Výsledky vyhľadávania - Dynamic Programming/optimal Control*

Relaxations of Weakly Coupled Stochastic Dynamic Programs Autor Adelman, Daniel, Mersereau, Adam J

“…We consider a broad class of stochastic dynamic programming problems that are amenable to relaxation via decomposition…”
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Optimal portfolio choice with path dependent benchmarked labor income: A mean field model Autor Djehiche, Boualem, Gozzi, Fausto, Zanco, Giovanni, Zanella, Margherita

“… In this paper, to reflect a realistic economic setting, we propose a model where the dynamics of the labor income has two main features…”
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Single-network based adaptive dynamic programming optimal control for robotic manipulator with joint limitation under input saturation Autor Li, Bin, Zhan, Hong, Zhang, Xiuyu, Yang, Chenguang

“…This paper proposes an optimal control method based on adaptive dynamic programming (ADP…”
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Adaptive dynamic programming optimal tracking control of multi-UAVs based on zero-sum game Autor Guan, Shuaibin, Fu, Xingjian

“…This paper investigates an adaptive dynamic programming (ADP) optimal tracking control algorithm for multi-UAV systems based on zero-sum game theory, addressing external disturbances during flight…”
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Network revenue management with inventory-sensitive bid prices and customer choice Autor Meissner, Joern, Strauss, Arne

“… ► Approximate dynamic programming approach with an arbitrary aggregation of inventory units. ► The algorithm allows a trade-off between solution quality and runtime…”
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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 programming value function…”
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Managing Patient Service in a Diagnostic Medical Facility Autor Green, Linda V, Savin, Sergei, Wang, Ben

“…: designing the outpatient appointment schedule, and establishing dynamic priority rules for admitting patients into service…”
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Optimal Management and Sizing of Energy Storage Under Dynamic Pricing for the Efficient Integration of Renewable Energy Autor Harsha, Pavithra, Dahleh, Munther

“…We address the optimal energy storage management and sizing problem in the presence of renewable energy and dynamic pricing associated with electricity from the grid…”
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Using Lagrangian Relaxation to Compute Capacity-Dependent Bid Prices in Network Revenue Management Autor Topaloglu, Huseyin

“… The novel aspect of our method is that it explicitly considers the temporal dynamics of the arrivals of the itinerary requests and generates bid prices that depend on the remaining leg capacities…”
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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 approximation methods to compute the optimal base-stock levels…”
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A Learning Approach for Interactive Marketing to a Customer Segment Autor Bertsimas, Dimitris, Mersereau, Adam J

“…When a marketer in an interactive environment decides which messages to send to her customers, she may send messages currently thought to be most promising…”
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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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The joint transshipment and production control policies for multi-location production/inventory systems Autor Bhatnagar, Rohit, Lin, Bing

“…•We develop two heuristic approaches to the general multi-location problem. In this paper, we study the joint transshipment and production control policies for multi…”
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Dynamic Mechanism Design for Online Commerce Autor Gallien, Jeremie

“…; and valuations are drawn independently from the same regular distribution. Invoking the revelation principle, we restrict our attention to direct dynamic mechanisms taking a sequence of valuations and arrival epochs as input…”
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Capacitated Production Control with Virtual Lateral Transshipments Autor Yang, Jian, Qin, Zhaoqiong

“…We study the optimal control of a firm with two capacitated manufacturing plants situated in two distinct geographical regions…”
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An Extended McKean–Vlasov Dynamic Programming Approach to Robust Equilibrium Controls Under Ambiguous Covariance Matrix Autor Lei, Qian, Pun, Chi Seng

“…This paper studies a general class of time-inconsistent stochastic control problems under ambiguous covariance matrix…”
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A Price-Directed Approach to Stochastic Inventory/Routing Autor Adelman, Daniel

“… We obtain two such linear programs by formulating the control problem as a Markov decision process and then replacing the optimal value function with the sum of single-customer inventory value functions…”
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Price-Directed Control of a Closed Logistics Queueing Network Autor Adelman, Daniel

“…Motivated by one of the leading intermodal logistics suppliers in the United States, we consider an internal pricing mechanism for managing a fleet of service…”
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Yield Optimization of Display Advertising with Ad Exchange Autor Balseiro, Santiago R., Feldman, Jon, Mirrokni, Vahab, Muthukrishnan, S.

“… In this paper we formalize this combined optimization problem as a multiobjective stochastic control problem and derive an efficient policy for online ad allocation in settings with general joint…”
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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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