Dynamic programming sequential scientific management

Dynamic programming; sequential scientific management

Bibliographic Details
Main Author: Kaufmann, A.
Other Authors: Cruon, R., Sneyd, Henry C.
Format: eBook
Language:English
Published: London Academic Press 1967, 1967
Series:Mathematics in science and engineering
Subjects:
Online Access:
Collection: Elsevier eBook collection Mathematics - Collection details see MPG.ReNa
Table of Contents:
  • 36. Optimization of the Average Value per Period in the Special Case of a Certain Future37. Decomposed Form; Chapter 6. Various Generalizations; 38. Introduction; 39. Nonsequential Structures; 40. Nonadditive Values; Bibliography; I. Theory; II. Practice; Subject Index; Mathematics in Science and Engineering
  • Includes bibliographical references and index
  • 26. The Criterion of the Average Expected Value per Period27. Optimization of the Average Value per Period; Chapter 5. Discrete D.H. Dynamic Programs With Finite Markovian Chains; 28. Introduction; 29. Structure of Finite Markovian Chains; 30. Irreducible Finite Markovian Chain7; 31. The Generating Function (z-Transform); 32. Quantitative Study of Finite Markovian Chains; 33. Value of a Permanent Strategy; 34. Optimization of the Total Present Value; 35. Optimization of the Average Value per Period (or of the Total Value)
  • 7. The Case where the Decision Variable Has More Dimensions than the State Variable8. Case where the Final and Initial States Are N o t Both Prescribed; 9. Comparison of the Four Methods; 10. Stationary Programs. Convergence. Permanent Policies; Chapter 2. Discrete Dynamic Programs With a Certain Future and an Unlimited Horizon; 11. Introduction; 12. Convergence by ''Narrowing" the Domain of Decision; 13. The Criterion of the Present Value; 14. Criterion of the Average Value per Period; Chapter 3. Discrete Dynamic Programs With a Random Future and Limited Horizon; 15. introduction
  • Front Cover; Dynamic Programming: Sequential Scientific Management; Copyright Page; Foreword to The French Edition; Contents; Preface to The French Edition; List of Principal Symbols; Chapter 1. Discrete Dynamic Programs With a Certain Future and a Limited Horizon; 1. General Introduction; 2. A Numerical Example; 3. Mathematical Model of a Discrete Dynamic Program with a Certain Future; 4. Interpretation by the Theory of Graphs. Multistage Graphs; 5. Explanation of Certain Difficulties in the Calculations; 6. A Numerical Example Which is Nonlinear
  • 16. An Example of D.H. (Décision-Hasard) Dynamic Program17. Mathematical Model of a D.H. Dynamic Program. Decomposed Form; 18. Mathematical Model of an H. D. Dynamic Program. Decomposed Form; 19. Examples; Chapter 4. Discrete Dynamic Programs With a Random Future and Unlimited Horizon (General Case); 20. Introduction; 21. Criterion of the Expected Total Value; 22. Approximation in the Space of the Strategies; 23. Convergence of the Total Present Value of an Arbitrary Strategy; 24. Influence of the Initial State; 25. The Criterion of the Expected Total Value without Discounting