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  • Search: subject:"stochastic optimisation threshold policy"
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Year of publication
Subject
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Achievable region 1 Gittins index 1 linear programming 1 load balancing 1 multi-class queueing systems 1 performance space 1 stochastic optimisation threshold policy 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Dacre, Marcus 1 Glazebrook, Kevin 1 Niño-Mora, José 1
Institution
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Department of Economics and Business, Universitat Pompeu Fabra 1
Published in...
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Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1
Source
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RePEc 1
Showing 1 - 1 of 1
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The achievable region approach to the optimal control of stochastic systems
Dacre, Marcus; Glazebrook, Kevin; Niño-Mora, José - Department of Economics and Business, Universitat … - 1998
The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances (the achievable region) of the system of interest, and (ii) optimising the overall system-wide performance objective over this space. This is radically...
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