On Solving Discrete Stochastic Decision Problems,
Abstract
The paper presents and compares two distinct approaches to solving discrete stochastic decision problems. The methods discussed are found in the paper of d'Epenoux and the book by Howard. In addition, the linear programming structure which underlies the methods will be shown to yield modifications of the solution algorithms presented in the above cited publications. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1961
- Accession Number
- AD0728049
Entities
People
- M. L. Balinski