We study the optimal control of propagation of packets in delay tolerant mobile ad-hoc networks. We consider a two-hop forwarding policy under which the expected number of nodes ca...
Eitan Altman, Tamer Basar, Francesco De Pellegrini
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
In this paper, we introduce a notion of barycenter in the Wasserstein space which generalizes McCann’s interpolation to the case of more than two measures. We provide existence,...