| Article ID: | iaor20001080 |
| Country: | United States |
| Volume: | 55 |
| Issue: | 1, Pt 2 |
| Start Page Number: | 93 |
| End Page Number: | 101 |
| Publication Date: | Jan 1994 |
| Journal: | Automation and Remote Control |
| Authors: | Chernov D.E., Malyshev V.V. |
Generalized dynamic programming is considered in the context of its applications to the solution of dynamic problems for the synthesis of optimal control (at a discrete time), the minimax and stochastic problems of mathematical programming, and also to the evaluation of multidimensional integrals. This paper is a continuation of the work V.V. Malyshev and D.E. Chernov.