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103
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IOR
2008
82views more  IOR 2008»
14 years 11 months ago
Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while be...
Heng-Qing Ye, David D. Yao
MP
2006
103views more  MP 2006»
14 years 11 months ago
Assessing solution quality in stochastic programs
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Güzin Bayraksan, David P. Morton
ICML
2009
IEEE
16 years 14 days ago
Robot trajectory optimization using approximate inference
The general stochastic optimal control (SOC) problem in robotics scenarios is often too complex to be solved exactly and in near real time. A classical approximate solution is to ...
Marc Toussaint
88
Voted
IOR
2010
112views more  IOR 2010»
14 years 10 months ago
New Policies for the Stochastic Inventory Control Problem with Two Supply Sources
We study an inventory system under periodic review in the presence of two suppliers (or delivery modes). The emergency supplier has a shorter lead-time than the regular supplier, ...
Anshul Sheopuri, Ganesh Janakiraman, Sridhar Sesha...
114
Voted
GECCO
2005
Springer
122views Optimization» more  GECCO 2005»
15 years 5 months ago
An enhanced GA to improve the search process reliability in tuning of control systems
Evolutionary Algorithms (EAs) have been largely applied to optimisation and synthesis of controllers. In spite of several successful applications and competitive solutions, the st...
Andrea Soltoggio