Comparar métodos

	Programación Dinámica Estocástica	Programación Estocástica Entera Mixta
Campo	Simulación	Simulación
Familia	Process / pipeline	Process / pipeline
Año de origen	1957	1990s–2000s
Autor original	Bellman, R.; formalized for stochastic settings by Puterman, M. L.	Birge, J. R.; Louveaux, F.; Sen, S.
Tipo	Sequential optimization under uncertainty	Stochastic optimization model
Fuente seminal	Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093	Birge, J. R., & Louveaux, F. (1997). Introduction to Stochastic Programming. Springer Series in Operations Research. New York: Springer. ISBN: 9780387982175
Alias	SDP, Markov Decision Process, MDP, Stochastic DP	SMIP, Stochastic MIP, Mixed-Integer Stochastic Programming, SMILP
Relacionados	6	5
Resumen	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.	Stochastic Mixed-Integer Programming (SMIP) is an optimization framework that finds the best mix of binary, integer, and continuous decisions when key parameters — costs, demands, capacities — are uncertain and modeled as probability distributions over a set of scenarios. It extends classical MIP by embedding scenario trees or expected-value objectives that hedge against uncertainty while respecting combinatorial constraints.