicated. (Author)

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Hocking, R. R.; Oglesby, J. L.;
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年度 1971
页码 p.1-119
总页数 119
原文格式 PDF
正文语种 eng
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关键词
Control systems ; Dynamic programming ; Management planning ; Mathematical models ; Stochastic processes ; Difference equations ; Decision making ; Inequalities ; Random variables ; Matrix algebra ; Optimization;

机译：控制系统;动态规划;管理规划;数学模型;随机过程;差分方程;决策;不等式;随机变量;矩阵代数;优化;

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2. Measuring the goodness of orthogonal array discretizations for stochastic programming and stochastic dynamic programming [J] . Chen VCP. SIAM Journal on Optimization: A Publication of the Society for Industrial and Applied Mathematics . 2002,第2期

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5. Approximate Dynamic Programming for Dynamic Stochastic Resource Allocation with Applications to Healthcare. [D] . Gocgun, Yasin. 2010

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6. Inference for discretely observed stochastic kinetic networks with applications to epidemic modeling [O] . Boseung Choi, Grzegorz A. Rempala -1

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7. DIGITAL CONTROL SYSTEMS IMPLEMENTATION TECHNIQUES, VOLUME 70 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 390 pp., ISBN 0-12-0127702, $99.00 DISCRETE-TIME CONTROL SYSTEM ANALYSIS AND DESIGN, VOLUME 71 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 410 pp., ISBN 0-12-0127715, $99.00 DISCRETE-TIME CONTROL SYSTEM IMPLEMENTATION TECHNIQUES, VOLUME 72 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 388 pp., ISBN 0-12-0127725, $99.00 TECHNIQUES IN DISCRETE-TIME STOCHASTIC CONTROL SYSTEMS, VOLUME 73 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 380 pp., ISBN 0-12-0127734, $99.00 TECHNIQUES IN DISCRETE AND CONTINUOUS ROBUST SYSTEMS, VOLUME 74 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 412 pp., ISBN 0-12-0127741, $99.00 [O] . D. SUBBARAM NAIDU 1997

机译：数字控制系统的实施技术，控制和动态系统的第70卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,390 PP，ISBN 0-12-0127702，99.00美元离散时间控制系统分析和设计，控制和动态系统的第71卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,410 PP，ISBN 0-12-0127715，99.00美元离散时间控制系统实现技术，控制和动态系统的第72卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,388 pp，ISBN 0-12-0127725，99.00美元的离散 - 时间随机控制系统，控制和动态系统的VOLUME 73：前进，理论与应用，C Leondes（ED），学术出版社，圣地亚哥，1995年，380页，ISBN 0-12-0127734，在离散和$ 99.00技术。连续稳健的系统，控制和动态系统的第74卷：理论和应用的进步，C. leondes（ed），学术出版社，圣地亚哥，1995,412 pp。，ISBN 0-12-0127741，99.00美元
8. The Application of Dynamic Programming to a Stochastic Control Problem [R] . Greene, D. E. 1965

机译：动态规划在随机控制问题中的应用

Application of Dynamic Programming to a Discrete Stochastic Control Problem

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