This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
Abstract. The problem of averaging outcomes under several scenarios to form overall objective functions is of considerable importance in decision support under uncertainty. The fuz...
One of the most important policies adopted in inventory control is the (R,S) policy (also known as the “replenishment cycle” policy). Under the non-stationary demand assumption...
The problem of searching for important factors in a simulation model is considered when the simulation output is subject to stochastic variation. Bettonvil and Kleijnen (1996) giv...
This paper describes an approach to real-time decisionmaking for quality of service based scheduling of distributed asynchronous data replication. The proposed approach addresses ...