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Keyword: programming: markov decision
Found
203 papers
in total
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Optimal measures and Markov transition kernels
2013,
Belavkin Roman
We study optimal solutions to an abstract optimization problem for measures, which is...
Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency
2012,
Zhang Hao
This paper studies an infinite horizon adverse selection model with an underlying...
A Stochastic Target Approach for P&L Matching Problems
2012,
Bouchard Bruno
Within a Brownian diffusion Markovian framework, we provide a direct PDE...
Optimal choice for finite and infinite horizons
2012,
Peeters R
This paper lays down conceptual groundwork for optimal choice in...
A BSDE approach to risk‐based asset allocation of pension funds with regime switching
2012,
Siu Tak
An asset allocation problem of a member of a defined contribution (DC) pension fund is...
New Average Optimality Conditions for Semi‐Markov Decision Processes in Borel Spaces
2012,
Guo Xianping
This paper deals with semi‐Markov decision processes under the average expected...
An Online Actor–Critic Algorithm with Function Approximation for Constrained Markov Decision Processes
2012,
Bhatnagar Shalabh
We develop an online actor–critic reinforcement learning algorithm with function...
Optimal recruitment strategies in a multi‐level manpower planning model
2012,
Guerry M-A
Markov manpower planning models have extensively been analysed in the past in order to...
Dynamic consistency for stochastic optimal control problems
2012,
Cohen Guy
For a sequence of dynamic optimization problems, we aim at discussing a notion of...
Energy contracts management by stochastic programming techniques
2012,
Bonnans J
We consider the problem of optimal management of energy contracts, with bounds on the...
A basic formula for performance gradient estimation of semi‐Markov decision processes
2013,
Li Yanjie
This paper presents a basic formula for performance gradient estimation of...
Dynamic routing of time‐sensitive air cargo using real‐time information
2012,
Chinnam Ratna Babu
The route planning of time‐sensitive air‐cargo is becoming more...
In‐transit perishable product inspection
2012,
White Chelsea C
We determine the value of monitoring perishable freight in‐transit for a single...
Patient‐based pharmaceutical inventory management: a two‐stage inventory and production model for perishable products with Markovian demand
2012,
King Russell E
Drug shortages have increased over the past decade, tripling since 2006. Pharmacy...
On undiscounted non‐linear optimal multiple stopping
2012,
Trabelsi Faouzi
We study and formulate an undiscounted non‐linear optimal multiple stopping...
Optimal dispatching strategies for emergency vehicles to increase patient survivability
2012,
Mayorga Maria E
A major focus of emergency medical service (EMS) systems is to save lives...
Unifying temporal and organizational scales in multiscale decision‐making
2012,
Deshmukh Abhijit
In enterprise systems, making decisions is a complex task for agents at all levels of...
Option pricing under a normal mixture distribution derived from the Markov tree model
2012,
Bhat Harish S
We examine a Markov tree (MT) model for option pricing in which the dynamics of the...
Integration of timetable planning and rolling stock in rapid transit networks
2012,
Marn ngel
The aim of this paper is to propose an integrated planning model to adequate the...
Yield management of workforce for IT service providers
2012,
Altinkemer Kemal
Many IT service firms often suffer inadequate staffing and a possible subsequent...
Dynamic production control in parallel processing systems under process queue time constraints
2012,
Wu Cheng-Hung
This research examines the production control problems in two‐station serial...
A mean–variance optimization problem for discounted Markov decision processes
2012,
Guo Xianping
In this paper, we consider a mean–variance optimization problem for Markov...
Lagrangian relaxation and constraint generation for allocation and advanced scheduling
2012,
Gocgun Yasin
Diverse applications in manufacturing, logistics, health care, telecommunications, and...
Optimizing a dynamic order‐picking process
2012,
Khmelnitsky Eugene
This research studies the problem of batching orders in a dynamic,...
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