Stochastic Systems |
Dennis Bricker Dept. of Mechanical & Industrial Engineering The University of Iowa Iowa City, Iowa 52242 |
Models include optimization with multistage linear programming with recourse, stochastic dynamic programming, and Markov decision processes.
Discussion of successful applications in various areas, such as production scheduling, financial planning and portfolio management, agriculture, forest and fishery harvest management, hydropower and water resources, and transportation.
http://www.engineering.uiowa.edu/~dbricker/ss_index.html
Last modified: 17 April 2008