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stochastic dynamic programming


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1 عمومی:: برنامه‌ریزی پویای تصادفی

Before present- ing our solution to these issues, let's consider two alternative approaches- stochastic dynamic programming and mental accounting. THE STOCHASTIC DYNAMIC PROGRAMMING ALTERNATIVE A computerized approach known as stochastic dynamic programming is frequently advocated for improving decisions whose consequences will un- fold over time in a risky manner. This working backward through expected values is the principle of stochastic dynamic programming. Stochastic dynamic programming is formally appli- cable to such problems, but its advantages are greatly weakened.

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