Výsledky vyhledávání - "dynamic programming/optimal control"

Optimal portfolio choice with path dependent benchmarked labor income: A mean field model Autor Djehiche, Boualem, Gozzi, Fausto, Zanco, Giovanni, Zanella, Margherita

“…We consider the life-cycle optimal portfolio choice problem faced by an agent receiving labor income and allocating her wealth to risky assets and a riskless bond subject to a borrowing constraint…”
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Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations Autor Ye, Fan, Zhu, Helin, Zhou, Enlu

“…The "weakly coupled dynamic program" describes a broad class of stochastic optimization problems in which multiple controlled stochastic processes evolve independently but subject to a set of linking…”
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Multivariate Bayesian Control Chart Autor Makis, Viliam

“…A multivariate Bayesian control chart for monitoring process mean under the assumption that the vector of process observations follows a multivariate normal…”
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Risk in Revenue Management and Dynamic Pricing Autor Levin, Yuri, McGill, Jeff, Nediak, Mikhail

“…We present a new model for optimal dynamic pricing of perishable services or products that incorporates a simple risk measure permitting control of the…”
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Stochastic Scheduling Subject to Preemptive-Repeat Breakdowns with Incomplete Information Autor Cai, Xiaoqiang, Wu, Xianyi, Zhou, Xian

“…This paper considers the problem of scheduling a set of jobs on a single machine subject to stochastic breakdowns with incomplete information on the probability distributions involved in the decision process…”
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Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems Autor Archibald, T. W, Black, D. P, Glazebrook, K. D

“… that (subject to mild conditions) the locations are indeed indexable. We thus have a collection of location indices in closed form, namely, real-valued functions of the inventory level…”
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Hierarchical Production Control in a Stochastic N-Machine Flowshop with Limited Buffers Autor Sethi, Suresh P., Zhang, Hanqin, Zhang, Qing

“…This paper is concerned with an asymptotic analysis of hierarchical production planning in a stochastic manufacturing system consisting of machines that are subject to breakdown and repair…”
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Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives Autor Ozekici, Suleyman, Pliska, Stanley R

“…A system subject to catastrophic failure deteriorates according to a delayed Markov process and is subjected to a series of binary tests that may yield false negative and false positive outcomes…”
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Dynamic bidding strategies in search-based advertising Autor Dayanik, Savas, Parlar, Mahmut

“…Search-based advertising allows the advertisers to run special campaigns targeted to different groups of potential consumers at low costs. Google, Yahoo and…”
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OPTIMAL LONG-RUN BUDGETARY POLICIES SUBJECT TO THE MAASTRICHT CRITERIA OR A STABILITY PACT Autor Dworak, Maria, Wirl, Franz, Prskawetz, Alexia, Feichtinger, Gustav

“…We investigate the optimal path of the primary surplus that a government will choose to minimize costs that derive from exceeding the Maastricht criteria and…”
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A novel approach to feedback control with deep reinforcement learning Autor Agbo bidi, Kala, Coron, Jean-Michel, Hayat, Amaury, Lichtlé, Nathan

“… dynamical programming, optimal control-based feedback, backstepping, etc.) cannot be used. We study a dynamical system of mosquito populations for biological pest control using the Sterile Insect Technique…”
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A State Aggregation Approach to Manufacturing Systems Having Machine States with Weak and Strong Interactions Autor Jiang, J, Sethi, S. P

“…A hierarchical approach to control a manufacturing system, subject to multiple machine states modeled by a Markov process with weak and strong interactions, is suggested…”
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