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 numberFile in questo prodotto:
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