Advertisement

Lithuanian Mathematical Journal

, Volume 19, Issue 2, pp 270–276 | Cite as

Dynamic programming for discrete-time stochastic systems of a general type

  • P. Rupśys
Article
  • 26 Downloads

Keywords

Dynamic Programming General Type Stochastic System 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Literature Cited

  1. 1.
    Yu. M. Ermol'ev, “On optimal control of stochastic processes,” Kibernetika, No. 2, 64–76 (1970).Google Scholar
  2. 2.
    T. Morozan, “Foundations of the dynamic programming approach for discrete-time stochastic control problems,” Rev. Roum. Math. Pures Appl.,22, No. 6, 797–804 (1977).Google Scholar
  3. 3.
    V. I. Arkin and L. I. Krečetov, “A stochastic maximum principle in control problems with discrete time,” in: Proc. Third Japan-USSR Symp. Prob. Theory, Lecture Notes in Mathematics, Vol. 550, Springer-Verlag, New York (1976), pp. 692–713.Google Scholar
  4. 4.
    I. Z. Fel'dman, “Problems in optimization of discrete-time stochastic systems,” Diskretnye Sistemy, No. 9, 75–88 (1971).Google Scholar
  5. 5.
    E. B. Dynkin and I. V. Evstigneev, “Regular conditional mathematical expectations of correspondences,” Teor. Veroyatn. Ee Primen.,21, No. 2, 334–347 (1976).Google Scholar
  6. 6.
    A. D. Ioffe and V. M. Tikhomorov, Theory of Extremal Problems [in Russian], Nauka, Moscow (1974).Google Scholar
  7. 7.
    C. J. Himmelberg, “Measurable relations,” Fund. Math.,87, No. I, 53–72 (1975).Google Scholar
  8. 8.
    K. Kuratowski, Topology, Vol. 1, Academic Press (1966).Google Scholar
  9. 9.
    V. I. Arkin and V. L. Levin, “Convexity of values of vector integrals, measurable selection theorems, and variational problems,” Usp. Mat. Nauk,27, No. 3, 27–78 (1972).Google Scholar
  10. 10.
    K. Kuratowski, Topology, Vol. 2, Academic Press (1969).Google Scholar
  11. 11.
    M. Shal, “Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal,” Z. Wahr. Verw. Geb.,32, 179–196 (1975).Google Scholar
  12. 12.
    C. Berge, Espaces topologiques et fonctions multivoques, Dunod, Paris (1959).Google Scholar
  13. 13.
    C. Castaing, “Sur les multi-applications mesurables,” Rev. Francais Inf. No. 1, 91–126 (1967).Google Scholar
  14. 14.
    I. V. Evstigneev, “Measurable selection and the axiom of the continuum,” Dokl. Akad. Nauk SSSR,238, No. 1, 11–14 (1978).Google Scholar
  15. 15.
    R. E. Bellman and R. Kalaba, Dynamic Programming and Modern Control, Academic Press (1966).Google Scholar

Copyright information

© Plenum Publishing Corporation 1980

Authors and Affiliations

  • P. Rupśys

There are no affiliations available

Personalised recommendations