Risk in two-stage optimal resource allocation

Risk in two-stage optimal resource allocation

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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: ,
Keywords: allocation: resources
Abstract:

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.

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