Stability of stochastic dynamic programming with variable discretization parameters
Theorem of stability of stochastic dynamic programming method with variability parameters of discretization is proved.
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| Format: | Article |
| Language: | English |
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Samara State Technical University
2008-06-01
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| Series: | Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki |
| Online Access: | http://mi.mathnet.ru/eng/vsgtu629 |