DYNAMIC PROGRAMMING ON RECURSIVE REWARD SYSTEMS

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Risk-Reward Analysis in Stochastic Dynamic Programming

Stochastic dynamic programming models are extensively used for sequential decision making when outcomes are uncertain. These models have been widely applied in different business contexts such as inventory control, capacity expansion, cash management, etc. The objective in these models is to deduce optimal policies based on expected reward criteria. However, in many cases, managers are concerne...

متن کامل

Multicriteria integer programming: A (hybrid) dynamic programming recursive approach

where C ~ = (ct . . . . . , cpn) t, a n = (atn, . . . , aun) t and k = (k~, k2, .. . , k~) denote vectors of integers, and v-max (vector maximization) is used to differentiate the solution f rom the common single object ive maximization. The solution to (MCILP) is a set of integer points, X ° ( b ) , called efficient, such that if x ° E X ° ( b ) , there does not exist any other feasible point,...

متن کامل

Modelling and Decision-making on Deteriorating Production Systems using Stochastic Dynamic Programming Approach

This study aimed at presenting a method for formulating optimal production, repair and replacement policies. The system was based on the production rate of defective parts and machine repairs and then was set up to optimize maintenance activities and related costs. The machine is either repaired or replaced. The machine is changed completely in the replacement process, but the productio...

متن کامل

On Relaxed Dynamic Programming in Switching Systems

In order to simplify computational methods based on dynamic programming, a relaxed procedure based on upper and lower bounds of the optimal cost was recently introduced. The convergence properties of this procedure are analyzed in this paper. In particular, it is shown that the computational effort in finding an approximately optimal control law by relaxed value iteration is related to the poly...

متن کامل

Recursive Robust Estimation of Dynamic Systems Parameters

In the previolls pa.per (Pupeikis, 1990) the problem of model order determination in the presence of outliers in observations has been considered. The aim of t.he given paper is the development of the recursive algorithms of comput.ation of l\1estimates ensuring their stability conditions. In this conneciion the approa.ch, based on adaptive Huber's monot.one psi-function. is worked out. It. is ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bulletin of Mathematical Statistics

سال: 1976

ISSN: 0007-4993

DOI: 10.5109/13108