Methoden vergleichen

	Deterministische Dynamische Programmierung	Stochastic Dynamic Programming
Fachgebiet	Simulation	Simulation
Familie	Process / pipeline	Process / pipeline
Entstehungsjahr	1957	1957
Urheber	Richard E. Bellman	Bellman, R.; formalized for stochastic settings by Puterman, M. L.
Typ	Exact sequential optimization algorithm	Sequential optimization under uncertainty
Wegweisende Quelle	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
Aliasnamen	DDP, Deterministic DP, Classical Dynamic Programming, Bellman Dynamic Programming	SDP, Markov Decision Process, MDP, Stochastic DP
Verwandt	6	6
Zusammenfassung	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.