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dc.contributor.authorKrakenes, Arneeng
dc.contributor.authorMoxnes, Erlingeng
dc.date.accessioned2006-11-27T13:04:16Z
dc.date.available2006-11-27T13:04:16Z
dc.date.issued2005eng
dc.identifier.issn1503-4860 (print version)
dc.identifier.urihttps://hdl.handle.net/1956/1972
dc.description.abstractThe task of finding optimal policies in stochastic dynamic systems is challenging.The theory of stochastic dynamic programming (SDP) is quite complex and theavailable software packages are not intended for non-specialists. Furthermore, SDP istraditionally limited to quite small and well defined problems. Stochastic optimisationin policy space (SOPS) seems to be an attractive alternative, particularly for peoplewith a background in simulation of dynamic systems. However, to date no user friendlysoftware has been available for this method. In this paper we present and demonstratea new program package for this task. The resulting software allows the user toformulate the model in a well-known simulation program, Powersim Studio 2005. Themodel is automatically transferred to a standalone program. The SOPS program allowsthe user to reset model parameters, to specify search criteria, and to study the results ofrepeated searches for optimal policies.en_US
dc.format.extent433392 byteseng
dc.format.mimetypeapplication/pdfeng
dc.language.isoengeng
dc.publisherThe University of Bergeneng
dc.relation.ispartofseries2/2005en_US
dc.relation.ispartofseriesWorking Papers in System Dynamicsen_US
dc.subjectMonte Carloeng
dc.subjectStochastic dynamic optimizationeng
dc.subjectUser friendlyeng
dc.subjectSearcheng
dc.subjectOptimization in policy spaceeng
dc.titleSOPS – A Tool to Find Optimal Policies in Stochastic Dynamic Systemseng
dc.typeWorking paperen_US
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Samfunnsgeografi: 290nob


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