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Stochastic Dynamic Programming

BOOK CHAPTER published 26 April 2004 in Stochastic Optimization in Continuous Time

Average Cost Optimization of Continuous Time Processes

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Discounted Dynamic Programming

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Authors: Sheldon Ross

Optimization Criteria

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Minimizing Costs—Negative Dynamic Programming

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Authors: Sheldon Ross

Maximizing Rewards—Positive Dynamic Programming

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Authors: Sheldon Ross

Stochastic Order Relations

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

The classical PDE approach to dynamic programming

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Huyên Pham

Finite Horizon Optimization

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Stochastic Scheduling

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Authors: Sheldon Ross

Copyright

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Dedication

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Preface

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Front Matter

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Index

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Infinite Horizon Discounted Cost Optimization

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Optimization Under Actions at Selected Epochs

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

6. Dynamic Programming and Stochastic Optimization

BOOK CHAPTER published January 2009 in Stochastic Processes with Applications

Average Cost Optimization for Finite State Spaces

OTHER published 16 September 1998 in Stochastic Dynamic Programming and the Control of Queueing Systems

Bandit Processes

BOOK CHAPTER published 1983 in Introduction to Stochastic Dynamic Programming

Authors: Sheldon Ross