Title :
Dynamic programming complexity and application
Author :
Akian, M. ; Chancelier, J.P. ; Quadrat, J.P.
Author_Institution :
INRIA, Le Chesnay, France
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;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194590
