Stochastic linear programming to optimize some stochastic systems

MaRDI QIDQ3518794zbMATH OpenFDO

Authors G. Pérez-Lechuga, M. M. Álvarez-Suárez, J. Garnica-González, H. Niccolas-Morales, F. Venegas-Martínez

Publication date 12 August 2008

zbMATH Keywords

discrete dynamical systemsfeasibility solutionsMarkov chainsrandom search methodsstochastic linear programming

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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