Parallel stochastic dynamic programming: finite element methods-Reference-Cited by-同舟云学术

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Parallel stochastic dynamic programming: finite element methods

Published:1992-07 Issue: Volume:172 Page:197-218
ISSN:0024-3795
Container-title:Linear Algebra and its Applications
language:en
Short-container-title:Linear Algebra and its Applications

Author:

Chung S.L.,Hanson F.B.,Xu H.H.

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference18 articles.

1. Dynamic programming complexity and applications;Akian,1988

2. Stochastic Differential Equations: Theory and Applications;Arnold,1974

3. Applied Optimal Control;Bryson,1975

4. Parallel optimization for computational stochastic dynamic programming;Chung,1990

5. Optimization techniques for stochastic dynamic programming;Chung,1990

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2. Applied Stochastic Processes and Control for Jump-Diffusions;ADV DES CONTROL;2007-01-01

3. Market-driven approach based on Markov decision theory for optimal use of resources in software development;IEE Proceedings - Software;2004

4. Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation;SIAM Journal on Numerical Analysis;2003-01

5. Using distributed optimal control in economics: A numerical approach based on the finite element method;Optimal Control Applications and Methods;2001

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