An Asymptotically Efficient Algorithm for Finite Horizon Stochastic Dynamic Programming Problems

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2003, Pages 3818-3823

  Chang, Hyeong S ^a   Fu, Michael C ^b   Marcus, Steven I ^b  

^a Sogang University   (South Korea)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; DISCRETE TIME CONTROL SYSTEMS; FUNCTIONS; ITERATIVE METHODS; PROBLEM SOLVING; SET THEORY; SIMULATED ANNEALING; UNCERTAIN SYSTEMS;

MARKOV DECISION PROCESSES (MDP); RANDOM VARIABLES;

STOCHASTIC CONTROL SYSTEMS;

EID: 1542319250     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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