首页   按字顺浏览 期刊浏览 卷期浏览 On stochastic programming ii: dynamic problems under risk*
On stochastic programming ii: dynamic problems under risk*

 

作者: M. A. H. Dempster,  

 

期刊: Stochastics  （Taylor Available online 1988）
卷期: Volume 25, issue 1  

页码: 15-42

 

ISSN:0090-9491

 

年代: 1988

 

DOI:10.1080/17442508808833530

 

出版商: Gordon and Breach Science Publishers, Inc

 

关键词: Dynamic stochastic programming;discrete time stochastic control;expected value of perfect information;Lagrangean decomposition computational techniques

 

数据来源: Taylor

 

摘要:

This paper surveys recent work on dynamic stochastic programming problems and their applications. New results are included on the measurability and interpretation-in terms of the expected value of perfect information (EVPI)-of the dual multiplier processes corresponding to these problems. A final section reports preliminary computational experiments with algorithms for 2-stage problems

 

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