Search Results - "Dynamic programming/optimal control: Applications"

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications by Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano, Vargiolu, Tiziano

“…We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of this paper is a verification theorem that provides,…”
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Network revenue management with inventory-sensitive bid prices and customer choice by Meissner, Joern, Strauss, Arne

“…► Solution method for network revenue management problems with improved accuracy compared to other methods. ► Approximate dynamic programming approach with an…”
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Managing Patient Service in a Diagnostic Medical Facility by Green, Linda V, Savin, Sergei, Wang, Ben

“…Hospital diagnostic facilities, such as magnetic resonance imaging centers, typically provide service to several diverse patient groups: outpatients, who are…”
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Dynamic Bid Prices in Revenue Management by Adelman, Daniel

“…We formally derive the standard deterministic linear program (LP) for bid-price control by making an affine functional approximation to the optimal dynamic…”
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Using Lagrangian Relaxation to Compute Capacity-Dependent Bid Prices in Network Revenue Management by Topaloglu, Huseyin

“…We propose a new method to compute bid prices in network revenue management problems. The novel aspect of our method is that it explicitly considers the…”
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Revenue Management for Parallel Flights with Customer-Choice Behavior by Zhang, Dan, Cooper, William L

“…We consider the simultaneous seat-inventory control of a set of parallel flights between a common origin and destination with dynamic customer choice among the…”
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Dynamic Mechanism Design for Online Commerce by Gallien, Jeremie

“…This paper is a mechanism design study for a monopolist selling multiple identical items to potential buyers arriving over time. Participants in our model are…”
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Using Stochastic Approximation Methods to Compute Optimal Base-Stock Levels in Inventory Control Problems by Kunnumkal, Sumit, Topaloglu, Huseyin

“…In this paper, we consider numerous inventory control problems for which the base-stock policies are known to be optimal, and we propose stochastic…”
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Estimating the Patient's Price of Privacy in Liver Transplantation by Sandikci, Burhaneddin, Maillart, Lisa M, Schaefer, Andrew J, Alagoz, Oguzhan, Roberts, Mark S

“…In the United States, patients with end-stage liver disease must join a waiting list to be eligible for cadaveric liver transplantation. Due to privacy…”
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Inventory Rationing in a Make-to-Stock Production System with Several Demand Classes and Lost Sales by Ha, Albert Y

“…This paper considers the stock rationing problem of a single-item, make-to-stock production system with several demand classes and lost sales. For the case of…”
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Repeated Commit-or-Defer Decisions with a Deadline: The Influenza Vaccine Composition by Kornish, Laura J, Keeney, Ralph L

“…Seasonal products have an effective inventory deadline, a time by which the inventory must be ready to distribute. The deadline creates an incentive to start…”
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Throughput Maximization for Tandem Lines with Two Stations and Flexible Servers by Andradottir, Sigrun, Ayhan, Hayriye

“…For a Markovian queueing network with two stations in tandem, finite intermediate buffer, and M flexible servers, we study how the servers should be assigned…”
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Sensitivity Analysis of a Dynamic Fleet Management Model Using Approximate Dynamic Programming by Topaloglu, Huseyin, Powell, Warren B

“…We present tractable algorithms to assess the sensitivity of a stochastic dynamic fleet management model to fleet size and load availability. In particular, we…”
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Supply Chain With Inventory Review and Dependent Demand Distributions: Dynamic Inventory Outsourcing by Kogan, K., Lou, S., Tapiero, C.S., Shnaiderman, M.

“…In this paper, we consider inventory outsourcing by a producer to a distributor. The distributor charges a cost for each unit it handles and the manufacturer…”
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Index Policies for Shooting Problems by Glazebrook, K. D, Kirkbride, C, Mitchell, H. M, Gaver, D. P, Jacobs, P. A

“…We consider a scenario in which a single Red wishes to shoot at a collection of Blue targets, one at a time, to maximise some measure of return obtained from…”
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The extended Ritz method for functional optimization: overview and applications to single-person and team optimal decision problems by Baglietto, M., Sanguineti, M., Zoppoli, R.

“…Functional optimization problems entail minimization of functionals with respect to admissible solutions belonging to infinite-dimensional spaces of functions…”
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Optimal Dynamic Allocation of Treatment and Enforcement in Illicit Drug Control by Tragler, Gernot, Caulkins, Jonathan P, Feichtinger, Gustav

“…There has been considerable debate about what share of drug control resources should be allocated to treatment vs. enforcement. Most of the debate has presumed…”
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A Dynamic Airline Seat Inventory Control Model and Its Optimal Policy by Feng, Youyi, Xiao, Baichun

“…We consider an airline seat inventory control problem with multiple origins, one hub, and one destination. Passengers from the origins fly to the destination…”
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Admission Control with Incomplete Information of a Queueing System by Lin, Kyle Y, Ross, Sheldon M

“…We consider a multiple-server loss model where customers arrive at a gatekeeper according to a Poisson process. A cost c is incurred if a new arrival is…”
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Forecasting and Inventory Management of Short Life-Cycle Products by Kurawarwala, Abbas A, Matsuo, Hirofumi

“…In this paper, we provide an integrated framework for forecasting and inventory management of short life-cycle products. The literature on forecasting and…”
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