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作者：HERZBERG, M; YECHIALI, U
作者单位：Tel Aviv University
摘要：Accelerating procedures for solving discounted Markov decision processes problems are developed based on a one-step lookahead analysis of the value iteration algorithm. We apply the criteria of minimum difference and minimum variance to obtain good adaptive relaxation factors that speed up the convergence of the algorithm. Several problems (including Howard's automobile replacement) are tested and a preliminary numerical evaluation reveals considerable reductions in computation time when compa...
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作者：COURCOUBETIS, C; WEBER, R
作者单位：University of Cambridge; AT&T; Nokia Corporation; Nokia Bell Labs
摘要：We consider a flexible manufacturing facility that can be operated in any of m different modes. While running in mode k certain intermediate products are consumed and other intermediate or finished products are created. There may be variability in the manufacturing process, as well as random arrivals of raw materials and orders for finished products. We establish conditions that ensure demands can be satisfied while maintaining bounded levels of inventories. These results that may be viewed as...
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作者：LI, SL; TIRUPATI, D
作者单位：University of Texas System; University of Texas Austin
摘要：This paper examines a multiproduct dynamic investment model for making technology choices and expansion decisions over a finite planning horizon. The motivation for our problem comes from recent developments in the field of flexible technology such as CAD, CAM, and CIM that permit firms to invest in these more expensive, flexible technologies to provide a competitive edge in the form of an ability to respond rapidly to changing product mix. On the other hand, more specialized (dedicated) equip...
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作者：DROR, M
摘要：In this note we prove that the relaxation approach in designing the subproblem of pricing out only the feasible routes for the set partition formulation of the VRPTW is justified on complexity grounds. That is, the first dynamic programming model presented in M. Desrochers, J. Desrosiers and M. Solomon (1992), that is able to price out all feasible routes, is NP-hard in the strong sense.
