STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE

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概要

• 論文の詳細を見る

• In this paper we show three methods for solving optimization problems of expected value of multiplicative functions with negative values; multi-stage stochastic decision tree, Markov bidecision process and invariant imbedding approach.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Tsurusaki Kazuyoshi

  Kyushu University

• Fujita Toshiharu

  Kyushu Institute of Technology

• Tsurusaki K

  Kyushu Univ.

関連論文

• CONDITIONAL DECISION-MAKING IN FUZZY ENVIRONMENT
• STOCHASTIC DECISION-MAKING IN A FUZZY ENVIRONMENT
• STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE

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