Výsledky vyhledávání - "dynamic programming/optimal control: applications"

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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 Autor 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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