……马尔可夫假设，也就是说，在给定现在的条件下，该过程的过去和未来是条件独立的。想看更详细的讨论，我推荐比如 E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。
…Markov assumption, that is, that the past and future of the process are conditionally independent given the present. For a more detailed treatment, I'd recommend, say, E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes'.
……《Dynamic Programming: Deterministic and Stochastic Models》。George L. Nemhauser 的《Dynamic Programming》。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R. J.-B. Wets 的更多著作。当然我们还得提一下 R. Bellman，这位鼻祖……
…Dynamic Programming: Deterministic and Stochastic Models. George L. Nemhauser, Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R. J.-B. Wets. And of course we should mention R. Bellman, the father…
……《Dynamic Programming: Deterministic and Stochastic Models》。George L. Nemhauser 的《Dynamic Programming》。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R. J.-B. Wets 的更多著作。当然我们还得提一下 R. Bellman。我没记错的话……
…Dynamic Programming: Deterministic and Stochastic Models. George L. Nemhauser, Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R. J.-B. Wets. And of course we should mention R. Bellman. IIRC,…
……0-13-221581-0，Prentice-Hall，Englewood Cliffs，NJ，1987。\ \ George L.\ Nemhauser，《\it Dynamic Programming，\/》ISBN 0-471-63150-7，John Wiley and Sons，New York，1966。\ \ E.\ B.\ Dynkin 和 A.\ A.\ Yushkevich，《\it Controlled Markov Processes，\/》ISBN 0-387-90387-9，Springer-Verlag，Berlin，1979。\ \ Dimitri P.\ Bertsekas 和 Steven E.\ Shreve，《\it Stochastic Optimal Control: The Discrete Time Case，\/》ISBN 0-12-093260-1，Academic Press，New……
…0-13-221581-0, Prentice-Hall, Englewood Cliffs, NJ, 1987.\ \ George L.\ Nemhauser, {\it Dynamic Programming,\/} ISBN 0-471-63150-7, John Wiley and Sons, New York, 1966.\ \ E.\ B.\ Dynkin and A.\ A.\ Yushkevich, {\it Controlled Markov Processes,\/} ISBN 0-387-90387-9, Springer-Verlag, Berlin, 1979.\ \ Dimitri P.\ Bertsekas and Steven E.\ Shreve, {\it Stochastic Optimal Control: The Discrete Time Case,\/} ISBN 0-12-093260-1, Academic Press, New…
……过程，因为马尔可夫假设才是让那种关键的“分阶段分解”站得住脚的根本原因。所以，关于马尔可夫联系的更多深入内容，可以看 E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》，ISBN 0-387-90387-9，Springer-Verlag，Berlin。有一次我遇到了一个可以用上这些思路的实际问题，就从 George L. Nemhauser 那里听了90秒关于该主题的讲解，就像在《Dynamic Programming》里那样……
…processes since the Markov assumption is really what makes the crucial 'decomposition' into 'stages' justified. So, for much more on the Markov connection, there is E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes', ISBN 0-387-90387-9, Springer-Verlag, Berlin. Once I had a practical problem that could use these ideas, got a 90 second lecture on the subject from George L. Nemhauser as in 'Dynamic Programming',…
……最优性。另外在布朗大学的那个学部，可以看看 Harold Kushner 的论文。我记得他写出了庞特里亚金最大值原理的随机版本。至于 E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》（ISBN 0-387-90387-9，Springer-Verlag，Berlin），里面有跟经济计划的关联。至于 Dimitri P. Bertsekas 和 Steven E. Shreve 的《Stochastic Optimal Control: The Discrete Time Case》，ISBN……
…optimality. Also in that division at Brown, see the papers of Harold Kushner. As I recall, he wrote out a stochastic version of the Pontryagin maximum principle. For E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes', ISBN 0-387-90387-9, Springer-Verlag, Berlin. there are connections with economic planning. For Dimitri P. Bertsekas and Steven E. Shreve, 'Stochastic Optimal Control: The Discrete Time Case', ISBN…
……马尔可夫假设，也就是说，在给定现在的条件下，该过程的过去和未来是条件独立的。想看更详细的讨论，我推荐比如 E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。
…Markov assumption, that is, that the past and future of the process are conditionally independent given the present. For a more detailed treatment, I'd recommend, say, E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes'.
……《Dynamic Programming: Deterministic and Stochastic Models》。George L. Nemhauser 的《Dynamic Programming》。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R. J.-B. Wets 的更多著作。当然我们还得提一下 R. Bellman，这位鼻祖……
…Dynamic Programming: Deterministic and Stochastic Models. George L. Nemhauser, Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R. J.-B. Wets. And of course we should mention R. Bellman, the father…
……《Dynamic Programming: Deterministic and Stochastic Models》。George L. Nemhauser 的《Dynamic Programming》。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R. J.-B. Wets 的更多著作。当然我们还得提一下 R. Bellman。我没记错的话……
…Dynamic Programming: Deterministic and Stochastic Models. George L. Nemhauser, Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R. J.-B. Wets. And of course we should mention R. Bellman. IIRC,…
……0-13-221581-0，Prentice-Hall，Englewood Cliffs，NJ，1987。\ \ George L.\ Nemhauser，《\it Dynamic Programming，\/》ISBN 0-471-63150-7，John Wiley and Sons，New York，1966。\ \ E.\ B.\ Dynkin 和 A.\ A.\ Yushkevich，《\it Controlled Markov Processes，\/》ISBN 0-387-90387-9，Springer-Verlag，Berlin，1979。\ \ Dimitri P.\ Bertsekas 和 Steven E.\ Shreve，《\it Stochastic Optimal Control: The Discrete Time Case，\/》ISBN 0-12-093260-1，Academic Press，New……
…0-13-221581-0, Prentice-Hall, Englewood Cliffs, NJ, 1987.\ \ George L.\ Nemhauser, {\it Dynamic Programming,\/} ISBN 0-471-63150-7, John Wiley and Sons, New York, 1966.\ \ E.\ B.\ Dynkin and A.\ A.\ Yushkevich, {\it Controlled Markov Processes,\/} ISBN 0-387-90387-9, Springer-Verlag, Berlin, 1979.\ \ Dimitri P.\ Bertsekas and Steven E.\ Shreve, {\it Stochastic Optimal Control: The Discrete Time Case,\/} ISBN 0-12-093260-1, Academic Press, New…
……过程，因为马尔可夫假设才是让那种关键的“分阶段分解”站得住脚的根本原因。所以，关于马尔可夫联系的更多深入内容，可以看 E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》，ISBN 0-387-90387-9，Springer-Verlag，Berlin。有一次我遇到了一个可以用上这些思路的实际问题，就从 George L. Nemhauser 那里听了90秒关于该主题的讲解，就像在《Dynamic Programming》里那样……
…processes since the Markov assumption is really what makes the crucial 'decomposition' into 'stages' justified. So, for much more on the Markov connection, there is E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes', ISBN 0-387-90387-9, Springer-Verlag, Berlin. Once I had a practical problem that could use these ideas, got a 90 second lecture on the subject from George L. Nemhauser as in 'Dynamic Programming',…
……最优性。另外在布朗大学的那个学部，可以看看 Harold Kushner 的论文。我记得他写出了庞特里亚金最大值原理的随机版本。至于 E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》（ISBN 0-387-90387-9，Springer-Verlag，Berlin），里面有跟经济计划的关联。至于 Dimitri P. Bertsekas 和 Steven E. Shreve 的《Stochastic Optimal Control: The Discrete Time Case》，ISBN……
…optimality. Also in that division at Brown, see the papers of Harold Kushner. As I recall, he wrote out a stochastic version of the Pontryagin maximum principle. For E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes', ISBN 0-387-90387-9, Springer-Verlag, Berlin. there are connections with economic planning. For Dimitri P. Bertsekas and Steven E. Shreve, 'Stochastic Optimal Control: The Discrete Time Case', ISBN…