DETERMINISTIC EQUIVALENCE IN STOCHASTIC INFINITE HORIZON PROBLEMS

被引：5

作者：

HIGLE, JL ^{[1
]}

BEAN, JC ^{[1
]}

SMITH, RL ^{[1
]}

机构：

[1] UNIV MICHIGAN,DEPT IND & OPERAT ENGN,ANN ARBOR,MI 48109

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1990年 / 15卷 / 03期

关键词：

D O I：

10.1287/moor.15.3.396

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：396 / 407

页数：12

共 14 条

[1]

[Anonymous], 1991, INTRO PROBABILITY TH

[2] CONDITIONS FOR THE EXISTENCE OF PLANNING-HORIZONS [J].

BEAN, JC ;

SMITH, RL .

MATHEMATICS OF OPERATIONS RESEARCH, 1984, 9 (03) :391-401

[3]

BEAN JC, 1986, INTERFACES, V17, P48

[4]

BEAN JC, 1984, 8428 U MICH DEP IND

[5] DETERMINISTIC APPROXIMATIONS TO STOCHASTIC PRODUCTION PROBLEMS [J].

BITRAN, GR ;

YANASSE, HH .

OPERATIONS RESEARCH, 1984, 32 (05) :999-1018

[6] OPTIMUM REPLACEMENT OF A SYSTEM SUBJECT TO SHOCKS [J].

BOLAND, PJ ;

PROSCHAN, F .

OPERATIONS RESEARCH, 1983, 31 (04) :697-704

[7] CAPACITY EXPANSION WHEN DEMAND IS A BIRTH-DEATH RANDOM PROCESS [J].

FREIDENFELDS, J .

OPERATIONS RESEARCH, 1980, 28 (03) :712-721

[8] THE ACQUISITION OF AUTOMATION SUBJECT TO DIMINISHING RETURNS [J].

GAIMON, C .

IIE TRANSACTIONS, 1985, 17 (02) :147-156

[9]

Hadley G., 1963, ANAL INVENTORY SYSTE

[10] A NEW OPTIMALITY CRITERION FOR NONHOMOGENEOUS MARKOV DECISION-PROCESSES [J].

HOPP, WJ ;

BEAN, JC ;

SMITH, RL .

OPERATIONS RESEARCH, 1987, 35 (06) :875-883

← 1 2 →