In sequential decision making under uncertainty, as in many other modeling endeavors, researchers observe a dynamical system and collect data measuring its behavior over time. The...
We present Variable Influence Structure Analysis, or VISA, an algorithm that performs hierarchical decomposition of factored Markov decision processes. VISA uses a dynamic Bayesia...
To solve the cruise two-dimensional revenue management problem and develop such an automated system under uncertain environment, a static model which is a stochastic integer progr...
abstract mathematics. My mentor was Professor S. Bochner, a distinguished contributor to harmonic analysis. My classmates included Richard Bellman (who later nurtured the method of...
We consider an anytime control algorithm for the situation when the processor resource availability is time-varying. The basic idea is to calculate the components of the control i...