A. V. Dokuchaev, A. P. Kotenko, “New algorithm of dynamic programming for stochastic problems solution”, Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 2008, Issue 2(17),Pages <nobr>203

This article is cited in 3 papers

Mathematical Modeling

New algorithm of dynamic programming for stochastic problems solution

A. V. Dokuchaev, A. P. Kotenko

Samara State Technical University

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

Keywords: stochastic dynamic programming, method of R. Bellman, resources distribution problem.

UDC: 519.856+519.857

MSC: 90C39, 90C15

Original article submitted 30/IX/2008
revision submitted – 07/X/2008

DOI: 10.14498/vsgtu627