Towards sensitivity analysis in dynamic programming
نویسندگان
چکیده
منابع مشابه
SENSITIVITY ANALYSIS IN LINEAR-PLUS-LINEAR FRACTIONAL PROGRAMMING PROBLEMS
In this paper, we study the classical sensitivity analysis when the right - hand – side vector, and the coefficients of the objective function are allowed to vary.
متن کاملSensitivity analysis in convex programming
The object of this paper is to perform an analysis of the sensitivity for convex vector programs with inequality constraints by examining the quantitative behavior of a certain set of optima according to changes of right-hand side parameters included in the program. The results in the paper prove that the sensitivity of the program depends on the solution of a dual program and its sensitivity. ...
متن کاملsensitivity analysis in linear-plus-linear fractional programming problems
in this paper, we study the classical sensitivity analysis when the right - hand – side vector, and the coefficients of the objective function are allowed to vary.
متن کاملSensitivity Analysis of Water Flooding Optimization by Dynamic Optimization
This study concerns the scope to improve water flooding in heterogeneous reservoirs. We used an existing, in-house developed, optimization program consisting of a reservoir simulator in combination with an adjoint-based optimal control algorithm. In particular we aimed to examine the scope for optimization in a two-dimensional horizontal reservoir containing a single high permeable streak, ...
متن کاملSensitivity Analysis of a Dynamic Fleet Management Model Using Approximate Dynamic Programming
We present tractable algorithms to assess the sensitivity of a stochastic dynamic fleet management model to fleet size and load availability. In particular, we show how to compute the change in the objective function value in response to an additional vehicle or an additional load introduced into the system. The novel aspect of our approach is that it does not require multiple simulations with ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bulletin of the Australian Mathematical Society
سال: 1997
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972700031336