This paper considers online stochastic reservation problems, where requests come online and must be dynamically allocated to limited resources in order to maximize profit. Multi-k...
Pascal Van Hentenryck, Russell Bent, Yannis Vergad...
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical diļ¬...
POMDPs and their decentralized multiagent counterparts, DEC-POMDPs, offer a rich framework for sequential decision making under uncertainty. Their computational complexity, howeve...
Christopher Amato, Daniel S. Bernstein, Shlomo Zil...
Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...
Interval computations, stochastic arithmetic, automatic diļ¬erentiation, etc.: much work is currently done to estimate and to improve the numerical accuracy of programs but few c...