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来源类型 | Monograph (IIASA Working Paper) |
规范类型 | 论文 |
Some Conditions for Optimal Deterministic Solutions to Stochastic Dynamic Linear Programs. | |
Birge JR | |
发表日期 | 1979 |
出版者 | IIASA, Laxenburg, Austria: WP-79-101 |
出版年 | 1979 |
语种 | 英语 |
摘要 | Many problems that require decisions made over time can be formulated as dynamic linear programs. Complications arise in solving these programs when one allows stochastic elements to alter the state to state transitions. Finding the stochastic linear programming solutions may be very difficult since their formulation often greatly increases the problem size. This paper shows that, under certain conditions, a simple deterministic solution technique obtains the same optimal controls as more complicated stochastic methods. |
主题 | System and Decision Sciences - Core (SDS) |
URL | http://pure.iiasa.ac.at/id/eprint/1082/ |
来源智库 | International Institute for Applied Systems Analysis (Austria) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/121697 |
推荐引用方式 GB/T 7714 | Birge JR. Some Conditions for Optimal Deterministic Solutions to Stochastic Dynamic Linear Programs.. 1979. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
WP-79-101.pdf(469KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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