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Resource allocation under uncertainty: choice models and computational procedures

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  • Helena Gaspars

Abstract

Sformułowano modele optymalizacyjne, mające zastosowanie w zagadnieniu alokacji zasobu w warunkach niepewności, z którą mamy do czynienia wówczas, gdy zyski wynikające ze skierowania dużej ilości środka do konkretnej działalności są opisane jako zmienne losowe o nieznanym rozkładzie. Modele zostały skonstruowane na podstawie reguł Walda, Hurwicza, Bayesa i Savage’a. Przeanalizowano również możliwość zastosowania różnych procedur obliczeniowych, w tym programowania dynamicznego.

Suggested Citation

  • Helena Gaspars, 2007. "Resource allocation under uncertainty: choice models and computational procedures," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 17(1), pages 5-27.
    • Handle: RePEc:wut:journl:v:1:y:2007:p:5-27
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    References listed on IDEAS

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    1. Richard Bellman & Stuart Dreyfus, 1958. "On a Tactical Air-Warfare Model of Mengel," Operations Research, INFORMS, vol. 6(1), pages 65-78, February.
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