So sánh phương pháp

	Quy hoạch động ngẫu nhiên	Lập trình động
Lĩnh vực	Mô phỏng	Tối ưu hóa
Họ	Process / pipeline	Process / pipeline
Năm ra đời	1957	1957
Người khởi xướng	Bellman, R.; formalized for stochastic settings by Puterman, M. L.	Richard Bellman
Loại	Sequential optimization under uncertainty	Exact combinatorial optimization via recursive decomposition
Công trình gốc	Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093	Bellman, R. (1957). Dynamic Programming. Princeton University Press. ISBN: 978-0-691-07951-6
Tên gọi khác	SDP, Markov Decision Process, MDP, Stochastic DP	DP, Bellman's Principle of Optimality, Recursive Optimization, Dinamik Programlama
Liên quan	6	3
Tóm tắt	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.	Dynamic Programming (DP) is an exact optimization technique introduced by Richard Bellman in 1957 for solving multi-stage decision problems. It decomposes a complex problem into simpler, overlapping subproblems, solves each subproblem once, and stores the results to avoid redundant computation. Grounded in the Principle of Optimality, DP guarantees globally optimal solutions whenever the problem exhibits overlapping subproblems and optimal substructure.