Optimal Control of a Linear Trend Process with Quadratic Loss
作者:
Z. DREZNER,
G. O. WESOLOWSKY,
期刊:
IIE Transactions
(Taylor Available online 1989)
卷期:
Volume 21,
issue 1
页码: 66-72
ISSN:0740-817X
年代: 1989
DOI:10.1080/07408178908966207
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper deals wth the problem of optimizing the start and finish points for runs in a process which has a linearly drifting average. Deviations fr om a target value are penalized by a quadratic loss function which may have a different constant for negative or positive deviations.
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