Keyword: programming: dynamic

Found 2342 papers in total
A dynamic program for valuing corporate securities
2016,
We design and implement a dynamic program for valuing corporate securities, seen as...
A mechanism design based approach to solving parking slot assignment in the information era
2015,
This paper proposes a mechanism design based approach for public parking slot...
A scalable non-myopic dynamic dial-a-ride and pricing problem
2015,
Non‐myopic dial‐a‐ride problem and other related dynamic vehicle...
Learning marginal-cost pricing via a trial-and-error procedure with day-to-day flow dynamics
2015,
This paper investigates the convergence of the trial‐and‐error procedure...
Dynamic/control interactions between flexible orbiting space-robot during grasping, docking and post-docking manoeuvres
2015,
Robotic systems are expected to play an increasingly important role in future space...
Lexicographic multi-period resources allocation problem with weighted substitutable resources
2016,
Lexicographic multi‐period resources allocation problem with weighted...
Dynamic pricing in a dual-market environment
2015,
This article is concerned with the determination of pricing strategies for a firm that...
Change Point Estimation in the Mean of Multivariate Linear Profiles with No Change Type Assumption via Dynamic Linear Model
2016,
Change point estimation is a useful concept that helps quality engineers to...
Optimal Sequencing of Unpunctual Patients in High-Service-Level Clinics
2016,
Even though patients often arrive early and out of turn for scheduled appointments in...
Joint Initial Stocking and Transshipment–Asymptotics and Bounds
2016,
A common problem faced by many firms in their supply chains can be abstracted as...
Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach
2016,
International organizations evaluate credit risk and rank firms according to risk by...
Risk minimising strategies for revenue management problems with target values
2016,
Consider a risk‐averse decision maker in the setting of a single‐leg...
Two-stage flexible flow shop scheduling subject to fixed job sequences
2016,
This paper investigates the scheduling problem in a two‐stage flexible flow...
Multistage portfolio optimization with stocks and options
2016,
We develop a multistage portfolio optimization model that utilizes options for...
Managing Inventory with Cash Register Information: Sales Recorded but Not Demands
2016,
Inventory inaccuracy is common in many businesses. While retailers employ cash...
Time-dependent optimization of a multi-item uncertain supply chain network: A hybrid approximation algorithm
2015,
We consider the uncertain least cost shipping problem. The input is a...
The multi-band robust knapsack problem–A dynamic programming approach
2015,
In this paper, we consider the multi‐band robust knapsack problem which...
Managing stochastic demand in an Inventory Routing Problem with transportation procurement
2015,
We study an Inventory Routing Problem in which the supplier has a limited production...
Fix-and-optimize and variable neighborhood search approaches for multi-level capacitated lot sizing problems
2015,
In this paper, a new fix-and-optimize (FO) approach is proposed for two dynamic...
Delay-time-based preventive maintenance modelling for a production plant: a case study in a steel mill
2015,
This paper presents a case study of delay‐time‐based preventive...
Integrality in Stochastic Inventory Models
2014,
We study several finite‐horizon, discrete‐time, dynamic, stochastic...
Integrating two-agent scheduling and order acceptance problems to maximise total revenue by bounding each agent penalty function
2015,
This paper integrates the two‐agent scheduling problem and the order acceptance...
Autogenerating microsecond solvers for nonlinear MPC: A tutorial using ACADO integrators
2015,
Nonlinear model predictive control (NMPC) allows one to explicitly treat nonlinear...
Value-at-risk optimal policies for revenue management problems
2015,
Consider a single‐leg dynamic revenue management problem with fare classes...
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