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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
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/vsgtu627 |
| Summary: | Article proposes algorithms for solution of stochastic problems of dynamic programming of the big dimensions. The problem of distribution of resources is studied. |
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| ISSN: | 1991-8615 2310-7081 |