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...
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
Given a set of points in a Hilbert space that can be separated from the origin. The slab support vector machine (slab SVM) is an optimization problem that aims at finding a slab (...
Joachim Giesen, Madhusudan Manjunath, Michael Eige...
We present a novel POMDP planning algorithm called heuristic search value iteration (HSVI). HSVI is an anytime algorithm that returns a policy and a provable bound on its regret w...
Locating a facility is often modeled as either the maxisum or the minisum problem, reflecting whether the facility is undesirable (obnoxious) or desirable. But many facilities are ...