A novel state-space model of a multi-node supply chain is presented, controlled via local proportional inventory-replenishment policies. The model is driven by a stochastic sequen...
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
Abstract— Polling policies have been introduced to simplify the accessing process in client/server systems by a centralized control access scheme. This paper considers a client/s...
Georgios I. Papadimitriou, Athena Vakali, Andreas ...
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...