Search Results - subject:"dynamic programming"

Optimization of Irrigation with Photovoltaic Pumping System

Glasnovic, Zvonimir; Margeta, Jure - In: Water Resources Management 21 (2007) 8, pp. 1277-1297

The usual methods for optimal sizing of photovoltaic (PV) irrigation water pumping systems, which separately considered the demand for hydraulic energy and possibilities of its production from available solar energy with the PV pumping system, are not optimal. However, by systematic approach to...

Persistent link: https://www.econbiz.de/10010847254

Non-randomized policies for constrained Markov decision processes

Chen, Richard; Feinberg, Eugene - In: Computational Statistics 66 (2007) 1, pp. 165-179

controlled by non-randomized policies. A dynamic programming approach is used to construct optimal policies. The convergence of …

Persistent link: https://www.econbiz.de/10010847733

Speeding up the Dreyfus–Wagner algorithm for minimum Steiner trees

Fuchs, Bernhard; Kern, Walter; Wang, Xinhui - In: Computational Statistics 66 (2007) 1, pp. 117-125

The Dreyfus–Wagner algorithm is a well-known dynamic programming method for computing minimum Steiner trees in general … the rectilinear case, there exists a variant of the dynamic programming method that runs in O * (2.386 k ). In this case …

Persistent link: https://www.econbiz.de/10010847995

Neighbourhood Search for constructing Pareto sets

Dorini, G.; Pierro, F.; Savic, D.; Piunovskiy, A. - In: Computational Statistics 65 (2007) 2, pp. 315-337

This paper describes theNeighbourhood Search, an effectivemethod that we suggest for constructing Pareto sets in multiple objective problems with conegenerated orders. TheNeighbourhood Search is then applied to discounted Markov Decision Processes, resulting in original statements about...

Persistent link: https://www.econbiz.de/10010848013

Non-randomized policies for constrained Markov decision processes

Chen, Richard; Feinberg, Eugene - In: Mathematical Methods of Operations Research 66 (2007) 1, pp. 165-179

controlled by non-randomized policies. A dynamic programming approach is used to construct optimal policies. The convergence of …

Persistent link: https://www.econbiz.de/10010950147

Optimal use of excess capacity in two interconnected queues

Pandelis, Dimitrios - In: Mathematical Methods of Operations Research 65 (2007) 1, pp. 179-192

We consider a two-stage tandem queueing network where jobs from station 1 join station 2 with a certain probability. Each job incurs a linear holding cost, different for each station. Each station is attended by a dedicated server, and there is an additional server that is either constrained to...

Persistent link: https://www.econbiz.de/10010950168

Neighbourhood Search for constructing Pareto sets

Dorini, G.; Pierro, F.; Savic, D.; Piunovskiy, A. - In: Mathematical Methods of Operations Research 65 (2007) 2, pp. 315-337

Persistent link: https://www.econbiz.de/10010950383

Markov control processes with randomized discounted cost

González-Hernández, Juan; López-Martínez, Raquiel; … - In: Mathematical Methods of Operations Research 65 (2007) 1, pp. 27-44

establish the dynamic programming algorithm in finite and infinity horizon cases. We provide conditions for the existence of …

Persistent link: https://www.econbiz.de/10010999690

Structural results on a batch acceptance problem for capacitated queues

Çil, Eren; Örmeci, E.; Karaesmen, Fikri - In: Mathematical Methods of Operations Research 66 (2007) 2, pp. 263-274

The purpose of this paper is to investigate the structural properties of the optimal batch acceptance policy in a Markovian queueing system where different classes of customers arrive in batches and the buffer capacity is finite. We prove that the optimal policy can possess certain monotonicity...

Persistent link: https://www.econbiz.de/10010999893

Speeding up the Dreyfus–Wagner algorithm for minimum Steiner trees

Fuchs, Bernhard; Kern, Walter; Wang, Xinhui - In: Mathematical Methods of Operations Research 66 (2007) 1, pp. 117-125

The Dreyfus–Wagner algorithm is a well-known dynamic programming method for computing minimum Steiner trees in general …="TEX">$${\frac{k}{2}}$$</EquationSource> </InlineEquation> terminals. In the rectilinear case, there exists a variant of the dynamic … programming method that runs in O <Superscript>*</Superscript>(2.386<Superscript> k </Superscript>). In this case, our splitting …

Persistent link: https://www.econbiz.de/10010999995