Patent ID: 11947323
Assignee: nan
Field: Control (Instruments)
Classification: CPC G  C | IPC C  G

Claim 14:
15. A computer program product comprising a non-transitory computer-readable storage medium having program instructions embodied therewith, the program instructions executable by at least one hardware processor to:
receive data associated with an operational control problem;
formulate said operation control problem as an optimization problem;
recursively generate a sequence of policies of operational control associated with said operational control problem, wherein each subsequent policy in said sequence is constructed by modifying one or more actions at a single state in a preceding policy in said sequence, and wherein said modifying monotonically changes a risk associated with said subsequent policy;
construct, from said sequence of policies, an optimal solution path, wherein each vertex on said optimal solution path represents an optimal solution to said operational control problem;
calculate a ratio of reward to risk for each of said vertices on said path; and
select one of said policies in said sequence to apply to said operational control problem, based, at least in part, on said calculated ratios.