Download or read book Dynamic Programming and Optimal Control written by Dimitri Bertsekas and published by Athena Scientific. This book was released on 2012-10-23 with total page 715 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the leading and most up-to-date textbook on the far-ranging algorithmic methodology of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning. Among its special features, the book 1) provides a unifying framework for sequential decision making, 2) treats simultaneously deterministic and stochastic control problems popular in modern control theory and Markovian decision popular in operations research, 3) develops the theory of deterministic optimal control problems including the Pontryagin Minimum Principle, 4) introduces recent suboptimal control and simulation-based approximation techniques (neuro-dynamic programming), which allow the practical application of dynamic programming to complex problems that involve the dual curse of large dimension and lack of an accurate mathematical model, 5) provides a comprehensive treatment of infinite horizon problems in the second volume, and an introductory treatment in the first volume.
Download or read book Dynamic Programming and Stochastic Control written by Bertsekas and published by Academic Press. This book was released on 1976-11-26 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic Programming and Stochastic Control
Download or read book Stochastic Dynamic Programming and the Control of Queueing Systems written by Linn I. Sennott and published by John Wiley & Sons. This book was released on 1998-09-30 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eine Zusammenstellung der Grundlagen der stochastischen dynamischen Programmierung (auch als Markov-Entscheidungsprozeß oder Markov-Ketten bekannt), deren Schwerpunkt auf der Anwendung der Queueing-Theorie liegt. Theoretische und programmtechnische Aspekte werden sinnvoll verknüpft; insgesamt neun numerische Programme zur Queueing-Steuerung werden im Text ausführlich diskutiert. Ergänzendes Material kann vom zugehörigen ftp-Server abgerufen werden. (12/98)
Download or read book Student s Guide to Operations Research written by Paul A. Jensen and published by . This book was released on 1986 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Multi product Dynamic Nonstationary Inventory Problem written by Arthur F. Veinott (Jr.) and published by . This book was released on 1964 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper is concerned with a multi-product dynamic nonstationary inventory problem in which the system is reviewed at the beginning of each of a sequence of periods of equal length. The model has the following features. There is a general demand process with no stationarity or independence assumptions, partial or complete backlogging of unfilled demand, a fixed nonnegative delivery lag (which may be positive only under complete backlogging), a nonstationary linear ordering cost, a nonstationary holding and shortage cost function, discounting of future costs, and nonstationary restrictions like budget and storage limitations. The objective is to choose an ordering policy that minimizes the expected discounted costs over an infinite time horizon. Conditions are given that ensure that the base stock ordering policy is optimal and that the base stock levels in each period are easy to calculate. (Author).
Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Download or read book Introduction to Dynamic Programming written by Leon Cooper and published by Elsevier. This book was released on 2016-06-06 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Dynamic Programming introduces the reader to dynamic programming and presents the underlying mathematical ideas and results, as well as the application of these ideas to various problem areas. A large number of solved practical problems and computational examples are included to clarify the way dynamic programming is used to solve problems. A consistent notation is applied throughout the text for the expression of quantities such as state variables and decision variables. This monograph consists of 10 chapters and opens with an overview of dynamic programming as a particular approach to optimization, along with the basic components of any mathematical optimization model. The following chapters discuss the application of dynamic programming to variational problems; functional equations and the principle of optimality; reduction of state dimensionality and approximations; and stochastic processes and the calculus of variations. The final chapter looks at several actual applications of dynamic programming to practical problems, such as animal feedlot optimization and optimal scheduling of excess cash investment. This book should be suitable for self-study or for use as a text in a one-semester course on dynamic programming at the senior or first-year, graduate level for students of mathematics, statistics, operations research, economics, business, industrial engineering, or other engineering fields.
Download or read book Dynamic Programming written by Eric V. Denardo and published by Courier Corporation. This book was released on 2012-12-27 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed both for those who seek an acquaintance with dynamic programming and for those wishing to become experts, this text is accessible to anyone who's taken a course in operations research. It starts with a basic introduction to sequential decision processes and proceeds to the use of dynamic programming in studying models of resource allocation. Subsequent topics include methods for approximating solutions of control problems in continuous time, production control, decision-making in the face of an uncertain future, and inventory control models. The final chapter introduces sequential decision processes that lack fixed planning horizons, and the supplementary chapters treat data structures and the basic properties of convex functions. 1982 edition. Preface to the Dover Edition.
Download or read book Supply Chain Management written by Dr. Md. Mamun Habib and published by BoD – Books on Demand. This book was released on 2011-09-12 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Supply Chain Management (SCM) has been widely researched in numerous application domains during the last decade. Despite the popularity of SCM research and applications, considerable confusion remains as to its meaning. There are several attempts made by researchers and practitioners to appropriately define SCM. Amidst fierce competition in all industries, SCM has gradually been embraced as a proven managerial approach to achieving sustainable profits and growth. This book "Supply Chain Management - Applications and Simulations" is comprised of twelve chapters and has been divided into four sections. Section I contains the introductory chapter that represents theory and evolution of Supply Chain Management. This chapter highlights chronological prospective of SCM in terms of time frame in different areas of manufacturing and service industries. Section II comprised five chapters those are related to strategic and tactical issues in SCM. Section III encompasses four chapters that are relevant to project and technology issues in Supply Chain. Section IV consists of two chapters which are pertinent to risk managements in supply chain.
Download or read book Automatic Control Robotics and Information Processing written by Piotr Kulczycki and published by Springer Nature. This book was released on 2020-09-03 with total page 843 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a wide and comprehensive range of issues and problems in various fields of science and engineering, from both theoretical and applied perspectives. The desire to develop more effective and efficient tools and techniques for dealing with complex processes and systems has been a natural inspiration for the emergence of numerous fields of science and technology, in particular control and automation and, more recently, robotics. The contributions gathered here concern the development of methods and algorithms to determine best practices regarding broadly perceived decisions or controls. From an engineering standpoint, many of them focus on how to automate a specific process or complex system. From a tools-based perspective, several contributions address the development of analytic and algorithmic methods and techniques, devices and systems that make it possible to develop and subsequently implement the automation and robotization of crucial areas of human activity. All topics discussed are illustrated with sample applications.
Download or read book Small Business Bibliography written by and published by . This book was released on 1964 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Toward the Factory of the Future written by Hans-Jörg Bullinger and published by Springer Science & Business Media. This book was released on 2013-12-14 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Conference on Production Research has a good tradition: The fIrst Conference was held in Birmingham 1971 with 61 participants. With respect to the decision that the Conference should be held every second year, by this time the Conference has been held in the following countries: Birmingham (1971, UK), Copenhagen (1973, Denmark), Amhurst (1975, USA), Tokyo (1977, Japan), Amsterdam (1979, The Netherlands), Novi Sad (1981, Yugoslavia), Windsor (1983, Canada), Stuttgart (1985, Germany), and the next Conference will take place in Cincinnatti (1987, USA). The number of submitted abstracts and papers was continuously increas ing such that the Programme Committee of this actual 8th Conference on Production Research has been forced to introduce a further refereeing procedure. Each submitted abstract was presented to at least two referees. This resulted not only in a reduction of the number of presented full papers and poster contributions but, as the Programme Committee and the Editiors hope, it led also to a considerable increase in the scientifIc quality of this 8th International Conference on Production Research. The preceeding conference in Windsor, Canada, was dedicated to the topic: Production Research as a Means of Productivity Improvement. We don't believe that this statement has become untrue in the meanwhile.
Download or read book Advances in Stochastic Dynamic Programming for Operations Management written by Frank Schneider and published by Logos Verlag Berlin GmbH. This book was released on 2014 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many tasks in operations management require the solution of complex optimization problems. Problems in which decisions are taken sequentially over time can be modeled and solved by dynamic programming. Real-world dynamic programming problems, however, exhibit complexity that cannot be handled by conventional solution techniques. This complexity may stem from large state and solution spaces, huge sets of possible actions, non-convexities in the objective function, and uncertainty. In this book, three highly complex real-world problems from the domain of operations management are modeled and solved by newly developed solution techniques based on stochastic dynamic programming. First, the problem of optimally scheduling participating demand units in an energy transmission network is considered. These units are scheduled such that total cost of supplying demand for electric energy is minimized under uncertainty in demand and generation. Second, the integrated problem of investment in and optimal operations of a network of battery swap stations under uncertain demand and energy prices is modeled and solved. Third, the inventory control problem of a multi-channel retailer selling through independent sales channels is modeled and optimality conditions for replenishment policies of simple structure are proven. This book introduces efficient approximation techniques based on approximate dynamic programming (ADP) and extends existing proximal point algorithms to the stochastic case. The methods are applicable to a wide variety of dynamic programming problems of high dimension.
Download or read book Approximate Dynamic Programming and Stochastic Approximation Methods for Inventory Control and Revenue Management written by Sumit Mathew Kunnumkal and published by . This book was released on 2007 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic lot sizing problems with stochastic production output written by Michael Kirste and published by BoD – Books on Demand. This book was released on 2017-06-23 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the real world, production systems are affected by external and internal uncertainties. Stochastic demand - an external uncertainty - arises mainly due to forecast errors and unknown behavior of customers in future. Internal uncertainties occur in situations where random yield, random production capacity, or stochastic processing times affect the productivity of a manufacturing system. The resulting stochastic production output is especially present in industries with modern and complex technologies as the semiconductor industry. This thesis provides model formulations and solution methods for capacitated dynamic lot sizing problems with stochastic demand and stochastic production output that can be used by practitioners within Manufacturing Resource Planning Systems (MRP), Capacitated Production Planning Systems (CPPS), and Advanced Planning Systems (APS). In all models, backordered demand is controlled with service levels. Numerical studies compare the solution methods and give managerial implications in presence of stochastic production output. This book addresses practitioners, consultants, and developers as well as students, lecturers, and researchers with focus on lot sizing, production planning, and supply chain management.
Download or read book Information Control Problems in Manufacturing Technology 1982 written by D. E. Hardt and published by Elsevier. This book was released on 2014-05-17 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information Control Problems in Manufacturing Technology 1982 documents the proceedings of the 4th IFAC/IFIP Symposium held in Maryland, USA, on 26-28 October 1982. The volume contains 27 papers divided into six sections. The papers in Section 1 cover the various US government programs sponsoring manufacturing-related research. This support ranges from basic process physics research to general questions of artificial intelligence in the manufacturing environment. At the heart of any manufacturing operation are the unit processes. Proper control of these processes is vital to achieving the autonomy that will eventually lead to automated manufacturing systems. Section 2 addresses these issues in terms of the general control problem involved and in the solution of specific processing problems. Section 3 presents examples of both on and off-line techniques that use novel methods of data acquisition and signal processing. Section 4 focuses on the role of industrial robots in advanced manufacturing systems. It addresses fundamental questions of manipulator design and control, and modelling of robot work environment. The ability to integrate processes and robots into an efficient manufacturing system is truly the challenge of the future. Section 5 deals with a wide range of such problems, including planning, scheduling, inventory, and decision systems. Section 6 presents specific examples of fully automated manufacturing and assembly systems.
Download or read book Dynamic Management Decision and Stochastic Control Processes written by Toshio Odanaka and published by World Scientific. This book was released on 1990 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book treats stochastic control theory and its applications in management. The main numerical techniques necessary for such applications are presented. Several advanced topics leading to optimal processes are dismissed. The book also considers the theory of some stochastic control processes and several applications to illustrate the ideas.
