Marcus Steven I.

Steven I. Marcus

Information about the author Steven I. Marcus will soon be added to the site.
Found 10 papers in total
A model reference adaptive search method for global optimization
A model reference adaptive search method for global optimization
2007
Model reference adaptive search (MRAS) for solving global optimization problems works...
Pricing American-style derivatives with European call options
Pricing American-style derivatives with European call options
2006
We present a new approach to pricing American-style derivatives that is applicable to...
An adaptive sampling algorithm for solving Markov decision processes
An adaptive sampling algorithm for solving Markov decision processes
2005
Based on recent results for multiarmed bandit problems, we propose an adaptive...
Optimal joint preventive maintenance and production policies
Optimal joint preventive maintenance and production policies
2005
We study joint preventive maintenance (PM) and production policies for an unreliable...
Two-timescale algorithms for simulation optimization of hidden Markov models
Two-timescale algorithms for simulation optimization of hidden Markov models
2001
We propose two finite difference two-timescale Simultaneous Perturbation Stochastic...
Monotone optimal policies for a transient queueing staffing problem
Monotone optimal policies for a transient queueing staffing problem
2000
We consider the problem of determining the optimal policy for staffing a queueing...
Ergodic control of switching diffusions
Ergodic control of switching diffusions
1997
We study the ergodic control problem of switching diffusions representing a typical...
Optimal control of switching diffusions with application to flexible manufacturing systems
Optimal control of switching diffusions with application to flexible manufacturing systems
1993
A controlled switching diffusion model is developed to study the hierarchical control...
Language stability and stabilizability of discrete event dynamical systems
Language stability and stabilizability of discrete event dynamical systems
1993
This paper studies the stability and stabilizability of discrete event dynamical...
Optimality of the NVI adaptive policy for a partially observed Markov decision model
Optimality of the NVI adaptive policy for a partially observed Markov decision model
1991
The production replacement process is modelled with partially observed Markov process....
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