Title

Stochastic optimization problems under incomplete information on distribution functions

Document Type

Article

Publication Date

1-1-1997

Publication Title

Control and cybernetics

Abstract

In this study we discuss a class of stochastic optimization problems for the cases where parameter of optimization is a probability distribution. The knowledge about this distribution is reduced to fixed values of some of its moments, or quantiles. Examples from reliability maintenance, inventory, and queueing theory illustrate the specific nature of the problems that goes beyond the known frames of the general theory. The article is in the form of a survey of papers relevant to the stated scope, related mainly to some authors and less known results. Relationships with general theory, and discussion on prospective other considerations arc also given.

Volume

26

Issue

1

First Page

93

Last Page

110

ISSN

0324-8569

Rights

© 1997 Wydawnictwo Naukowe

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