摘要:

M. Loève:Probability Theoty I. Graduate Texts in Mathematics, vol, 45, Springer Verlag Berlin-Heidlberg-New York 1977, 4th edition, 425 S., DM 45.

ISSN:0323-3898    

DOI:10.1080/02331937908842548

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

A model for developing and optimal production plan of several products, workshops, plants and stages of production under certain discreteness conditions is investigated. If the number of products is essentially greater than the number of plants in all workshops and stages of production, an appropriate twice-dual linear programming problem yields a feasible solution of the original problem. Some computational and economic results obtained from the application of the model are presented.

ISSN:0323-3898    

DOI:10.1080/02331937908842550

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

This paper is concerned with one-machine scheduling problems allowing non-simultaneous jobs arrivals. For problems in which all jobs are simultaneously available Held and Karp developed a dynamic programming algorithm for finding an ordering that minimizes the total sum of arbitrary cost functions. This paper extends the approach of Held and Kabp to the problems with nonsimultaneous arrivals and arbitrary non-decreasing cost functions. The algorithm is illustrated by a problem of minimizing the number of tardy jobs.

ISSN:0323-3898    

DOI:10.1080/02331937908842551

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

In the paper a linear systemis considered. We are looking for inf {F(x):x∈UCx=y0}, whereFis a convex functional andUis a closed convex set. Sufficient conditions warrantying that the Maximum Principle of Pontryagin implies closedness ofCXare given.

ISSN:0323-3898    

DOI:10.1080/02331937908842552

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

The present paper deals with an application of a new general duality principle to parametric variational problems for simple integrals on state restrictions. It is developed a both-sided estimate of the optimal value and its numerical realization by means of graph theory methods.

ISSN:0323-3898    

DOI:10.1080/02331937908842553

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

If the minimal value of the objective function is not attained for certain optimization problems of the approximation type then the corresponding dual problem is not stable. This fact is based on the instability of the perturbated not correct stated problems with initial and boundary value conditions. The attainment of the minimal value is characterized by a condition which follows from the theory of stability of optimization problems.

ISSN:0323-3898    

DOI:10.1080/02331937908842554

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

In this note we investigate a time-discrete stochastic dynamic programming problem with countable state and action spaces. We introduce an approximation procedure for a numerical solution by decomposition of the state and also of the action space. The minimal value functions and the optimal policies of the Markovian Decision .Processes constructed by clustering of both spaces are calculated by dynamic programming. Bounds for the minimal value functions will be obtained and convergence theorems are proved.

ISSN:0323-3898    

DOI:10.1080/02331937908842555

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

In this paper norm-minimal and quadratic control problems in Hilbert spaces are considered. For this problem optimality conditions and duality theorems the authors give lower bounds for the functionals and methods for solution of this problems.

ISSN:0323-3898    

DOI:10.1080/02331937908842556

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

A finite time control problem for Markov processes with arbitrary state and action space is studied. The value of a given strategy is defined by the expected total reward up to a given point of time where the rewards are defined on the one hand by a reward rate and on the other hand by a valuation of the jumps of the controlled process. A necessary and sufficient condition for the existence of an optimal strategy is given. The structure of the studied processes enables us to interpret a class of optimization problems in queueing theory as special case of the general model.

ISSN:0323-3898    

DOI:10.1080/02331937908842557

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor

摘要:

R. Wets:Grundlagen konvexer Optimierung. Lecture Notes in Economics and Mathematical systems 137, Springer-Verlag, Berlin-Heidelberg-New York 1976, 146 S., DM 18.

ISSN:0323-3898    

DOI:10.1080/02331937908842558

出版商:Akademic-Verlag    

年代:1979

数据来源: Taylor