The numerical solution of stochastic automata networks
Article Abstract:
The numerical difficulties of solving stochastic automata network (SAN) models of parallel and complex systems are considered. Specifically, it is shown that SAN works best when there are few synchronizing events and 'the functional transitions are such that a small set of automata' greatly impacts the network. The derivation of a product from a vector and a SAN descriptor is also discussed along with a comparison between the power method, the method of W.E. Arnoldi and the generalized minimal residual technique.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1995
User Contributions:
Comment about this article or add new information about this topic:
Lower bounding aggregation and direct computation for an infinite horizon one-reservoir model
Article Abstract:
A policy iteration procedure for deriving optimal and sub-optimal policies for a discrete-time, stationary Markov decision model of a reservoir hydroelectric system is introduced. The procedure, which is based on piecewise affine approximations of optimal return functions, reduces to a finite method for obtaining an optimal policy in O(n3) time and another finite method for directly computing the lower bound on the optimal value function in O(m2n) time.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1996
User Contributions:
Comment about this article or add new information about this topic:
A reservoir hydroelectric system: exactly and approximately optimal policies
Article Abstract:
Traditional multireservoir river basin models carry dimensionality problems in stochastic optimization. These problems are addressed in the analysis of a discrete-time model of a reservoir hydroelectric system. A structure defining optimal policy for the model is used to evaluate a Markov decision process function. The value function illustrates the applicability of piecewise linear approximation because sample errors were less than 1%.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1995
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: A new internet driven internationalisation framework. Knowledge is not enough: organisational attention and replication strategies
- Abstracts: Inspection games in arms control. Applying relational algebra and RelView to coalition formation
- Abstracts: The impact of outsourcing strategies on information systems cpabilities in the hotel industry. The balanced scorecard and strategic control: a hotel case study analysis
- Abstracts: The trustbusters' new tools: activist competition policy is back in style. Thank big changes in economic thinking
- Abstracts: Never go hungry! Margarine is good for you. Oops - never mind. Smart nutrition