Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...
In this paper we introduce a simple ant based algorithm for solving a copper mine planning problem. In the last 10 years this realworld problem has been tackled using linear intege...
Abstract. We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time...
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
This paper proposes two new methods for optimizing objectives and constraints. The GP approach is very general and hardware resources in finite wordlength implementation of it allo...