Algorithms for solving Lagrangian multistage decision problems

被引：0

作者：

Irvine, SS ^{[1
]}

Sniedovich, M ^{[1
]}

机构：

[1] Univ Melbourne, Dept Math & Stat, Parkville, Vic 3052, Australia

来源：

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2000年 / 17卷 / 01期

关键词：

dynamic programming; inventory control; Lagrangian; sensitivity analysis;

D O I：

暂无

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：

This paper considers issues relating to the analysis and solution via dynamic programming of multistage and sequential decision problems having Lagrangian type objective functions. Three schemes which exploit the multistage structure of the dynamic programming recursion are discussed and compared. Numerical results obtained from the application of these schemes to a reliability constrained inventory control problem are presented.

引用

页码：1 / 16

页数：16

共 7 条

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EVERETT, H
[J]. OPERATIONS RESEARCH, 1963, 11 (03) : 399 - 417
[3] Ibaraki T, 1981, GEN CONCAVITY OPTIMI
[4] IRVINE SS, 1996, THESIS U MELBOURNE A
[5] RADKE A, 1975, THESIS U CALIFORNIA
[6] ANALYSIS OF A CLASS OF FRACTIONAL-PROGRAMMING PROBLEMS
SNIEDOVICH, M
[J]. MATHEMATICAL PROGRAMMING, 1989, 43 (03) : 329 - 347
[7] SNIEDOVICH M, 1992, DYNAMIC PROGRAMMING

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