Keyword: programming: dynamic

Found 2342 papers in total
Analysis of stochastic dual dynamic programming method
Analysis of stochastic dual dynamic programming method
2011,
In this paper we discuss statistical properties and convergence of the Stochastic Dual...
A comparison of global and semi-local approximation in T-stage stochastic optimization
A comparison of global and semi-local approximation in T-stage stochastic optimization
2011,
The paper presents a comparison between two different flavors of nonlinear models to...
Evaluation of life annuity plans based on utility maximization:Focused on comparison with money's worth ratio
Evaluation of life annuity plans based on utility maximization:Focused on comparison with money's worth ratio
2010,
This study evaluates life annuity plans based on two different types of...
Assortment Planning and Inventory Decisions Under Stockout-Based Substitution
Assortment Planning and Inventory Decisions Under Stockout-Based Substitution
2010,
We present an efficient dynamic programming algorithm to determine the optimal...
Leadtime-Variety Tradeoff in Product Differentiation
Leadtime-Variety Tradeoff in Product Differentiation
2010,
The literature on mass customization generally focuses on the tradeoff between higher...
Approximate Dynamic Programming Captures Fleet Operations for Schneider National
Approximate Dynamic Programming Captures Fleet Operations for Schneider National
2010,
Schneider National needed a simulation model that would capture the dynamics of its...
Joint dynamic pricing of multiple perishable products under consumer choice
Joint dynamic pricing of multiple perishable products under consumer choice
2010,
In response to competitive pressures, firms are increasingly adopting revenue...
Managing partially controllable raw material acquisition and outsourcing in production planning
Managing partially controllable raw material acquisition and outsourcing in production planning
2010,
This paper studies a single-item production planning problem for a manufacturing firm....
Bayesian inspection model for the production process subject to a random failure
Bayesian inspection model for the production process subject to a random failure
2010,
Consider a sequence of items produced on a high-speed mass production line which is...
Equipment replacement analysis with an uncertain finite horizon
Equipment replacement analysis with an uncertain finite horizon
2010,
Equipment replacement strategies are highly dependent on the horizon of analysis....
Multi-product lot sizing and scheduling on unrelated parallel machines
Multi-product lot sizing and scheduling on unrelated parallel machines
2010,
This article studies a problem of optimal scheduling and lot sizing a number of...
Risk-based policies for airport security checkpoint screening
Risk-based policies for airport security checkpoint screening
2010,
Passenger screening is an important component of aviation security that incorporates...
Optimal multivariate bounded adjustment
Optimal multivariate bounded adjustment
2010,
A bounded adjustment strategy is an important link between statistical process control...
A heuristic approach based on dynamic programming and and/or-graph search for the constrained two-dimensional guillotine cutting problem
A heuristic approach based on dynamic programming and and/or-graph search for the constrained two-dimensional guillotine cutting problem
2010,
In this paper we present a heuristic method to generate constrained two-dimensional...
Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
2010,
Two methods of approximate solution are developed for T -stage stochastic optimal...
Heuristic algorithm for single resource constrained project scheduling problem based on the dynamic programming
Heuristic algorithm for single resource constrained project scheduling problem based on the dynamic programming
2009,
We introduce a heuristic method for the single resource constrained project scheduling...
An improved approach for quay crane scheduling with non-crossing constraints
An improved approach for quay crane scheduling with non-crossing constraints
2010,
Common deficiencies found in previous studies that modelled quay crane scheduling with...
A sequential stochastic passenger screening problem for aviation security
A sequential stochastic passenger screening problem for aviation security
2009,
Designing effective aviation security systems has become a problem of national...
Multigrid techniques in economics
Multigrid techniques in economics
2010,
I present a self-contained introduction to multigrid methods with an emphasis on...
A dynamic programming decomposition method for making overbooking decisions over an airline network
A dynamic programming decomposition method for making overbooking decisions over an airline network
2010,
In this paper, we develop a revenue management model to jointly make the capacity...
An approximate solution approach for a scenario-based capital budgeting model
An approximate solution approach for a scenario-based capital budgeting model
2010,
Real options techniques such as contingent claims analysis and dynamic programming can...
An approximate dynamic programming approach to benchmark practice-based heuristics for natural gas storage valuation
An approximate dynamic programming approach to benchmark practice-based heuristics for natural gas storage valuation
2010,
The valuation of the real option to store natural gas is a practically important...
Optimal control of dosage decisions in controlled ovarian hyperstimulation
Optimal control of dosage decisions in controlled ovarian hyperstimulation
2010,
In the controlled ovarian hyperstimulation (COH) cycle of the in vitro...
Managing the exploitation life of the minimg machinery for a limited duration of time
Managing the exploitation life of the minimg machinery for a limited duration of time
2010,
The paper discusses the theoretical concept and illustrates the practical application...
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