G2TT
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)
URLhttp://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.
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