Keyword: programming: dynamic

Found 2342 papers in total
Managing credit lines and prices for Bank One credit cards
Managing credit lines and prices for Bank One credit cards
2003,
We developed a method for managing the characteristics of a bank's card holder...
An optimal dice rolling policy for Risk
An optimal dice rolling policy for Risk
1994,
An optimal policy for rolling the dice in the game of Risk is determined using dynamic...
Solving for an optimal airline yield management policy via statistical learning
Solving for an optimal airline yield management policy via statistical learning
2003,
The yield management (YM) problem considers the task of maximizing a company's...
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein–Uhlenbeck type
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein–Uhlenbeck type
2003,
We study Merton's classical portfolio optimization problem for an investor who can...
Optimal replenishment scheduling for inventory items with Weibull distributed deterioration and time-varying demand
Optimal replenishment scheduling for inventory items with Weibull distributed deterioration and time-varying demand
2003,
This paper proposes a dynamic programming model for solving replenishment scheduling...
Supply chain scheduling: batching and delivery
Supply chain scheduling: batching and delivery
2003,
Although the supply chain management literature is extensive, the benefits and...
Deterministic time-varying demand lot-sizing models with learning and forgetting in setups and production
Deterministic time-varying demand lot-sizing models with learning and forgetting in setups and production
2003,
We study the deterministic time-varying demand lot-sizing problem in which learning...
A scheduling problem with earliness reward and tardiness penalty
A scheduling problem with earliness reward and tardiness penalty
2002,
This paper considers such a sequencing problem which comes from the relationship...
Optimization in forestry
Optimization in forestry
2003,
Optimization models and methods have been used extensively in the forest industry. In...
The best banking strategy when playing ‘The Weakest Link’
The best banking strategy when playing ‘The Weakest Link’
2003,
The paper uses dynamic programming to investigate when contestants should bank their...
Dynamic programming in cricket: choosing a night watchman
Dynamic programming in cricket: choosing a night watchman
2003,
In cricket, when a batsman is dismissed towards the end of a day's play, he is often...
Determining the best strategy for changing the configuration of a football team
Determining the best strategy for changing the configuration of a football team
2003,
This paper proposes a dynamic programming (DP) approach to find the optimal...
A Markov chain approach to optimal pinch hitting strategies in a designated hitter rule baseball game
A Markov chain approach to optimal pinch hitting strategies in a designated hitter rule baseball game
2003,
A baseball game between teams consisting of non-identical players is modeled using a...
Constrained Markov decision-models with weighted discounted rewards
Constrained Markov decision-models with weighted discounted rewards
1995,
This paper deals with constrained optimization of Markov Decision Processes. Both...
Dynamic programming algorithm of a sort of optimal assignment problem
Dynamic programming algorithm of a sort of optimal assignment problem
2002,
This paper presents a sort of dynamic programming algorithm for the following...
Optimal routing in non-geostationary satellite Asynchronous Transmission Mode networks with intersatellite link capacity constraints
Optimal routing in non-geostationary satellite Asynchronous Transmission Mode networks with intersatellite link capacity constraints
2003,
The trend toward broadband communications in space is foreseeable, and its features...
Worst traffic passing virtual frame regulation: Analysis with dynamic programming
Worst traffic passing virtual frame regulation: Analysis with dynamic programming
2001,
This paper studies a discrete-time queueing system in which the traffic regulation...
Scheduling in multiclass networks with deterministic service times
Scheduling in multiclass networks with deterministic service times
2002,
We consider general feed-forward networks of queues with deterministic service times...
Solution of a functional equation arising in continuous games: A dynamic programming approach
Solution of a functional equation arising in continuous games: A dynamic programming approach
2002,
This paper deals with a functional equation in a zero-sum continuous game. The...
A note on the convergence of policy iteration in Markov decision processes with compact action spaces
A note on the convergence of policy iteration in Markov decision processes with compact action spaces
2003,
The undiscounted, unichain, finite state Markov decision process with compact action...
Dynamic programming method in the generalized traveling salesman problem: The influence of inexact calculations
Dynamic programming method in the generalized traveling salesman problem: The influence of inexact calculations
2001,
For the generalized traveling salesman problem, the known dynamic programming method...
Folded dynamic programming for optimal operation of multireservoir system
Folded dynamic programming for optimal operation of multireservoir system
2003,
Dynamic Programming (DP) is considered as a good technique for optimal reservoir...
Sensitivity analysis of a sequential decision problem with learning
Sensitivity analysis of a sequential decision problem with learning
2003,
We consider the optimization problem of a decision maker facing a sequence of coin...
A note on the single leg, multifare seat allocation problem
A note on the single leg, multifare seat allocation problem
2002,
In this note, we attempt to prove the equivalence of the optimality conditions from...
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