Keyword: programming: markov decision

Found 203 papers in total
General Hit-and-Run Monte Carlo sampling for evaluating multidimensional integrals
General Hit-and-Run Monte Carlo sampling for evaluating multidimensional integrals
1996,
We elaborate on the Hit-and-Run sampler, a Monte Carlo approach that estimates the...
An optimal policy for a two depot inventory problem with stock transfer
An optimal policy for a two depot inventory problem with stock transfer
1997,
Multiple depot inventory systems with stock transfer are used by many companies...
A note on optimal replacement policy under general repair
A note on optimal replacement policy under general repair
1993,
A replacement model with general repair which brings the state of the system to a...
Dynamically optimal replacement policy for a shock model in a Markov random environment
Dynamically optimal replacement policy for a shock model in a Markov random environment
1994,
The authors consider a system existing in a random environment. The environment is...
Mean-variance analysis in infinite horizon non-discounted Markov decision processes: Technical note
Mean-variance analysis in infinite horizon non-discounted Markov decision processes: Technical note
1995,
This note gives an alternative Lagrangean based parametric programming approach to...
Inventory models with general backorder costs
Inventory models with general backorder costs
1993,
Under the prevalent assumption of linear inventory holding and backorder costs,...
Operational replacement decision model for dairy herds
Operational replacement decision model for dairy herds
1983,
The model is to aid the decision maker for dairy herds by optimization of replacement...
Oil exploration in continuous time
Oil exploration in continuous time
1994,
An earlier study by the author and others considered the problem of obtaining optimal...
Review of a Markov decision algorithm for optimal inspections and revisions in a maintenance system with partial information
Review of a Markov decision algorithm for optimal inspections and revisions in a maintenance system with partial information
1992,
In a previous published paper Tijms and van der Duyn Schouten proposed a...
Optimal inspection policies for a manufacturing station
Optimal inspection policies for a manufacturing station
1992,
The authors consider the quality control problem of a single automated service...
Optimal stopping of a discrete Markov process by two decision makers
Optimal stopping of a discrete Markov process by two decision makers
1995,
In this paper a problem of optimal stopping of the discrete time Markov process by two...
Multicriteria problems with unknown attainable sets
Multicriteria problems with unknown attainable sets
1993,
The practically and theoretically important class of multicriteria optimization...
A Markovian process in interactive multiobjective decision making
A Markovian process in interactive multiobjective decision making
1992,
This paper presents a linear programming approach that will provide a means of ranking...
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...
Analysis and design of control strategies in manufacturing systems with serial stages
Analysis and design of control strategies in manufacturing systems with serial stages
1993,
Several alternative manufacturing control strategies are under study in the...
The optimal reward operator in negative dynamic programming
The optimal reward operator in negative dynamic programming
1992,
The authors consider the negative dynamic programming model of Strauch and prove that...
Existence without explicit compactness in stochastic dynamic programming
Existence without explicit compactness in stochastic dynamic programming
1992,
A new kind of existence result for stochastic dynamic programming, without explicit...
Optimal control of a queuing network system with two types of customers
Optimal control of a queuing network system with two types of customers
1991,
The paper deals with an optimal control problem in a queuing network system. The...
Valuation-based systems for Bayesian decision analysis
Valuation-based systems for Bayesian decision analysis
1992,
This paper proposes a new method for representing and solving Bayesian decision...
Application of Markov programming in discrete manufacturing control
Application of Markov programming in discrete manufacturing control
1992,
This paper focuses on selecting the minimum cost control for a discrete manufacturing...
On the second optimality equation for semi-Markov decision models
On the second optimality equation for semi-Markov decision models
1992,
For a semi-Markov decision model with average return, the validity of the second...
On the (s,S) policy with fixed inventory holding and shortage costs
On the (s,S) policy with fixed inventory holding and shortage costs
1991,
In this paper, the authors consider a dynamic stochastic inventory model with fixed...
Analysis and computation of (n,N)-strategies for maintenance of a two-component system
Analysis and computation of (n,N)-strategies for maintenance of a two-component system
1990,
In this paper ( n,N)- strategies are investigated for the maintenance of a two...
Semi-Markov decision models for real-time scheduling
Semi-Markov decision models for real-time scheduling
1991,
The authors present a class of real-time scheduling problems and show that these can...
Papers per page: