Keyword: programming: markov decision

Found 203 papers in total
Inventory Rationing for Multiple Class Demand under Continuous Review
Inventory Rationing for Multiple Class Demand under Continuous Review
2016,
We consider how a firm should ration inventory to multiple classes in a stochastic...
Designing Personalized Treatment: An Application to Anticoagulation Therapy
Designing Personalized Treatment: An Application to Anticoagulation Therapy
2016,
In this study, we develop an analytical framework for personalizing the...
On the complexity of model checking interval-valued discrete time Markov chains
On the complexity of model checking interval-valued discrete time Markov chains
2013,
We investigate the complexity of model checking (finite) interval‐valued...
Investment in Shared Suppliers: Effect of Learning, Spillover, and Competition
Investment in Shared Suppliers: Effect of Learning, Spillover, and Competition
2016,
We investigate the optimal strategies for firms to invest in their suppliers when the...
Experimental Results Indicating Lattice-Dependent Policies May Be Optimal for General Assemble-To-Order Systems
Experimental Results Indicating Lattice-Dependent Policies May Be Optimal for General Assemble-To-Order Systems
2016,
We consider an assemble‐to‐order (ATO) system with multiple products,...
Elective Patient Admission and Scheduling under Multiple Resource Constraints
Elective Patient Admission and Scheduling under Multiple Resource Constraints
2015,
We consider a patient admission problem to a hospital with multiple resource...
Containment of socially optimal policies in multiple-facility Markovian queueing systems
Containment of socially optimal policies in multiple-facility Markovian queueing systems
2016,
We consider a Markovian queueing system with N heterogeneous service facilities, each...
Decision‐control mechanism for Markovian jump linear systems with Gaussian noise
Decision‐control mechanism for Markovian jump linear systems with Gaussian noise
2016,
This paper investigates the decision–control mechanism for Markovian jump linear...
Desirable policies of a strategic petroleum reserve in coping with disruption risk: A Markov decision process approach
Desirable policies of a strategic petroleum reserve in coping with disruption risk: A Markov decision process approach
2016,
A Markov decision process model is proposed to examine the desirable sizes and...
Multi-class, multi-resource advance scheduling with no-shows, cancellations and overbooking
Multi-class, multi-resource advance scheduling with no-shows, cancellations and overbooking
2016,
We investigate a class of scheduling problems where dynamically and stochastically...
Risk minimising strategies for revenue management problems with target values
Risk minimising strategies for revenue management problems with target values
2016,
Consider a risk‐averse decision maker in the setting of a single‐leg...
Pricing dynamic fund protections with regime switching
Pricing dynamic fund protections with regime switching
2016,
This paper deals with the valuation of dynamic fund protections in a Markov...
Balancing attainability, desirability and promotion steadiness in manpower planning systems
Balancing attainability, desirability and promotion steadiness in manpower planning systems
2015,
A Markov manpower planning model with fixed internal transition probabilities, enables...
An active inference approach to on-line agent monitoring in safety‐critical systems
An active inference approach to on-line agent monitoring in safety‐critical systems
2015,
The current trend towards integrating software agents in safety–critical systems...
End-of-Life Inventory Problem with Phaseout Returns
End-of-Life Inventory Problem with Phaseout Returns
2014,
We consider the service parts end‐of‐life inventory problem of a capital...
Dynamic product portfolio management with life cycle considerations
Dynamic product portfolio management with life cycle considerations
2016,
We study the dynamic management of a portfolio of product lines. We propose a Markov...
Distributed Decisions in Networks: Laboratory Study of Routing Splittable Flow
Distributed Decisions in Networks: Laboratory Study of Routing Splittable Flow
2014,
We study network games in which users choose routes in computerized networks...
Hierarchical Multi-skill Resource Assignment in the Telecommunications Industry
Hierarchical Multi-skill Resource Assignment in the Telecommunications Industry
2014,
We formulate a discrete time Markov decision process for a resource assignment problem...
Shelf Loathing: Cross Docking at an Online Retailer
Shelf Loathing: Cross Docking at an Online Retailer
2014,
Online customers expect to wait, sometimes for a delay of many days. At the...
On the equilibrium personnel structure in the presence of vertical and horizontal mobility via multivariate Markov chains
On the equilibrium personnel structure in the presence of vertical and horizontal mobility via multivariate Markov chains
2015,
The present paper employs the Multivariate Homogeneous Markov System (MHMS) in the...
Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity
Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity
2015,
This note concerns discrete‐time controlled Markov chains driven by a decision...
Models and algorithms for skip-free Markov decision processes on trees
Models and algorithms for skip-free Markov decision processes on trees
2015,
We introduce a class of models for multidimensional control problems that we call...
Managing inventory and production capacity in start-up firms
Managing inventory and production capacity in start-up firms
2015,
We consider the problem of managing inventory and production capacity in a...
Expectation-maximization for Bayes-adaptive POMDPs
Expectation-maximization for Bayes-adaptive POMDPs
2015,
Bayes‐adaptive POMDPs (BAPOMDPs) are partially observable Markov decision...
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