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Algorithms for solving stochastic discrete optimal control problems on networks - MaRDI portal

Algorithms for solving stochastic discrete optimal control problems on networks (Q2831425)

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scientific article; zbMATH DE number 6650382
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English
Algorithms for solving stochastic discrete optimal control problems on networks
scientific article; zbMATH DE number 6650382

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    10 November 2016
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    time-discrete system
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    optimal control
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    stochastic network
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    Markov process
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    optimal strategy
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    linear programming
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    Algorithms for solving stochastic discrete optimal control problems on networks (English)
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