We here introduce a new algorithm for optimal strategy for systems with linear constraints. The method is proved to be computationally efficient and to have minimal storage requirements. Contrary to dynamic programming, the state variable does not have to be discretized. The convergence is monotone and it is realized in no more than N+1 steps, where N is the stages number

Un algoritmo per allocazioni ottimali di risorse in sistemi con vincoli lineari

BRANDI, Primo
1986

Abstract

We here introduce a new algorithm for optimal strategy for systems with linear constraints. The method is proved to be computationally efficient and to have minimal storage requirements. Contrary to dynamic programming, the state variable does not have to be discretized. The convergence is monotone and it is realized in no more than N+1 steps, where N is the stages number
1986
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11391/916247
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