New algorithm of dynamic programming for stochastic problems solution

Article proposes algorithms for solution of stochastic problems of dynamic programming of the big dimensions. The problem of distribution of resources is studied.

Bibliographic Details
Main Authors: A. P. Kotenko, A. V. Dokuchaev
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/vsgtu627