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检索条件"主题词=Stochastic Dynamic Programming"
806 条 记 录,以下是651-660 订阅
排序:
Conservation decision-making in large state spaces  18
Conservation decision-making in large state spaces
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IMACS World Congress/Modelling and Simulation Society-of-Australia-and-New-Zealand (MSSANZ)/18th MODSIM09 Biennial Conference on Modelling and Simulation
作者: Nicol, S. C. Chades, I. Linke, S. Possingham, H. P. Univ Queensland Brisbane Qld Australia
For metapopulation management problems with small state spaces, it is typically possible to model the problem as a Markov decision process (MDP), and find an optimal control policy using stochastic dynamic programming... 详细信息
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The optimal asset allocation of the main types of pension funds: a unified framework
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GENEVA RISK AND INSURANCE REVIEW 2007年 第2期32卷 113-128页
作者: Romaniuk, Katarzyna Univ Paris 01 PRISM UFR 06 F-75005 Paris France
The existing literature deals with the optimal investment strategy of defined benefit (DB) or defined contribution (DC) pension plans. This article's objective is to compare the optimal policies of different types... 详细信息
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Upper and lower bounds for convex value functions of derivative contracts
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ECONOMIC MODELLING 2013年 34卷 69-75页
作者: Ben-Ameur, Hatem de Frutos, Javier Fakhfakh, Tarek Diaby, Vacaba HEC Montreal Montreal PQ Canada Univ Valladolid Inst Math IMUVA E-47002 Valladolid Spain FSEG Sfax Sfax Tunisia ISG Tunis Tunis Tunisia
The aim of this paper is to compute upper and lower bounds for convex value functions of derivative contracts. Laprise et al. (2006) compute bounds for American-style vanilla options by selected portfolios of call opt... 详细信息
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Time-Based Maintenance Models Under Uncertainty  19th
Time-Based Maintenance Models Under Uncertainty
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19th International GI/ITG Conference on Measurement, Modelling and Evaluation of Computing Systems (MMB)
作者: Buchholz, Peter Dohndorf, Iryna Scheftelowitsch, Dimitri TU Dortmund Informat 4 Dortmund Germany
Model based computation of optimal maintenance strategies is one of the classical applications of Markov Decision Processes. Unfortunately, a Markov Decision Process often does not capture the behavior of a component ... 详细信息
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A modeling framework for optimizing the flow-level scheduling with time-varying channels
A modeling framework for optimizing the flow-level schedulin...
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Conference on Performance Evaluation 2010
作者: Ayesta, Urtzi Erausqum, Martin Jacko, Peter BCAM Bilbao 48170 Spain IKERBASQUE Basque Fdn Sci Bilbao 48011 Spain Univ Basque Country UPV EHU Bilbao Spain
We introduce a comprehensive modeling framework for the problem of scheduling a finite number of finite-length jobs where the available service rate is time-varying The main motivation comes from wireless data network... 详细信息
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Study On Energy Consumption Of Sino - German Building In Uncertain Environment
Study On Energy Consumption Of Sino - German Building In Unc...
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Control Conference Africa (CCA)
作者: Liang, Sun Liang Ye, Li Qi, Jia Hai Ning, Hu Jun Hang, Jin Shenyang Jianzhu Univ Dept Informat & Control Engn Shenyang 110004 Liaoning Peoples R China
According to the experience of developed countries, with the development of the city, the construction industry will go beyond the industrial, transportation and other industries and ultimately ranked first in social ... 详细信息
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KALMAN-LIKE STATE TRACKING AND CONTROL IN POMDPS WITH APPLICATIONS TO BODY SENSING NETWORKS
KALMAN-LIKE STATE TRACKING AND CONTROL IN POMDPS WITH APPLIC...
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IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
作者: Zois, Daphney-Stavroula Levorato, Marco Mitra, Urbashi Univ So Calif Ming Hsieh Dept Elect Enginering Los Angeles CA 90089 USA
In this paper, the problem of state tracking with controlled observations is considered for a system modeled by a discrete-time, finite-state Markov chain. The system state is 'hidden' and observed via conditi... 详细信息
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dynamic Maintenance Scheduling for Power Systems Incorporating Hurricane Effects
Dynamic Maintenance Scheduling for Power Systems Incorporati...
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2014 IEEE International Conference on Smart Grid Communications (SmartGridComm)
作者: Arab, Ali Tekin, Eylem Khodaei, Amin Khator, Suresh K. Han, Zhu Univ Houston Dept Ind Engn Houston TX 77204 USA Univ Denver Dept Elect & Comp Engn Denver CO 80208 USA Univ Houston Dept Elect & Comp Engn Houston TX 77004 USA
An effective preventive maintenance program plays a critical role in improving the reliability of electric power systems. In this paper, the impact of potential damage due to hurricane is incorporated in the power sys... 详细信息
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SIMPLE PROOF FOR GOOFSPIEL - THE GAME OF PURE STRATEGY
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ADVANCES IN APPLIED PROBABILITY 1989年 第3期21卷 711-712页
作者: DROR, M Ben Gurion University of the Negev
A simple proof is given for the best strategy when the game of pure strategy is played.
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dynamic allocation of same-day requests in multi-physician primary care practices in the presence of prescheduled appointments
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HEALTH CARE MANAGEMENT SCIENCE 2014年 第1期17卷 31-48页
作者: Balasubramanian, Hari Biehl, Sebastian Dai, Longjie Muriel, Ana Univ Massachusetts Dept Mech & Ind Engn Amherst MA 01003 USA
Appointments in primary care are of two types: 1) prescheduled appointments, which are booked in advance of a given workday;and 2) same-day appointments, which are booked as calls come during the workday. The challeng... 详细信息
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