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Quelques Resultats Generaux sur la Programmation Dynamique Stochastique a Temps Discret

Some general results on the stochastic discrete time dynamic programming

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Part of the Lecture Notes in Mathematics book series (LNM,volume 132)

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References

  1. M. AOKI — "Optimization of Stochastic Systems" (Topics in Discrete-Time Systems) Academic Press 1967.

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  2. C. STRIEBEL — "Sufficient Statistics in the optimum Control of Stochastic Systems". Journal of Mathematical Analysis and Applications (12, 1965).

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© 1970 Springer-Verlag

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Aumasson, C. (1970). Quelques Resultats Generaux sur la Programmation Dynamique Stochastique a Temps Discret. In: Balakrishnan, A.V., Contensou, M., de Veubeke, B.F., Krée, P., Lions, J.L., Moiseev, N.N. (eds) Symposium on Optimization. Lecture Notes in Mathematics, vol 132. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0066670

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  • DOI: https://doi.org/10.1007/BFb0066670

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-04921-0

  • Online ISBN: 978-3-540-36275-3

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