Allocation of Multidimensional Unreliable Resources with a Stochastic Demand Regime,

摘要

The report discusses the application of dynamic programming to systems which are multidimensional and stochastic. A discrete dynamic programming model is developed for this situation. Previous works in this area have been limited to systems which were either single dimensional,deterministic,or stationary. The dynamic programming approach is reviewed in this exposition first,for a single dimensional deterministic process,and then extended to the multidimensional stochastic case. The nature of this technique is also studied from the computational standpoint through the use of an example problem. (Author)