Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time

Dupacova J.; Sladky K.

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Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time

机译：具有资源的多阶段随机程序与具有离散时间的随机动态程序的比较

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When solving a dynamic decision problem under uncertainty it is essential to choose or to build a suitable model taking into account the nature of the real-life problem, character of input data, availability of software, and computer technology. The purpose of this paper is to discuss similarities and differences of two candidate approaches connected with discrete time decision processes and with uncertainties of probabilistic nature. [References: 46]

机译：解决不确定性下的动态决策问题时，必须考虑到实际问题的性质，输入数据的特性，软件的可用性以及计算机技术，选择或构建合适的模型。本文的目的是讨论与离散时间决策过程以及概率不确定性相关的两种候选方法的异同。 [参考：46]

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《Zeitschrift fur Angewandte Mathematik und Mechanik》 |2002年第12期|共13页
作者
Dupacova J.; Sladky K.;
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正文语种 eng
中图分类应用数学;
关键词
Multistage stochastic programs with recourse; Dynamic programming; Markov decision processes; Decomposition; Optimization;

机译：有条件的多阶段随机程序;动态程序设计;马尔可夫决策过程;分解;优化;

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Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time

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