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Advances in computational power and AI have increased interest in reinforcement learning approaches to inventory management. This paper provides a theoretical foundation for these approaches and investigates the benefits of restricting to policy stru
Externí odkaz:
http://arxiv.org/abs/2404.11509
Autor:
Xin, Linwei
The fundamental problem of managing an inventory over time in the presence of stochastic demand is one of the core problems of operations research. This thesis is motivated by the need (in both government and industry) to understand such complex inve
Externí odkaz:
http://hdl.handle.net/1853/53852
In this paper, we propose a risk-based data-driven approach to optimal power flow (DROPF) with dynamic line rating. The risk terms, including penalties for load shedding, wind generation curtailment and line overload, are embedded into the objective
Externí odkaz:
http://arxiv.org/abs/1712.08015
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Akademický článek
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Autor:
Xin, Linwei, Goldberg, David A.
Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification, various forms of distributionally robust optimization have been applied. Although many of these methodologies su
Externí odkaz:
http://arxiv.org/abs/1511.09437
Autor:
Xin, Linwei, Goldberg, David A.
Publikováno v:
In European Journal of Operational Research 16 March 2021 289(3):1127-1141
Autor:
Xin, Linwei, Goldberg, David A.
Dual-sourcing inventory systems, in which one supplier is faster (i.e. express) and more costly, while the other is slower (i.e. regular) and cheaper, arise naturally in many real-world supply chains. These systems are notoriously difficult to optimi
Externí odkaz:
http://arxiv.org/abs/1503.01071
Autor:
Xin, Linwei, Goldberg, David A.
Inventory models with lost sales and large lead times have traditionally been considered intractable due to the curse of dimensionality. Recently, Goldberg and co-authors laid the foundations for a new approach to solving these models, by proving tha
Externí odkaz:
http://arxiv.org/abs/1409.1499
Autor:
Xin, Linwei, Goldberg, David A.
Recently, there has been a growing interest in developing inventory control policies which are robust to model misspecification. One approach is to posit that nature selects a worst-case distribution for any stochastic primitives from some pre-specif
Externí odkaz:
http://arxiv.org/abs/1304.3074