Article ID: | iaor19992029 |
Country: | Netherlands |
Volume: | 101 |
Issue: | 2 |
Start Page Number: | 230 |
End Page Number: | 244 |
Publication Date: | Sep 1997 |
Journal: | European Journal of Operational Research |
Authors: | Ermoliev Yuri M., Norkin Vladimir I. |
A class of stochastic optimization problems is analyzed that cannot be solved by deterministic and standard stochastic approximation methods. We consider risk-control problems, optimization of stochastic networks and discrete event systems, screening irreversible changes, and pollution control. The results of Ermoliev