Search Results - subject:"policy iteration algorithm"

On the optimality of a maintenance queueing system

Su, Yan; Li, Junping - In: Operations research letters 50 (2022) 1, pp. 32-39

Persistent link: https://www.econbiz.de/10013177159

Surgical scheduling under uncertainty by approximate dynamic programming

Silva, Thiago A. O.; Souza, Maurício C. de - In: Omega : the international journal of management science 95 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012243870

Optimal Real-Time Scheduling of Wind Integrated Power System Presented with Storage and Wind Forecast Uncertainties

Huo, Yuchong; Jiang, Ping; Zhu, Yuan; Feng, Shuang; Wu, Xi - In: Energies 8 (2015) 2, pp. 1080-1100

economic dispatch problems presented by energy storage in wind integrated systems. A policy iteration algorithm for deriving … the policy iteration algorithm in the short-term and long-term are verified and the consistency, robustness, good …. First, energy loss and use of fast-ramping generation are selected as the performance metrics. Then, a policy iteration …

Persistent link: https://www.econbiz.de/10011152641

Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion

Montero, José-María; Hernández-Noriega, Ismael; … - In: Operations research letters 43 (2015) 1, pp. 110-116

Persistent link: https://www.econbiz.de/10010486282

A mean–variance optimization problem for discounted Markov decision processes

Guo, Xianping; Ye, Liuer; Yin, George - In: European Journal of Operational Research 220 (2012) 2, pp. 423-429

In this paper, we consider a mean–variance optimization problem for Markov decision processes (MDPs) over the set of (deterministic stationary) policies. Different from the usual formulation in MDPs, we aim to obtain the mean–variance optimal policy that minimizes the variance over a set of...

Persistent link: https://www.econbiz.de/10010597684

A first-passage problem with multiple costs

Wakuta, Kazuyoshi - In: Computational Statistics 51 (2000) 3, pp. 419-432

the systems of linear inequalities and present a policy iteration algorithm for finding all optimal deterministic …

Persistent link: https://www.econbiz.de/10010847596

A first-passage problem with multiple costs

Wakuta, Kazuyoshi - In: Mathematical Methods of Operations Research 51 (2000) 3, pp. 419-432

the systems of linear inequalities and present a policy iteration algorithm for finding all optimal deterministic …

Persistent link: https://www.econbiz.de/10010950025

Coordinated Replenishments in a Multi-Item Inventory System with Compound Poisson Demands

Federgruen, A.; Groenevelt, H.; Tijms, H. C. - In: Management Science 30 (1984) 3, pp. 344-357

In many practical applications or multi-item inventory systems significant economies of scale can be exploited when coordinating replenishment orders for groups of items. This paper considers a continuous review multi-item inventory system with compound Poisson demand processes; excess demands...

Persistent link: https://www.econbiz.de/10009214125