Publication detail

Stochastic Dynamic Programming of System with History which avoids Undesirable States.

KLAPKA, J. KONEČNÝ, P.

English title

Stochastic Dynamic Programming of System with History which avoids Undesirable States.

Type

Paper in proceedings (conference paper)

Language

en

Original abstract

The paper presents the derivation of a recurrent functional equation of Bellman type for the optimisation of a stochastic system with history avoiding undesirable states in the probabilistic sense. The applications may be expected in a long-term optimal control of the social and economic systems, in the theory of sophisticated equipment or in the ecologic modelling of a forest.

Keywords in English

recurrent equation, history of system, undesirable states, Bellman principle, stochastic process

Released

2007-01-01

Publisher

VUTIUM

Location

Brno

ISBN

978-80-214-3474-5

Book

Sborník mezinárodní konference STOPTIMA 2007

Pages from–to

85–89

Pages count

5

BIBTEX


@inproceedings{BUT28232,
  author="Jindřich {Klapka} and Pavel {Konečný}",
  title="Stochastic Dynamic Programming of System with History which avoids Undesirable States.",
  booktitle="Sborník mezinárodní konference STOPTIMA 2007",
  year="2007",
  pages="85--89",
  publisher="VUTIUM",
  address="Brno",
  isbn="978-80-214-3474-5"
}