Dynamic Programming and Stochastic Control

1976 ◽  
Keyword(s):  
Dynamic Programming ◽  
Stochastic Control

scholarly journals A Constrained Markovian Diffusion Model for Controlling the Pollution Accumulation

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1466
Author(s):  
Beatris Adriana Escobedo-Trujillo ◽  
José Daniel López-Barrientos ◽  
Javier Garrido-Meléndez
Keyword(s):  
Dynamic Programming ◽  
Dirichlet Problem ◽  
Stochastic Control ◽  
Finite Time ◽  
Time Horizon ◽  
Closed Loop ◽  
Programming Techniques ◽  
Pollution Accumulation ◽  
Finite Time Horizon ◽  
The Cost

This work presents a study of a finite-time horizon stochastic control problem with restrictions on both the reward and the cost functions. To this end, it uses standard dynamic programming techniques, and an extension of the classic Lagrange multipliers approach. The coefficients considered here are supposed to be unbounded, and the obtained strategies are of non-stationary closed-loop type. The driving thread of the paper is a sequence of examples on a pollution accumulation model, which is used for the purpose of showing three algorithms for the purpose of replicating the results. There, the reader can find a result on the interchangeability of limits in a Dirichlet problem.

Optimal Encoders Maximizing Directed Information of Channels with Memory and Feedback: Stochastic Control and Dynamic Programming

2011 ◽  
Vol 44 (1) ◽  
pp. 6598-6603
Author(s):  
Charalambos D. Charalambous ◽  
Christos K. Kourtellaris ◽  
Christoforos Hadjicostis
Keyword(s):  
Dynamic Programming ◽  
Stochastic Control ◽  
Directed Information ◽  
With Memory

Dynamic Programming and Stochastic Control.

1979 ◽  
Vol 74 (366) ◽  
pp. 510
Author(s):  
S. Christian Albright ◽  
Dimitri P. Bertsekas
Keyword(s):  
Dynamic Programming ◽  
Stochastic Control
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