An algorithm for optimal resource allocation in systems with linear constraints

DOI10.1007/BF02576907zbMath0619.65051MaRDI QIDQ1089747

Primo Brandi

Publication date: 1986

Published in: Calcolo (Search for Journal in Brave)

zbMATH Keywords

algorithmconvergenceoptimal strategydynamic programmingefficiencyutility functionoptimal resource allocationminimal storage requirementsstockagesystems with linear constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Utility theory (91B16)

Cites Work

• Sulla risoluzione (nel caso lineare) di un particolare problema di speculazione
• Dynamic programming applications to water resource system operation and planning
• Hydrothermal load flow using functional analysis
• A new algorithm for the solution of multi-state dynamic programming problems
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