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作者：Chang, HS; Fu, MC; Hu, JQ; Marcus, SI
作者单位：Sogang University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Based on recent results for multiarmed bandit problems, we propose an adaptive sampling algorithm that approximates the optimal value of a finite-horizon Markov decision process (MDP) with finite state and action spaces. The algorithm adaptively chooses which action to sample as the sampling process proceeds and generates an asymptotically unbiased estimator, whose bias is bounded by a quantity that converges to zero at rate (lnN)/N, where N is the total number of samples that are used per sta...
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作者：Hifi, M; M'Hallah, R
作者单位：heSam Universite; Universite Pantheon-Sorbonne; Centre National de la Recherche Scientifique (CNRS); Universite PSL; Ecole Pratique des Hautes Etudes (EPHE); Kuwait University
摘要：The constrained two-dimensional cutting (C-TDC) problem consists of determining a cutting pattern of a set of n small rectangular piece types on a rectangular stock plate S with length L and width W, to maximize the sum of the profits of the pieces to be cut. Each piece type i, i = 1,..., n, is characterized by a length l(i), a width w(i), a profit (or weight) c(i), and an upper demand value b(i). The upper demand value is the maximum number of pieces of type i that can be cut on S. In this pa...
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作者：Lu, YD; Song, JS
作者单位：International Business Machines (IBM); IBM USA; Duke University
摘要：We study a multi-item stochastic inventory system in which customers may order different but possibly overlapping subsets of items, such as a multiproduct assemble-to-order system. The goal is to determine the right base-stock level for each item and to identify the key driving factors. We formulate a cost-minimization model with order-based backorder costs and compare it with the standard single-item, newsvendor-type model with item-based backorder cost. We show that the solution of the forme...
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作者：Ganas, I; Papachristos, S
作者单位：University of Ioannina
摘要：We consider the single-product lot-sizing problem over a finite planning horizon. Demand at each period is constant, and excess demand is completely backlogged. Holding and backlogging costs are proportional to the amount of inventory stocked or backlogged, while ordering cost is fixed, independent of the quantity ordered. The optimal policy targets to minimize the total relevant costs over the planning horizon. The key results of this paper are: (1) an explicit formula for the optimal total c...
