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CPAIOR
2007
Springer
14 years 4 months ago
Replenishment Planning for Stochastic Inventory Systems with Shortage Cost
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...
Roberto Rossi, Armagan Tarim, Brahim Hnich, Steven...
CDC
2009
IEEE
173views Control Systems» more  CDC 2009»
14 years 2 months ago
Optimality of affine policies in multi-stage robust optimization
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...
CCCG
2008
13 years 11 months ago
The Solution Path of the Slab Support Vector Machine
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...
UAI
2004
13 years 11 months ago
Heuristic Search Value Iteration for POMDPs
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...
Trey Smith, Reid G. Simmons
ANOR
2002
88views more  ANOR 2002»
13 years 10 months ago
Multicriteria Semi-Obnoxious Network Location Problems (MSNLP) with Sum and Center Objectives
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 ...
Horst W. Hamacher, Martine Labbé, Stefan Ni...