Keyword: programming: markov decision

Found 203 papers in total
Optimal measures and Markov transition kernels
2013,
We study optimal solutions to an abstract optimization problem for measures, which is...
Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency
2012,
This paper studies an infinite horizon adverse selection model with an underlying...
A Stochastic Target Approach for P&L Matching Problems
2012,
Within a Brownian diffusion Markovian framework, we provide a direct PDE...
Optimal choice for finite and infinite horizons
2012,
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,
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,
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,
We develop an online actor–critic reinforcement learning algorithm with function...
Optimal recruitment strategies in a multi‐level manpower planning model
2012,
Markov manpower planning models have extensively been analysed in the past in order to...
Dynamic consistency for stochastic optimal control problems
2012,
For a sequence of dynamic optimization problems, we aim at discussing a notion of...
Energy contracts management by stochastic programming techniques
2012,
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,
This paper presents a basic formula for performance gradient estimation of...
Dynamic routing of time‐sensitive air cargo using real‐time information
2012,
The route planning of time‐sensitive air‐cargo is becoming more...
In‐transit perishable product inspection
2012,
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,
Drug shortages have increased over the past decade, tripling since 2006. Pharmacy...
On undiscounted non‐linear optimal multiple stopping
2012,
We study and formulate an undiscounted non‐linear optimal multiple stopping...
Optimal dispatching strategies for emergency vehicles to increase patient survivability
2012,
A major focus of emergency medical service (EMS) systems is to save lives...
Unifying temporal and organizational scales in multiscale decision‐making
2012,
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,
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,
The aim of this paper is to propose an integrated planning model to adequate the...
Yield management of workforce for IT service providers
2012,
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,
This research examines the production control problems in two‐station serial...
A mean–variance optimization problem for discounted Markov decision processes
2012,
In this paper, we consider a mean–variance optimization problem for Markov...
Lagrangian relaxation and constraint generation for allocation and advanced scheduling
2012,
Diverse applications in manufacturing, logistics, health care, telecommunications, and...
Optimizing a dynamic order‐picking process
2012,
This research studies the problem of batching orders in a dynamic,...
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