Title :
Approximation and bounds in discrete event dynamic programming
Author :
Haurie, A. ; L´Ecuyer, Pierre
Author_Institution :
Ecole des H.E.C., Montr??al, Canada
Abstract :
This paper presents a general dynamic programming algorithm for the solution of optimal stochastic control problems concerning a class of discrete event systems.
Keywords :
Dynamic programming; Tellurium;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272182