Accession Number : AD0729890

Title :   Allocation of Multidimensional Unreliable Resources with a Stochastic Demand Regime,

Corporate Author : CALIFORNIA UNIV LOS ANGELES SCHOOL OF ENGINEERING AND APPLIED SCIENCE

Personal Author(s) : Drugan,James R.

Report Date : JUN 1971

Pagination or Media Count : 185

Abstract : The report discusses the application of dynamic programming to systems which are multidimensional and stochastic. A discrete dynamic programming model is developed for this situation. Previous works in this area have been limited to systems which were either single dimensional, deterministic, or stationary. The dynamic programming approach is reviewed in this exposition first, for a single dimensional deterministic process, and then extended to the multidimensional stochastic case. The nature of this technique is also studied from the computational standpoint through the use of an example problem. (Author)

Descriptors :   (*DYNAMIC PROGRAMMING, STOCHASTIC PROCESSES), DECISION THEORY, PARTIAL DIFFERENTIAL EQUATIONS, SET THEORY, MANAGEMENT ENGINEERING, ECONOMICS, INVENTORY CONTROL, WEAPON SYSTEMS, COMPUTER PROGRAMS, NUMERICAL ANALYSIS, OPTIMIZATION

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE