Planning Under Uncertainity: Methods and Applications
Abstract
This grant was for research in methods for optimizing parameters in complex simulation models. The principal method investigated was that of sample-path optimization (SPO) During the period of the grant, progress was achieved in extending SPO to the solution of stochastic variational inequalities, and in supporting areas. Results were documented in two papers prepared for publication and in one completed Ph.D. dissertation.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 28, 1998
- Accession Number
- ADA343351
Entities
People
- Stephen M. Robinson
Organizations
- University of Wisconsin–Madison