Publication detail

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

KLAPKA, J. KONEČNÝ, P.

Original Title

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

Type

conference paper

Language

English

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

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

Authors

KLAPKA, J.; KONEČNÝ, P.

RIV year

2007

Released

1. 1. 2007

Publisher

VUTIUM

Location

Brno

ISBN

978-80-214-3474-5

Book

Sborník mezinárodní konference STOPTIMA 2007

Pages from

85

Pages to

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"
}