Technical Note - A Dynamic Programming Formulation for Continuous Time Stock Control Systems.
Ralph D. SnyderPublished in: Oper. Res. (1975)
Keyphrases
- dynamic programming
- control system
- optimal control
- state space
- markov chain
- control law
- dynamical systems
- greedy algorithm
- stock market
- markov processes
- markov decision processes
- multistage
- stereo matching
- coarse to fine
- optimal policy
- linear programming
- genetic algorithm
- closed loop
- knapsack problem
- control strategy
- stochastic processes
- inventory level
- np hard
- markov decision problems
- dp matching