Dynamic programming
Top PDF Dynamic programming:
Determining optimal selling time of cattle: a stochastic dynamic programming application
... stochastic dynamic programming framework which describes manager’s decision-making process combining both economic and biological variables and involving uncertainty on price fluctuations: investors can use ...
26
COMPARING DYNAMIC PROGRAMMING AND SIMULATION-OPTIMIZATION APPROACHES FOR SOLVING THE SINGLE VRPSD WITH RESTOCKING
... This paper presented formally the single VRPSD with preventive restocking using two different approaches to the calculation of the objective function, the first is a dynamic programming approach (DP) and ...
10
Dynamic programming for variable discounted Markov decision problems
... For the infinite horizon case we incorporate the time parameter to the state obtaining a stationary model, in which the discount varies with the state. We define appropriate dynamic operators, and characterize the ...
13
Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors
... In [SO/TO2 02℄, they used this to haraterize the optimal value funtion of a stohasti target problem as a disontinuous visosity solution of an assoiated Hamilton-Jaobi- Bellman (HJB) seon[r] ...
37
A Fuzzy approach based on dynamic programming and metaheuristics for selecting safeguards for risk management for information systems
... A Method for Fuzzy Risk Analysis based on the New Similarity of Trapezoidal Fuzzy Numbers. Fuzzy risk analysis based on similarity measure of generalized fuzzy num- bers[r] ...
11
A nonserial dynamic programming model with an application to the optimal design of distribution networks
... Based on the concept of spatial dynamic program- ming 5 , a somewhat different model is presented for the solution of the main (primary) optimization.. problem.[r] ...
13
Tesis de Maestría en Ingeniería Matemática
... stochastic dynamic programming is frequently used in hydrothermal systems to define the optimal use of water, given the level of the existing dams and a qualification of the hydrological situation (wet, ...
36
Generalized unit commitment by the radar multiplier method
... Augmented Lagrangian, auxiliary problem principle, block coordinate descent, bundle method, dynamic programming, economic dispatch, generalized unit commitment, Lagrangian relaxation, mu[r] ...
163
Dynamic optimisation problems: Different resolution methods regarding agriculture and natural resource economics
... the dynamic programming method permits considering a large number of decision stages, since the multi-stage problem in question is broken down into several one-stage problems, the number of state and ...
35
What drives replacement goods at the micro level?
... Technological innovations have contributed over the years to an increas- ing stock of durable goods -those products that are not immediately con- sumed but provide a stream of services over a long period of time. Indeed, ...
27
Video Games to learn programming
... basic programming concepts like loops, hash tables, conditions, arrays, string management, ...memoization, dynamic programming, pattern recognition, ...
5
Generating order policies by SDP: non-stationary demand and service level constraints
... Section 2 introduces a stylized example of variable demand. It has a finite time horizon of 6 periods representing the possibility of a manager in retail to order at most six times a week. This simple instance shows the ...
16
ECG signal analysis using temporary dynamic sequence alignment
... the ECG, using multi-resolution analysis by wavelet transform through the approximation of the signal’s slope; dynamic programming is used only to compare the waves, while in the proposed methodology in ...
5
Métodos numéricos para la valoración de derivados complejos.
... In this paper we present a dynamic programming algorithm aimed at pricing a variable annuity with a GMWB under the dynamic approach. This algorithm is general enough to allow for different levels of ...
191
Efficient and automated large scale detection of structural relationships in proteins with a flexible aligner
... The results of our method, as implemented in MOMA, strongly depend on the value of three parameters, which are the constant that limits the score calculated from the angular difference (C) and the gap-opening penalties ...
13
Hybrid Algorithms Based on Integer Programming for the Search of Prioritized Test Data in Software Product Lines
... Abstract. In Software Product Lines (SPLs) it is not possible, in gen- eral, to test all products of the family. The number of products denoted by a SPL is very high due to the combinatorial explosion of features. For ...
16
Strategic directions in constraint programming
... With t h i s (very successful) method, known as mixed integer programming, an application is modeled as a system of linear constraints on real and integer variables. The formulation[r] ...
26
2 About programming in Maple
... These notes express a point of view that emerged while Albert Nijenhuis and I were writing Combinatorial Algorithms [NW], and specifically while we were writing the second edition of same. Indeed, if you are familiar ...
63
MPI Parallel programming fundamentals
... complete dynamic management tool should make possible the creation and deletion of remote processes already in progress without ...the dynamic creation and removal of processes at run ...
61
Programming in C - 09 - Arrays
... • Is available even after local function usage (variable scope). char[] is editable, read/write accessible, and locally[r] ...
96