Design of decision rules in stochastic programming problems

D. B. Yudin

Moscow

Abstract: The paper is concerned with convex stochastic problems structured as “observation- solution”, a general procedure for design of decision rules is provided. Non-trivial examples of problems are given where the decision rules can be explicitly used.

UDC: 519.82


Received: 03.05.1983

 English version: Automation and Remote Control, 1984, 45:11, 1448–1456

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