-
作者:ARTSTEIN, Z; WETS, RJB
作者单位:University of California System; University of California Davis
摘要:The paper offers a framework for the analysis of information available in stochastic optimization problems. The setup proposed here applies to the situation where the decision maker can seek more information about the stochastics of the problem. The information collected in the inquiry only allows for a redefinition of the distribution of the stochastic elements, and the inquiry process itself may introduce new errors and uncertainties. The tool we introduce is termed sensor. Compared with pre...
-
作者:JENSEN, U; HSU, GH
作者单位:Chinese Academy of Sciences
摘要:A problem in reliability is considered in which only partial information is available. Some technical system is assumed to work in one of N unobservable states. The changes of the states are driven by a Markov process with known characteristics. The system fails from time to time according to a point process with a failure rate (intensity) which depends on the unobservable state. After failure a minimal repair is carried out immediately which leaves the state of the system unchanged. It is inv...
-
作者:GILBOA, I; KALAI, E; ZEMEL, E
摘要:This paper deals with the computational complexity of some yes/no problems associated with sequential elimination of strategies using three domination relations: strong domination (strict inequalities), weak domination (weak inequalities), and domination (the asymmetric part of weak domination). Classification of various problems as polynomial or NP-complete seems to suggest that strong domination is a simple notion, whereas weak domination and domination are complicated ones.