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Pengaturcaraan Dinamik Stokastik×Model Markov×
BidangSimulasiSimulasi
KeluargaProcess / pipelineProcess / pipeline
Tahun asal19571906
PengasasBellman, R.; formalized for stochastic settings by Puterman, M. L.Andrei Markov
JenisSequential optimization under uncertaintyProbabilistic state-transition model
Sumber perintisBellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093Norris, J. R. (1997). Markov Chains. Cambridge University Press, Cambridge. ISBN: 9780521633963
AliasSDP, Markov Decision Process, MDP, Stochastic DPMarkov Chain, Discrete-Time Markov Chain, DTMC, Markov Process
Berkaitan65
RingkasanStochastic 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.A Markov Model represents a system as a finite set of states and specifies the probability of moving from one state to another at each time step. By capturing only the current state — not the full history — it enables tractable analysis of complex dynamic processes across health economics, engineering reliability, operations research, and social-science modeling.
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ScholarGateBandingkan kaedah: Stochastic Dynamic Programming · Markov Model. Dicapai 2026-06-15 daripada https://scholargate.app/ms/compare