Real-time dynamic programming (RTDP) is a heuristic search algorithm for solving MDPs. We present a modified algorithm called Focused RTDP with several improvements. While RTDP ma...
Smale's -theory uses estimates related to the convergence of Newton's method to give criteria implying that Newton iterations will converge quadratically to solutions to ...
The solution of continuous and discrete-time Markovian models is still challenging mainly when we model large complex systems, for example, to obtain performance indexes of paralle...
We study the performance issue of the “iterative” record linkage (RL) problem, where match and merge operations may occur together in iterations until convergence emerges. We ...
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...