We study the stochastic machine replenishment problem, which is a canonical special case of closed multiclass queuing systems in Markov decision theory. The problem models the sche...
In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...
Stability is a desirable characteristic for linear dynamical systems, but it is often ignored by algorithms that learn these systems from data. We propose a novel method for learn...
— Area Under the ROC Curve (AUC) is often used to evaluate ranking performance in binary classification problems. Several researchers have approached AUC optimization by approxi...
One of the most important policies adopted in inventory control is the (R,S) policy (also known as the “replenishment cycle” policy). Under the non-stationary demand assumption...