ON STOCHASTIC DYNAMIC PROGRAMMING IN A STOCHASTIC SYSTEM AND MEASUREMENT OF A UTILITY FUNCTION OF AMOUNT OF MONEY IN SYSTEM

被引:0
|
作者
KUGIMIYA, Y
机构
来源
BULLETIN OF MATHEMATICAL STATISTICS | 1969年 / 13卷 / 3-4期
关键词
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:15 / &
相关论文
共 50 条
  • [21] Stochastic viability and dynamic programming
    Doyen, Luc
    De Lara, Michel
    SYSTEMS & CONTROL LETTERS, 2010, 59 (10) : 629 - 634
  • [22] Stochastic Differential Dynamic Programming
    Theodorou, Evangelos
    Tassa, Yuval
    Todorov, Emo
    2010 AMERICAN CONTROL CONFERENCE, 2010, : 1125 - 1132
  • [23] MULTISTAGE STOCHASTIC DECOMPOSITION: A BRIDGE BETWEEN STOCHASTIC PROGRAMMING AND APPROXIMATE DYNAMIC PROGRAMMING
    Sen, Suvrajeet
    Zhou, Zhihong
    SIAM JOURNAL ON OPTIMIZATION, 2014, 24 (01) : 127 - 153
  • [24] Measuring the goodness of orthogonal array discretizations for stochastic programming and stochastic dynamic programming
    Chen, VCP
    SIAM JOURNAL ON OPTIMIZATION, 2001, 12 (02) : 322 - 344
  • [25] Evaluating Transition Probabilities for a Stochastic Dynamic Programming Model Used in Water System Optimization
    Haguma, Didier
    Leconte, Robert
    Cote, Pascal
    JOURNAL OF WATER RESOURCES PLANNING AND MANAGEMENT, 2018, 144 (02)
  • [26] A STOCHASTIC DYNAMIC-PROGRAMMING BASED APPROACH TO THE OPERATION OF A MULTI-RESERVOIR SYSTEM
    TAI, FK
    GOULTER, IC
    WATER RESOURCES BULLETIN, 1987, 23 (03): : 371 - 377
  • [27] STOCHASTIC DUAL DYNAMIC-PROGRAMMING FOR SEASONAL SCHEDULING IN THE NORWEGIAN POWER-SYSTEM
    ROTTING, TA
    GJELSVIK, A
    IEEE TRANSACTIONS ON POWER SYSTEMS, 1992, 7 (01) : 273 - 279
  • [28] Optimal Configuration of the CHP System Using Stochastic Programming
    Benam, Masoud Rezaei
    Madani, Seyed Sohail
    Alavi, Seyed Mohammad
    Ehsan, Mehdi
    IEEE TRANSACTIONS ON POWER DELIVERY, 2015, 30 (03) : 1048 - 1056
  • [29] Measuring and optimizing system reliability: a stochastic programming approach
    Joshua L. Pulsipher
    Victor M. Zavala
    TOP, 2020, 28 : 626 - 645
  • [30] Measuring and optimizing system reliability: a stochastic programming approach
    Pulsipher, Joshua L.
    Zavala, Victor M.
    TOP, 2020, 28 (03) : 626 - 645