Accéder directement au contenu Accéder directement à la navigation
Communication dans un congrès

Finding a compromise between viability maximization and cost minimization: A stochastic dynamic programming algorithm

Abstract : In a stochastic controlled dynamical system, stochastic dynamic programming is used for either cost minimization or viability maximization. We propose a change in variables that enables the minimization of a linear combination of expected costs and exit probabilities, thus effectively combining the expected value and worst-case approaches to a problem. The resulting algorithm facilitates the discussion of the possible trade-offs between the two kind of objectives through an example of water supply from a reservoir.
Type de document :
Communication dans un congrès
Liste complète des métadonnées

https://hal.inrae.fr/hal-02599048
Déposant : Migration Irstea Publications <>
Soumis le : samedi 16 mai 2020 - 01:24:01
Dernière modification le : mercredi 14 octobre 2020 - 03:56:17

Identifiants

  • HAL Id : hal-02599048, version 1
  • IRSTEA : PUB00039467

Collections

Citation

Charlène Rougé, Jean-Denis Mathias, Guillaume Deffuant. Finding a compromise between viability maximization and cost minimization: A stochastic dynamic programming algorithm. 2nd International Workshop "Aux frontières de la viabilité et de l'économie", Université Paris Dauphine, Nov 2013, Paris, France. ⟨hal-02599048⟩

Partager

Métriques

Consultations de la notice

9