An accelerated stopping rule for the Nested Partition Hybrid Algorithm for discrete stochastic optimization

نویسنده

  • Joost Berkhout
چکیده

A series expansion approach to risk analysis of an inventory system with sourcing. Efficient algorithm for computing the ergodic projector of Markov multi-chains. A critical account of perturbation analysis of Markovian systems. Robust analysis of single server networks with infinite supply and unreliable nodes. Other publications: J. Berkhout. Onzekerheid die ertoe doet: een aanzet tot integratie van operationele research en econometrie.

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عنوان ژورنال:
  • Discrete Event Dynamic Systems

دوره 25  شماره 

صفحات  -

تاریخ انتشار 2015