Differential methods applied to the solution of two-sided allocation problems
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Authors
Bartley, Robert H.
Subjects
Advisors
Date of Issue
1964
Date
Publisher
Monterey, California: U.S. Naval Postgraduate School
Language
en_US
Abstract
A procedure is developed which can be used to obtain the
solution of a two-sided allocation problem with payoff of the
form I = 5 Q K(x,y«t)dt if K is concave in x(t), i.e. K < a xx 0,
and convex in y(t) for all t in the interval [a,b]„ A
second degree polynomial example is explained in detail to
illustrate the procedure. The computer program and a sample
output for this example constitute the Appendix. Next an
exponential search problem is discussed. Then in conclusion
a general application of the method is outlined.
Type
Thesis
Description
Series/Report No
Department
Operations Research
Organization
Naval Postgraduate School