Generalized dynamic programming and its applications

zbMath0837.90119MaRDI QIDQ1342628

V. V. Malyshev, D. Eh. Chernov

Publication date: 19 February 1995

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

generalized dynamic programmingevaluation of multiple integralsminimax and stochastic problemsoptimal control for discrete dynamical systems with randomness

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (1)

Generalized dynamic programming: a variables freezing method

This page was built for publication: Generalized dynamic programming and its applications