Zobrazeno 1 - 10
of 233
pro vyhledávání: '"90B05"'
Efforts to reduce platelet wastage in hospital blood banks have focused on ordering policies, but the predominant practice of issuing the oldest unit first may not be optimal when some units are returned unused. We propose a novel, machine learning (
Externí odkaz:
http://arxiv.org/abs/2411.14939
We study the finite horizon Restless Multi-Armed Bandit (RMAB) problem with $N$ homogeneous arms, focusing on the challenges posed by degenerate RMABs, which are prevalent in practical applications. While previous work has shown that Linear Programmi
Externí odkaz:
http://arxiv.org/abs/2410.15003
This paper analyzes single-item continuous-review inventory models with random supplies in which the inventory dynamic between orders is described by a diffusion process, and a long-term average cost criterion is used to evaluate decisions. The class
Externí odkaz:
http://arxiv.org/abs/2402.03515
Autor:
Sethuraman, Samyukta, Bansal, Ankur, Mardan, Setareh, Resende, Mauricio G. C., Jacobs, Timothy L.
Publikováno v:
INFORMS J. on Applied Analytics, Published Online:29 Mar 2024
Amazon Locker is a self-service delivery or pickup location where customers can pick up packages and drop off returns. A basic first-come-first-served policy for accepting package delivery requests to lockers results in lockers becoming full with sta
Externí odkaz:
http://arxiv.org/abs/2312.06579
We introduce a non-zero-sum game between a government and a legislative body to study the optimal level of debt. Each player, with different time preferences, can intervene on the stochastic dynamics of the debt-to-GDP ratio via singular stochastic c
Externí odkaz:
http://arxiv.org/abs/2311.17711
Autor:
Settanni, Ettore
This note aims to verify a Laplace transform pair, previously published without proof, concerning the expected stock-out that may occur in a production-inventory systems when demand is Poisson, and the time horizon is finite. Stock-out, or "backlog",
Externí odkaz:
http://arxiv.org/abs/2311.12629
Autor:
Yan, Chen, Reiffers-Masson, Alexandre
We examine a multi-stage stochastic optimization problem characterized by stagewise-independent, decision-dependent noises with strict constraints. The problem assumes convexity in that, following a specific relaxation, it transforms into a determini
Externí odkaz:
http://arxiv.org/abs/2308.13166
We revisit an absolutely-continuous version of the stochastic control problem driven by a L\'evy process. A strategy must be absolutely continuous with respect to the Lebesgue measure and the running cost function is assumed to be convex. We show the
Externí odkaz:
http://arxiv.org/abs/2308.08183
Autor:
Ravner, Liron
This work presents a non-parametric estimator for the cumulative distribution function (CDF) of the jump-size distribution for a storage system with compound Poisson input. The workload process is observed according to an independent Poisson sampling
Externí odkaz:
http://arxiv.org/abs/2307.10116
We present a novel algorithm for training deep neural networks in supervised (classification and regression) and unsupervised (reinforcement learning) scenarios. This algorithm combines the standard stochastic gradient descent and the gradient clippi
Externí odkaz:
http://arxiv.org/abs/2305.12125