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Stochastické programování×Simulace Monte Carlo×
OborSimulaceRozhodování
RodinaProcess / pipelineMCDM
Rok vzniku19571949
TvůrceBellman, R.; formalized for stochastic settings by Puterman, M. L.Metropolis, N., Ulam, S.
TypSequential optimization under uncertaintyRobustness wrapper — Monte Carlo uncertainty propagation
Původní zdrojBellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗
Další názvySDP, Markov Decision Process, MDP, Stochastic DP
Příbuzné60
ShrnutíStochastic 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.MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.
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ScholarGatePorovnat metody: Stochastic Dynamic Programming · MONTE-CARLO-SIMULATION. Získáno 2026-06-15 z https://scholargate.app/cs/compare