3期

最新文章

• Asymptotic Convergence of Optimal Policies for Resource Management with Application to Harvesting of Multiple Species Forest AI翻译
  作者：Cominetti, Roberto; Piazza, Adriana
  作者单位：Universidad de Chile; Universidad de Chile
  摘要：We study the long-term behavior of the optimal harvesting policies for a mixed forest composed by multiple species of different maturity ages. This model is a prototype for the exploitation of a finite resource such as land or space, which can be allocated to different activities that produce their revenue after certain delays at which the resource is liberated for reuse. We prove the existence and uniqueness of a sustainable state, and we discuss the conditions under which an optimal trajecto...
• A Fully Polynomial-Time Approximation Scheme for Single-Item Stochastic Inventory Control with Discrete Demand AI翻译
  作者：Halman, Nir; Klabjan, Diego; Mostagir, Mohamed; Orlin, Jim; Simchi-Levi, David
  作者单位：Massachusetts Institute of Technology (MIT); Hebrew University of Jerusalem; Northwestern University; California Institute of Technology; Massachusetts Institute of Technology (MIT)
  摘要：The single-item stochastic inventory control problem is to find an inventory replenishment policy in the presence of independent discrete stochastic demands under periodic review and finite time horizon. In this paper, we prove that this problem is intractable and design for it a fully polynomial-time approximation scheme.
• Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks AI翻译
  作者：Miyazawa, Masakiyo
  作者单位：Tokyo University of Science
  摘要：A double quasi-birth-and-death (QBD) process is the QBD process whose background process is a homogeneous birth-and-death process, which is a synonym of a skip-free random walk in the two-dimensional positive quadrant with homogeneous reflecting transitions at each boundary face. It is also a special case of a 0-partially homogenous chain introduced by Borovkov and Mogul'skii. Our main interest is in the tail decay behavior of the stationary distribution of the double QBD process in the coordi...
• Stochastic Combinatorial Optimization with Controllable Risk Aversion Level AI翻译
  作者：So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu
  作者单位：Chinese University of Hong Kong; New York University; Stanford University
  摘要：Most of the recent work on 2-stage stochastic combinatorial optimization problems has focused on minimization of the expected cost or the worst-case cost of the solution. Those two objectives can be viewed as two extreme ways of handling risk. In this paper we propose to use a one-parameter family of functionals to interpolate between them. Although such a family has been used in the mathematical finance and stochastic programming literature before, its use in the context of approximation algo...