Home health care, i.e. visiting and nursing patients in their homes, is a growing sector in the medical service business. From a staff rostering point of view, the problem is to f...
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
The dynamic optimization problem concerns finding an optimum in a changing environment. In the tracking problem, the optimizer should be able to follow the optimum’s changes ov...
Claudio Rossi, Antonio Barrientos, Jaime del Cerro
R-max is a very simple model-based reinforcement learning algorithm which can attain near-optimal average reward in polynomial time. In R-max, the agent always maintains a complet...
Two different approaches are proposed to enhance the efficiency of the numerical resolution of optimal control problems governed by a linear advection– diffusion equation. In ...