Smith Robert L.

Robert L. Smith

Information about the author Robert L. Smith will soon be added to the site.
Found 29 papers in total
Infinite horizon optimality criteria for equipment replacement under technological change
Infinite horizon optimality criteria for equipment replacement under technological change
2007
We consider the problem of optimally acquiring and retiring assets that are undergoing...
A fictitious play approach to large-scale optimization
A fictitious play approach to large-scale optimization
2005
In this paper, we investigate the properties of the sampled version of the fictitious...
Infinite horizon production scheduling in time-varying systems under stochastic demand
Infinite horizon production scheduling in time-varying systems under stochastic demand
2004
We consider infinite horizon production scheduling under stochastic demand. All...
Solving nonstationary infinite horizon stochastic production planning problems
Solving nonstationary infinite horizon stochastic production planning problems
2000
Forecast horizons are defined as long enough planning horizons that ensure agreement...
Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls
Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls
2005
For time-varying deterministic infinite horizon control problems, we provide...
Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds
Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds
2003
We are given an unknown univariate Lipschitz continuous function that we wish to...
A paradox in equipment replacement under technological improvement
A paradox in equipment replacement under technological improvement
2003
It is commonly assumed that an acceleration in technological improvement should result...
A finite algorithm for solving infinite dimensional optimization problems
A finite algorithm for solving infinite dimensional optimization problems
2001
We consider the general optimization problem ( P ) of selecting a continuous function...
Fictitious play for finding system optimal routings in dynamic traffic networks
Fictitious play for finding system optimal routings in dynamic traffic networks
2000
We introduce a novel procedure to compute system optimal routings in a dynamic traffic...
Parallel algorithms for solving aggregated shortest-path problems
Parallel algorithms for solving aggregated shortest-path problems
1999
We consider the problem of computing in parallel all pairs of shortest paths in a...
Infinite horizon production planning in time-varying systems with convex production and inventory costs
Infinite horizon production planning in time-varying systems with convex production and inventory costs
1998
We consider the planning of production over the infinite horizon in a system with...
Direction choice for accelerated convergence in hit-and-run sampling
Direction choice for accelerated convergence in hit-and-run sampling
1998
Hit-and-Run algorithms are Monte Carlo procedures for generating points that are...
Approximating shortest paths in large-scale networks with an application to intelligent transportation systems
Approximating shortest paths in large-scale networks with an application to intelligent transportation systems
1998
We propose a hierarchical algorithm for approximating shortest paths between all pairs...
A mixed integer linear programming model for dynamic route guidance
A mixed integer linear programming model for dynamic route guidance
1998
One of the major challenges facing ITS (Intelligent Transportation Systems) today is...
User-equilibrium properties of fixed points in dynamic traffic assignment
User-equilibrium properties of fixed points in dynamic traffic assignment
1998
This paper considers the problem of dynamic traffic assignment under the principle...
An exact aggregation/disaggregation algorithm for large scale Markov chains
An exact aggregation/disaggregation algorithm for large scale Markov chains
1995
Many Markov chain models have very large state spaces, making the computation of...
Conditions for the discovery of solution horizons
Conditions for the discovery of solution horizons
1993
The authors present necessary and sufficient conditions for discrete infinite horizon...
Dynamic system-optimal traffic assignment using a state space model
Dynamic system-optimal traffic assignment using a state space model
1993
The authors propose a new mathematical formulation for the problem of optimal traffic...
Equipment replacement under technological change
Equipment replacement under technological change
1994
For infinite-horizon replacement economy problems it is common practice to truncate...
Finite dimensional approximation in infinite dimensional mathematical programming
Finite dimensional approximation in infinite dimensional mathematical programming
1992
The authors consider the problem of approximating an optimal solution to a separable,...
Pure adaptive search in global optimization
Pure adaptive search in global optimization
1992
Pure adaptive search iteratively constructs a sequence of interior points uniformly...
Capacity expansion under stochastic demands
Capacity expansion under stochastic demands
1992
The authors consider the problem of optimally meeting a stochastically growing demand...
Rolling horizon procedures in nonhomogeneous Markov decision processes
Rolling horizon procedures in nonhomogeneous Markov decision processes
1992
By far the most common planning procedure found in practice is to approximate the...
Duality in infinite dimensional linear programming
Duality in infinite dimensional linear programming
1992
The authors consider the class of linear programs with infinitely many variables and...
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