Dynamical programming method using in stochastic problems of resources distribution

For the stochastic problem of resources distribution the main relations between effectiveness of planning and the problem parameters are defined. The corresponding software system is developed. The condition of optimality of mathematical expectation of summary effect is formulated.

Bibliographic Details
Main Authors: K. A. Drozdenko, A. P. Kotenko
Format: Article
Language:English
Published: Samara State Technical University 2007-06-01
Series:Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Online Access:http://mi.mathnet.ru/eng/vsgtu556