A-PRIORI DECISION RULES IN MULTISTAGE STOCHASTIC PROGRAMMING PROBLEMS

被引:0
|
作者
IUDIN, DB
TSOI, EV
机构
来源
MATEKON | 1974年 / 11卷 / 02期
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:67 / 90
页数:24
相关论文
共 50 条
  • [1] METHODS OF CONSTRUCTION OF MULTISTAGE PROBLEM DECISION RULES OF STOCHASTIC PROGRAMMING
    YUDIN, DB
    [J]. DOKLADY AKADEMII NAUK SSSR, 1973, 210 (04): : 779 - 782
  • [2] Step decision rules for multistage stochastic programming:: A heuristic approach
    Thenie, J.
    Vial, J. -Ph.
    [J]. AUTOMATICA, 2008, 44 (06) : 1569 - 1584
  • [3] Bound-based decision rules in multistage stochastic programming
    Kuhn, Daniel
    Parpas, Panos
    Rustem, Berc
    [J]. KYBERNETIKA, 2008, 44 (02) : 134 - 150
  • [4] MULTISTAGE PROBLEMS OF STOCHASTIC PROGRAMMING
    YUDIN, DB
    [J]. DOKLADY AKADEMII NAUK SSSR, 1973, 210 (03): : 545 - 548
  • [5] Lagrangian Dual Decision Rules for Multistage Stochastic Mixed-Integer Programming
    Daryalal, Maryam
    Bodur, Merve
    Luedtke, James R.
    [J]. OPERATIONS RESEARCH, 2024, 72 (02) : 717 - 737
  • [6] Stochastic multistage programming in financial decision making
    Frauendorfer, K
    [J]. ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1996, 76 : 21 - 24
  • [7] Multiobjective Stochastic Programming via Multistage Problems
    Kankova, Vlasta
    [J]. PROCEEDINGS OF THE 26TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2008, 2008, : 249 - 255
  • [8] DISCRETIZATIONS OF MULTISTAGE STOCHASTIC PROGRAMMING-PROBLEMS
    OLSEN, P
    [J]. MATHEMATICAL PROGRAMMING STUDY, 1976, 6 (DEC): : 111 - 124
  • [9] An approach for analyzing and managing flexibility in engineering systems design based on decision rules and multistage stochastic programming
    Cardin, Michel-Alexandre
    Xie, Qihui
    Ng, Tsan Sheng
    Wang, Shuming
    Hu, Junfei
    [J]. IISE TRANSACTIONS, 2017, 49 (01) : 1 - 12
  • [10] APPROXIMATION OF DECISION RULES IN STOCHASTIC-PROGRAMMING
    LEPP, RE
    [J]. JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL, 1993, 31 (02) : 46 - 49