Article ID: | iaor2004154 |
Country: | Netherlands |
Volume: | 64 |
Issue: | 7 |
Start Page Number: | 1115 |
End Page Number: | 1121 |
Publication Date: | Jul 2003 |
Journal: | Automation and Remote Control |
Authors: | Naumov A.V., Ulanov S.V. |
Keywords: | allocation: resources |
Two integral two-stage multi-period optimal resource allocations with expectation and quantile criteria are compared. Effective algorithms for solving the problem in our formulation are designed for the case of independent components of the random demand vector.