APPROXIMATION SCHEME FOR STOCHASTIC DYNAMIC OPTIMIZATION PROBLEMS.

被引：0
|
作者：
Andreatta, Giovanni [1 ]
Runggaldier, Wolfgang J. [1 ]
机构：
[1] Univ di Padova, Padua, Italy, Univ di Padova, Padua, Italy
来源：
Mathematical Programming Study | 1986年
关键词：
Mathematical programming; Dynamic - Petroleum prospecting;
D O I：
10.1007/bfb0121116
中图分类号：
学科分类号：
摘要：
An approximation approach with computable error bounds is derived for a class of stochastic dynamic optimization problems that are too complex to be exactly solvable by straightforward dynamic programming. In particular, a problem arising from oil exploration is considered: for this problem, using the proposed approach, computational results are derived and compared to those obtained by means of other recent approximation schemes.
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页码：118 / 132
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