Exact decomposition approaches for Markov decision processes: a survey.
Daoui, Cherki, Abbad, Mohamed, Tkiouat, Mohamed (2010)
Advances in Operations Research
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Displaying similar documents to “Influence of modeling structure in probabilistic sequential decision problems ”
Exact decomposition approaches for Markov decision processes: a survey.
Periodic coordination in hierarchical air defence systems
Piotr Arabas, Krzysztof Malinowski (2001)
International Journal of Applied Mathematics and Computer Science
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The subject of this work is the defence planning of a point target against an air attack. The defence system is decomposed into a number of sectors. A direct method of coordination is used at the upper level, while the sectors use a discrete-time event-based model and the description of uncertainty by multiple scenarios of an attack. The resulting problems are solved using linear programming. A comparison of two coordination strategies for realistic attack scenarios and an analysis of...
About the choice of the variable to unassign in a decision repair algorithm
Cédric Pralet, Gérard Verfaillie (2005)
RAIRO - Operations Research - Recherche Opérationnelle
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The decision repair algorithm (Jussien and Lhomme, Artificial Intelligence 139 (2002) 21–45), which has been designed to solve constraint satisfaction problems (CSP), can be seen, either (i) as an extension of the classical depth first tree search algorithm with the introduction of a free choice of the variable to which to backtrack in case of inconsistency, or (ii) as a local search algorithm in the space of the partial consistent variable assignments. or (iii) as a hybridisation between...
Discrete analysis of portfolio selection with optimal stopping time.
Liang, Jianfeng (2009)
Journal of Applied Mathematics and Decision Sciences
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Stochastic dynamic programming applied to hydrothermal power systems operation planning based on the convex hull algorithm.
Dias, Bruno H., Marcato, André L.M., Souza, Reinaldo C., Soares, Murilo P., Junior, Ivo C.Silva, de Oliveira, Edimar J., Brandi, Rafael B.S., Ramos, Tales P. (2010)
Mathematical Problems in Engineering
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Solution approaches to large shift scheduling problems
Monia Rekik, Jean-François Cordeau, François Soumis (2008)
RAIRO - Operations Research
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This paper considers large shift scheduling problems with different shift start times and lengths, fractionable breaks and work stretch duration restrictions. Two solution approaches are proposed to solve the problems over a multiple-day planning horizon. The first approach is based on a local branching strategy and the second one is based on a temporal decomposition of the problem. Local branching is very efficient in finding good feasible solutions when compared to a classical branch-and-bound...
A threshold accepting approach to the open vehicle routing problem
Christos D. Tarantilis, George Ioannou, Chris T. Kiranoudis, Gregory P. Prastacos (2004)
RAIRO - Operations Research - Recherche Opérationnelle
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In this paper we consider the operational planning problem of physical distribution via a fleet of hired vehicles, for which the travelling cost is solely a function of the sequence of locations visited within all open delivery routes, while vehicle fixed cost is inexistent. The problem is a special class of vehicle routing and is encountered in the literature as the Open Vehicle Routing Problem (OVRP), since vehicles are not required to return to the depot. The goal is to distribute...