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检索条件"主题词=Stochastic Dynamic Programming"
806 条 记 录,以下是391-400 订阅
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On the optimal control of manufacturing and remanufacturing activities with a single shared server
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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2014年 第1期234卷 86-98页
作者: Flapper, Simme Douwe Gayon, Jean-Philippe Lim, Lam Laurent Grenoble INP UJF Grenoble 1 CNRS G SCOP UMR5272 F-38031 Grenoble France Tech Univ Eindhoven NL-5600 MB Eindhoven Netherlands
We consider a single-product make-to-stock manufacturing-remanufacturing system. Returned products require remanufacturing before they can be sold. The manufacturing and remanufacturing operations are executed by the ... 详细信息
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A decision support system for mean-variance analysis in multi-period inventory control
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DECISION SUPPORT SYSTEMS 2014年 第0期57卷 285-295页
作者: Basu, Preetam Nair, Suresh K. Indian Inst Management Calcutta Operat Management Grp Kolkata 700104 India Univ Connecticut Sch Business Operat & Informat Management Dept Storrs CT 06269 USA
Traditionally inventory management models have focused on risk-neutral decision making with the objective of maximizing the expected rewards or minimizing costs over a specified time horizon. However, for items marked... 详细信息
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Generation Expansion Planning Considering Mass Penetration of Renewable Energy Generation and Supply Reliability
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ELECTRICAL ENGINEERING IN JAPAN 2014年 第3期189卷 1-12页
作者: Manabe, Yusuke Hara, Ryoichi Kita, Hiroyuki Hokkaido Univ Sapporo Hokkaido 060 Japan Hokkaido Univ Grad Sch Informat Sci & Technol Sapporo Hokkaido 060 Japan Hokkaido Univ Grad Sch Engn Sapporo Hokkaido 060 Japan
In the future, renewable energy (RE) generation systems will be constructed and interconnected to the power system by nonutility entities such as generation companies and residential customers. Therefore, generation e... 详细信息
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Maximizing a new quantity in sequential reserve selection
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ENVIRONMENTAL CONSERVATION 2014年 第2期41卷 198-205页
作者: Schapaugh, Adam W. Tyre, Andrew J. Univ Nebraska Sch Nat Resources Lincoln NE 68510 USA
The fundamental goal of conservation planning is biodiversity persistence, yet most reserve selection methods prioritize sites using occurrence data. Numerous empirical studies support the notion that defining and mea... 详细信息
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Coordination of manufacturing, remanufacturing and returns acceptance in hybrid manufacturing/remanufacturing systems
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INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS 2014年 148卷 62-70页
作者: Vercraene, Samuel Gayon, Jean-Philippe Flapper, Simme Douwe Inst Natl Sci Appl DISP F-69621 Villeurbanne France Grenoble INP UJF Grenoble 1 CNRS G SCOP UMR5272 F-38031 Grenoble France Tech Univ Eindhoven NL-5600 MB Eindhoven Netherlands
This paper deals with the coordination of manufacturing, remanufacturing and returns acceptance control in a hybrid production-inventory system. We use a queuing control framework, where manufacturing and remanufactur... 详细信息
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Optimal charging of an electric vehicle using a Markov decision process
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APPLIED ENERGY 2014年 123卷 1-12页
作者: Iversen, Emil B. Morales, Juan M. Madsen, Henrik Tech Univ Denmark DTU Compute DK-2800 Lyngby Denmark
The combination of electric vehicles and renewable energy is taking shape as a potential driver for a future free of fossil fuels. However, the efficient management of the electric vehicle fleet is not exempt from cha... 详细信息
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Active Classification for POMDPs: A Kalman-Like State Estimator
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IEEE TRANSACTIONS ON SIGNAL PROCESSING 2014年 第23期62卷 6209-6224页
作者: Zois, Daphney-Stavroula Levorato, Marco Mitra, Urbashi Univ So Calif Dept Elect Engn Los Angeles CA 90089 USA Univ Calif Irvine Donald Bren Sch Informat & Comp Sci Dept Comp Sci Irvine CA 92697 USA
The problem of state tracking with active observation control is considered for a system modeled by a discrete-time, finite-state Markov chain observed through conditionally Gaussian measurement vectors. The measureme... 详细信息
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FULLY POLYNOMIAL TIME APPROXIMATION SCHEMES FOR stochastic dynamic PROGRAMS
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SIAM JOURNAL ON DISCRETE MATHEMATICS 2014年 第4期28卷 1725-1796页
作者: Halman, Nir Klabjan, Diego Li, Chung-Lun Orlin, James Simchi-Levi, David Hebrew Univ Jerusalem Jerusalem Israel MIT Cambridge MA 02139 USA Northwestern Univ Evanston IL 60208 USA Hong Kong Polytech Univ Hong Kong Hong Kong Peoples R China
We present a framework for obtaining fully polynomial time approximation schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period cost functions. This framework is devel... 详细信息
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Optimal and robust strategies for freeway traffic management under demand and supply uncertainties: an overview and general theory
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TRANSPORTMETRICA A-TRANSPORT SCIENCE 2014年 第10期10卷 849-877页
作者: Zhong, R. X. Sumalee, A. Pan, T. L. Lam, William H. K. Sun Yat Sen Univ Sch Engn Res Ctr Intelligent Transportat Guangzhou 510275 Guangdong Peoples R China Hong Kong Polytech Univ Dept Civil & Environm Engn Hong Kong Hong Kong Peoples R China King Mongkuts Inst Technol Ladkrabang Dept Civil Engn Bangkok Thailand Beijing Jiaotong Univ Sch Traff & Transportat Beijing Peoples R China
This paper investigates optimal decision-making for traffic management under demand and supply uncertainties by stochastic dynamic programming. Traffic flow dynamics under demand and supply uncertainties is described ... 详细信息
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Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
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INSURANCE MATHEMATICS & ECONOMICS 2014年 第1期57卷 58-66页
作者: Guan, Guohui Liang, Zongxia Tsinghua Univ Dept Math Sci Beijing 100084 Peoples R China
This paper investigates an optimal investment strategy of DC pension plan in a stochastic interest rate and stochastic volatility framework. We apply an affine model including the Cox-Ingersoll-Ross (CIR) model and th... 详细信息
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