Process / pipelineSimulation / optimization
策略情景动态规划——通过贝尔曼最优性在离散未来状态下进行序列策略评估
策略情景动态规划(PSDP)将贝尔曼的递归优化框架应用于一组预先指定的策略情景,使决策者能够比较在不同未来条件下分阶段、序列化的决策。它将复杂的多期策略选择分解为可处理的子问题,通过时间反向求解,为每个情景产生最优行动序列,并为情景比较提供结构化基础。
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来源
- Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780691079516
- Puterman, M. L. (1994). Markov Decision Processes: Discrete Stochastic Dynamic Programming. John Wiley & Sons, New York. ISBN: 9780471619772
如何引用本页
ScholarGate. (2026, June 3). Policy Scenario Dynamic Programming — Sequential policy evaluation via Bellman optimality across discrete future states. ScholarGate. https://scholargate.app/zh/simulation/policy-scenario-dynamic-programming
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