We view dynamic scheduling as a sequential decision problem. Firstly, we introduce a generalized planning operator, the stochastic task model (STM), which predicts the effects of ...
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
In cellular telephone systems, an important problem is to dynamically allocate the communication resource channels so as to maximize service in a stochastic caller environment. Th...