Detail publikačního výsledku

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

KLAPKA, J.; KONEČNÝ, P.

Originální název

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

Anglický název

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

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

KLAPKA, J.; KONEČNÝ, P.

Vydáno

01.01.2007

Nakladatel

VUTIUM

Místo

Brno

ISBN

978-80-214-3474-5

Kniha

Sborník mezinárodní konference STOPTIMA 2007

Strany od

85

Strany do

89

Strany počet

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"
}