Stochastic Dynamic Optimization Approaches and Computation
Stochastic Dynamic Optimization Approaches and Computation
复制标题
随机动态优化方法和计算
DOI：
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发表时间：
1988
期刊：
影响因子：
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通讯作者：
R. Wets
中科院分区：
文献类型：
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作者：
P. Varaiya;R. Wets
这种描述的随机动态优化模型的目的是展示一些已出现在文献中的各种配方之间的连接，并指出一些困难，必须克服时，试图适应的解决方案的方法，已成功地应用于一类问题的一个明显相关，但不同的问题。重点是可解模型。作者开始与随机优化模型的最小动态版本，一个和两个阶段的模型，然后考虑离散时间模型，并与连续时间模型的结论。
This description of stochastic dynamical optimization models is intended to exhibit some of the connections between various formulations that have appeared in the literature, and indicate some of the difficulties that must be overcome when trying to adapt solution methods that have been successfully applied to one class of problems to an apparently related but different class of problems. The emphasis is on solvable models. The authors begin with the least dynamical versions of stochastic optimization models, one- and two-stage models then consider discrete time models, and conclude with continuous time models.