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Avtomatika i Telemekhanika, 1984, Issue 11, Pages 76–85
(Mi at4883)
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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.
Received: 03.05.1983
Citation:
D. B. Yudin, “Design of decision rules in stochastic programming problems”, Avtomat. i Telemekh., 1984, no. 11, 76–85; Autom. Remote Control, 45:11 (1984), 1448–1456
Linking options:
https://www.mathnet.ru/eng/at4883 https://www.mathnet.ru/eng/at/y1984/i11/p76
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