Résolution de problèmes d'optimisation dynamique par programmation dynamique marginaliste

F. Meslier; P. Sandrin

RAIRO - Operations Research - Recherche Opérationnelle (1981)

  • Volume: 15, Issue: 4, page 363-381
  • ISSN: 0399-0559

How to cite

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Meslier, F., and Sandrin, P.. "Résolution de problèmes d'optimisation dynamique par programmation dynamique marginaliste." RAIRO - Operations Research - Recherche Opérationnelle 15.4 (1981): 363-381. <http://eudml.org/doc/104797>.

@article{Meslier1981,
author = {Meslier, F., Sandrin, P.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {inventory control; stochastic decision; differential dynamic programming; Kuhn-Tucker conditions},
language = {fre},
number = {4},
pages = {363-381},
publisher = {EDP-Sciences},
title = {Résolution de problèmes d'optimisation dynamique par programmation dynamique marginaliste},
url = {http://eudml.org/doc/104797},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Meslier, F.
AU - Sandrin, P.
TI - Résolution de problèmes d'optimisation dynamique par programmation dynamique marginaliste
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1981
PB - EDP-Sciences
VL - 15
IS - 4
SP - 363
EP - 381
LA - fre
KW - inventory control; stochastic decision; differential dynamic programming; Kuhn-Tucker conditions
UR - http://eudml.org/doc/104797
ER -

References

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  1. 1. P. MASSE, Les réserves et la régulation de l'avenir dans la vie économique, tomes I et II, Hermann et Cie, 1946. Zbl0060.32102
  2. 2. F. MESLIER, Simulation of the Optimal Control of a Power System : Latest Developments of the Greta Model, Sixth Power Systems Computation Conference, vol. 1, p. 558-567, Darmstadt, August 1978. 
  3. 3. F. MESLIER et P. SANDRIN, Le modèle Niagara Détermination des hypothèses de production hydraulique nécessaire aux études de réseau, note interne E.D.F, n° HR 31.0490. Zbl0478.90072
  4. 4. R.E. BELLMANN et S. E DREYFUS, La programmation dynamique et ses applications, Dunod, paris, 1965. 
  5. 5. J. F. MAURRAS, Optimisation of the Flow Through Networks With Gains, Mathematical programming, vol. 3, n° 2, octobre 1972. Zbl0243.90048MR314441
  6. 6. J. ABADIE et M. BICHARA, Résolution de certains problèmes de commande optimale, R.A.I.R.O., vol. V2, mai 1973, p. 77-109. Zbl0276.49021
  7. 7. J. ABADIE, Application of the GRG Algorithm to Optimal Control Problems, chap. 8 In Integer and Non Linear Programming, J. ABADIE, éd., North-Holland Publishing Company, Amsterdam, 1970. Zbl0332.90040MR437059
  8. 8. LEMARECHAL, An Algorithm for Minimizing Convex Functions, Informations Processing, 1974, North-Holland Publishing Company. Zbl0297.65041MR441343
  9. 9. A. KAUFMANN et R. CRUON, La programmation dynamique. Gestion scientifique séquentielle, Dunod, Paris, 1965. Zbl0132.13605MR202492
  10. 10. F. FALGARONE, P. LEDERER et BUCHER, Optimal Operation of the Large French Hydropower System. Sixth Power Systems Computation Conference, vol. 1, p. 568 575, Darmstadt, august 1978. 
  11. 11. J. ABADIE, On the Kuhn Tucker Theorem in Non Linear Programming, North-Holland Publishing Company, Amsterdam. Zbl0183.22803MR218116
  12. 12. G. HADLEY, Non Linear and Dynamic Programming, Addison, Wesley Publishing Company. Zbl0179.24601

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