DocumentCode
2975897
Title
Dynamic programming complexity and application
Author
Akian, M. ; Chancelier, J.P. ; Quadrat, J.P.
Author_Institution
INRIA, Le Chesnay, France
fYear
1988
fDate
7-9 Dec 1988
Firstpage
1551
Abstract
The authors consider the solution of dynamic programming in the presence of uncertainty, as a method in the study of stochastic optimal control. They discuss the Howard algorithm (an iterative method), complexity, the full multigrid Howard algorithm, the Pandore expert system for stochastic control, and the use of the formal calculus
Keywords
computational complexity; control engineering computing; dynamic programming; expert systems; iterative methods; optimal control; stochastic systems; Pandore expert system; complexity; dynamic programming; formal calculus; full multigrid Howard algorithm; iterative method; optimal control; stochastic control; Calculus; Control systems; Dynamic programming; Expert systems; Iterative algorithms; Iterative methods; Optimal control; Stochastic processes; Stochastic systems; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location
Austin, TX
Type
conf
DOI
10.1109/CDC.1988.194590
Filename
194590
Link To Document