A stochastic optimal path selection problem†
作者:
N. L. MEJSTRIK,
W. L. BROGAN,
期刊:
International Journal of Control
(Taylor Available online 1972)
卷期:
Volume 15,
issue 6
页码: 1063-1072
ISSN:0020-7179
年代: 1972
DOI:10.1080/00207177208932220
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A solution is presented for determining the optimal path through a set ofNdiscrete points, subject to constraints on the path. The benefit derived by including a given point on the path depends upon the stochastic state at that point. The optimal path is the one that maximized the total expected pay-off. Three types of probability distributions are discussed and examples are included. A brief discussion of computer requirements is also presented.
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