Planning Under Uncertainity: Methods and Applications
Final rept. 1 Apr-31 Dec 97
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This grant was for research in methods for optimizing parameters in complex simulation models. The principal method investigated was that of sample-path optimization SPO During the period of the grant, progress was achieved in extending SPO to the solution of stochastic variational inequalities, and in supporting areas. Results were documented in two papers prepared for publication and in one completed Ph.D. dissertation.
- Numerical Mathematics