Méthodes de simulation en programmation dynamique stochastique

J. P. Quadrat; M. Viot

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique (1973)

  • Volume: 7, Issue: R1, page 3-22
  • ISSN: 0764-583X

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Quadrat, J. P., and Viot, M.. "Méthodes de simulation en programmation dynamique stochastique." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 7.R1 (1973): 3-22. <http://eudml.org/doc/193229>.

@article{Quadrat1973,
author = {Quadrat, J. P., Viot, M.},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
language = {fre},
number = {R1},
pages = {3-22},
publisher = {Dunod},
title = {Méthodes de simulation en programmation dynamique stochastique},
url = {http://eudml.org/doc/193229},
volume = {7},
year = {1973},
}

TY - JOUR
AU - Quadrat, J. P.
AU - Viot, M.
TI - Méthodes de simulation en programmation dynamique stochastique
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 1973
PB - Dunod
VL - 7
IS - R1
SP - 3
EP - 22
LA - fre
UR - http://eudml.org/doc/193229
ER -

References

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  1. [1] BERGE C., Espaces topologiques, fonctions multivoques, Dunod, Paris, 1959. Zbl0088.14703MR105663
  2. [2] BOUBAKI N., Intégration, chap. IX, Hermann, Paris, 1969. 
  3. [3] NEVEU J., Bases mathématiques du Calcul des Probabilités, Masson, Paris, 1964. Zbl0137.11203MR198504
  4. [4] Fisz M., Probability Theory and Mathematical Statistics, J. Wiley, 3e édition, 1969. Zbl0123.34504MR164358
  5. [5] QUADRAT J. et VIOT M., Approximation numérique des problèmes de programmation dynamique stochastique, IRIA, Cahier n° 9 mars 1972: Méthodes numériques d'analyse de systèmes, tome 1. Zbl0242.90037

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