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Avtomatika i Telemekhanika, 1984, Issue 11, Pages 76–85 (Mi at4883)  
Design of decision rules in stochastic programming problems

D. B. Yudin

Moscow
Full-text PDF (1158 kB)
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
Bibliographic databases:
Document Type: Article
UDC: 519.82
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Yud84}
\by D.~B.~Yudin
\paper Design of decision rules in stochastic programming problems
\jour Avtomat. i Telemekh.
\yr 1984
\issue 11
\pages 76--85
\mathnet{http://mi.mathnet.ru/at4883}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=797994}
\zmath{https://zbmath.org/?q=an:0564.90051}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 11
\pages 1448--1456
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  • https://www.mathnet.ru/eng/at/y1984/i11/p76
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