Some Conditions for Optimal Deterministic Solutions to Stochastic Dynamic Linear Programs

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/1094 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/1094 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/1094 archive 351 disk0/00/00/10/82 2016-01-15 01:46:10 2021-08-27 17:09:16 2016-01-15 01:46:10 monograph show 2 Birge J.R. AL0496 Some Conditions for Optimal Deterministic Solutions to Stochastic Dynamic Linear Programs pub iis_cmp iis_met prog_sds Many problems that require decisions made over time can be formulated as dynamic linear programs. Complications arise in solving these programs when one allows stochastic elements to alter the state to state transitions. Finding the stochastic linear programming solutions may be very difficult since their formulation often greatly increases the problem size. This paper shows that, under certain conditions, a simple deterministic solution technique obtains the same optimal controls as more complicated stochastic methods. 1979-10 published WP-79-101 WP-79-101 1734 public working_paper IIASA, Laxenburg, Austria 17 FALSE info:eu-repo/semantics/book