Keyword: programming: dynamic

Found 2342 papers in total
An approach for an algorithmic solution of discrete optimal control problems and their game-theoretical extension
An approach for an algorithmic solution of discrete optimal control problems and their game-theoretical extension
2006,
We consider time discrete systems which are described by a system of difference...
Production-and-delivery scheduling with transportation mode selection allowed
Production-and-delivery scheduling with transportation mode selection allowed
2006,
This paper considers a scheduling problem to minimize the sum of the associated...
Improved approximation of the general soft-capacitated facility location problem
Improved approximation of the general soft-capacitated facility location problem
2007,
The soft-capacitated facility location problem, where each facility is composed of a...
Diffusion of innovations under supply constraints
Diffusion of innovations under supply constraints
2003,
In this paper we present a canonical setting that illustrates the need for explicitly...
The optimality of hedging point policies for stochastic two-product flexible manufacturing systems
The optimality of hedging point policies for stochastic two-product flexible manufacturing systems
2004,
This paper studies the stochastic two-item, periodic review, single facility, flexible...
Infinite horizon production scheduling in time-varying systems under stochastic demand
Infinite horizon production scheduling in time-varying systems under stochastic demand
2004,
We consider infinite horizon production scheduling under stochastic demand. All...
Production control in the face of storable raw material, random supply, and an outside market
Production control in the face of storable raw material, random supply, and an outside market
2004,
We study a periodic-review production/inventory control problem where both the supply...
Supply contracts, profit sharing, switching, and reaction options
Supply contracts, profit sharing, switching, and reaction options
2004,
A common theme in the studies of flexible supply contracts has been the producer's...
Revenue management under a general discrete choice model of consumer behavior
Revenue management under a general discrete choice model of consumer behavior
2004,
Customer choice behavior, such as buy-up and buy-down, is an important phenomenon in a...
Bioinformatics and management science: some common tools and techniques
Bioinformatics and management science: some common tools and techniques
2004,
In April of 2003, Science (2003) and Nature (2003) published special issues marking...
Pricing American options: a duality approach
Pricing American options: a duality approach
2004,
We develop a new method for pricing American options. The main practical contribution...
Shoot-look-shoot: a review and extension
Shoot-look-shoot: a review and extension
2004,
We consider the optimal use of information in shooting at a collection of targets,...
A real-time road pricing system: The case of a two-link parallel network
A real-time road pricing system: The case of a two-link parallel network
2007,
A real-time road pricing system in the case of a two-link parallel network is proposed...
A price-directed approach to stochastic inventory/routing
A price-directed approach to stochastic inventory/routing
2004,
We consider a new approach to stochastic inventory/routing that approximates the...
Integrated scheduling of production and distribution operations
Integrated scheduling of production and distribution operations
2005,
Motivated by applications in the computer and food catering service industries, we...
Coherent multiperiod risk adjusted values and Bellman's principle
Coherent multiperiod risk adjusted values and Bellman's principle
2007,
Starting with a time-0 coherent risk measure defined for ‘value...
Valuation of Commodity-Based Swing Options
Valuation of Commodity-Based Swing Options
2004,
In the energy markets, in particular the electricity and natural gas markets, many...
Optimal pricing and inventory control policy in periodic-review systems with fixed ordering cost and lost sales
Optimal pricing and inventory control policy in periodic-review systems with fixed ordering cost and lost sales
2006,
This paper studies a periodic-review pricing and inventory control problem for a...
Dynamic programming algorithms for the mosaic longest common subsequence problem
Dynamic programming algorithms for the mosaic longest common subsequence problem
2007,
The longest common subsequence (LCS) problem can be used to measure the relationship...
A multilevel passenger screening problem for aviation security
A multilevel passenger screening problem for aviation security
2006,
Passenger prescreening is a critical component of aviation security systems. This...
Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming
Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming
2006,
Stochastic dynamic programming models are attractive for multireservoir control...
A branch-and-price approach to the vehicle routing problem with simultaneous distribution and collection
A branch-and-price approach to the vehicle routing problem with simultaneous distribution and collection
2006,
The vehicle routing problem with simultaneous distribution and collection is the...
Large-scale capacitated part-routing in the presence of process and routing flexibilities and setup costs
Large-scale capacitated part-routing in the presence of process and routing flexibilities and setup costs
2006,
We develop a Lagrangean relaxation-based heuristic procedure to generate a...
Characterizing optimal empty container reposition policy in periodic-review shuttle service systems
Characterizing optimal empty container reposition policy in periodic-review shuttle service systems
2007,
This paper considers a periodic-review shuttle service system with random customer...
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