Stability of stochastic dynamic programming with variable discretization parameters

Theorem of stability of stochastic dynamic programming method with variability parameters of discretization is proved.

Bibliographic Details
Main Author: K. A. Drozdenko
Format: Article
Language:English
Published: Samara State Technical University 2008-06-01
Series:Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Online Access:http://mi.mathnet.ru/eng/vsgtu629

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