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.

引用

页码：118 / 132

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