Keyword: programming: dynamic

Found 2342 papers in total
Cash management in a randomly varying environment
2001,
We study a cash management system, in which the distribution of the cash flow X n in...
Variable wager HI-LO: A stochastic dynamic programming analysis
2001,
Variants on the HI-LO gaming problem are analysed from a stochastic dynamic...
Fractal steady states in stochastic optimal control models
1999,
The paper is divided into two parts. We first extend the Boldrin and Montrucchio...
The Jeep-Fuel station problems
2000,
The Jeep-Fuel station problems are studied by the optimal sequence method. The optimal...
Stochastic shortest path problems with recourse
1996,
We consider shortest path problems defined on graphs with random arc costs. We assume...
On the location of a tree-shaped facility
1996,
This paper considers the problem of locating a central facility on a tree network. The...
Budgeting with bounded multiple-choice constraints
2001,
We consider a budgeting problem where a specified number of projects from some...
Inventory models with unreliable suppliers in a random environment
1999,
We consider infinite-horizon periodic-review inventory models with unreliable...
A simple suboptimal algorithm for system maintenance under partial observability
1999,
We suggest a heuristic solution procedure for Partially Observable Markov Decision...
A Bayesian dynamic programming approach to optimal maintenance combined with burn-in
1999,
We consider a complex system consisting of N identical components that are expected to...
Human resource planning in knowledge-intensive operations: A model for learning with stochastic turnover
2001,
Because of rapid evolution in product and process technology, many operations in the...
Scheduling multi-operation jobs on a single machine
1999,
We consider the problem of scheduling n multi-operation jobs on a single machine. Each...
Single machine weighted earliness–tardiness penalty problem with a common due date
2001,
In this paper, we have considered a class of single machine job scheduling problems...
Study on scheduling of parts in group technology machining unit
2000,
Based on the demands of manufacture plan of GT machining unit, an optimum scheduling...
Three different operations research models for the same (s, S) policy
2001,
Operations Research techniques are usually presented as distinct models. Difficult as...
Dynamic programming application to optimize spare parts inventory
1997,
The cost of acquiring and storing spare parts generally lies between 5% and...
An algorithm for the capacitated, multi-commodity multi-period facility location problem
2001,
There are substantial number of exact and heuristic solution methods proposed for...
Minimizing maximum earliness on parallel identical machines
2001,
This paper addresses the scheduling problem of minimizing maximum earliness (or, more...
Stochastic scheduling with event-based dynamic programming
2000,
In this paper we apply a new framework for the study of monotonicity in queueing...
Option replication with large transactions costs
1999,
In a binomial model, exact replication of options is possible in the presence of...
Optimal packing of transformer coil via dynamic programming
1998,
One of the transformer major design elements is its core design. The good performance...
Positioning automated guided vehicles in a loop layout
2000,
We address the problem of determining the home positions for m automated guided...
A heuristic dynamic optimization algorithm for irrigation scheduling
1999,
An irrigation scheduling problem is formulated based on a dynamic crop response model...
Numerical solution of time-delayed optimal control problems by iterative dynamic programming
2000,
This work presents a numerical method to solve the optimal control problem with...
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