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| Детерминистично динамично програмиране× | Стохастично динамично програмиране× | |
|---|---|---|
| Област | Симулационно моделиране | Симулационно моделиране |
| Семейство | Process / pipeline | Process / pipeline |
| Година на възникване | 1957 | 1957 |
| Създател≠ | Richard E. Bellman | Bellman, R.; formalized for stochastic settings by Puterman, M. L. |
| Тип≠ | Exact sequential optimization algorithm | Sequential optimization under uncertainty |
| Основополагащ източник≠ | Bellman, R. E. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780691079516 | Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093 |
| Други названия | DDP, Deterministic DP, Classical Dynamic Programming, Bellman Dynamic Programming | SDP, Markov Decision Process, MDP, Stochastic DP |
| Свързани | 6 | 6 |
| Резюме≠ | Deterministic Dynamic Programming (DDP) is a mathematical optimization technique that decomposes a multi-stage decision problem into a sequence of simpler subproblems, solving them exactly when all system parameters — transition functions, costs, and rewards — are known with certainty. It guarantees a globally optimal policy via Bellman's principle of optimality. | Stochastic Dynamic Programming (SDP) is a mathematical optimization framework for sequential decision problems where outcomes are partly random. It extends Bellman's principle of optimality to stochastic environments, representing problems as Markov Decision Processes (MDPs) and computing optimal policies by solving recursive value equations over states and time periods. |
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