Optimal economic policies and uncertainty: The case against policy selection by nonlinear programming.
Andries S. BrandsmaA. J. Hughes HallettNico van der WindtPublished in: Comput. Oper. Res. (1984)
Keyphrases
- nonlinear programming
- optimal policy
- allocation policy
- control policies
- control policy
- linear programming
- dynamic programming
- equality and inequality constraints
- equality constraints
- optimization problems
- linear constraints
- variational inequalities
- semidefinite programming
- optimal solution
- worst case
- reinforcement learning
- exact algorithms
- sensitivity analysis
- resource allocation
- evolutionary algorithm
- cooperative
- echelon stock