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In this paper, we propose an approximate dynamic programming (ADP) algorithm to solve a Markov decision process (MDP) formulation for the admission control of elective patients. To manage the elective patients from multiple specialties…

Optimization and Control · Mathematics 2021-03-10 Jian Zhang , Mahjoub Dridi , Abdellah El Moudni

Platelets expire within five days. Blood banks face uncertain daily demand and must balance ordering decisions between costly wastage from overstocking and life-threatening shortages from understocking. Reinforcement learning (RL) can learn…

Artificial Intelligence · Computer Science 2026-03-04 Dennis Gross

In many service systems, especially those in healthcare, customer waiting times can result in increased service requirements. Such service slowdowns can significantly impact system performance. Therefore, it is important to properly account…

Optimization and Control · Mathematics 2025-01-22 Jing Dong , Berk Görgülü , Vahid Sarhangian

This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Zixuan He , Charalambos D. Charalambous , Photios A. Stavrou

Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…

Optimization and Control · Mathematics 2015-09-03 Daniel R. Jiang , Warren B. Powell

We study the Patient Assignment Scheduling (PAS) problem in a random environment that arises in the management of patient flow in the hospital systems, due to the stochastic nature of the arrivals as well as the Length of Stay distribution.…

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

Optimization and Control · Mathematics 2017-03-21 Eugene A. Feinberg , Mark E. Lewis

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

There is a growing interest in using electric vehicles (EVs) and drones for many applications. However, battery-oriented issues, including range anxiety and battery degradation, impede adoption. Battery swap stations are one alternative to…

Optimization and Control · Mathematics 2022-01-11 Amin Asadi , Sarah Nurre Pinkley

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

Machine Learning · Computer Science 2014-01-16 Balázs Csanád Csáji , László Monostori

Approximate Dynamic Programming (ADP) is a methodology to solve multi-stage stochastic optimization problems in multi-dimensional discrete or continuous spaces. ADP approximates the optimal value function by adaptively sampling both action…

Optimization and Control · Mathematics 2021-07-02 Vijay Kumar , Mort Webster

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

Remanufacturing is pivotal in transitioning to more sustainable economies. While industry evidence highlights its vast market potential and economic and environmental benefits, remanufacturing remains underexplored in theoretical research.…

Optimization and Control · Mathematics 2025-01-07 Amirreza Pashapour , Fatemeh Zare Bidaki

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

Optimization and Control · Mathematics 2020-11-10 Onur Demiray , Evrim Didem Güneş , Lerzan Örmeci

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

Quick response times are paramount for minimizing downtime in spare parts networks for capital goods, such as medical and manufacturing equipment. To guarantee that the maintenance is performed in a timely fashion, strategic management of…

Optimization and Control · Mathematics 2019-10-04 Dmitrii Usanov , Anna Pechina , Peter van de Ven , Rob van der Mei

In cyber-physical systems such as automobiles, measurement data from sensor nodes should be delivered to other consumer nodes such as actuators in a regular fashion. But, in practical systems over unreliable media such as wireless, it is a…

Networking and Internet Architecture · Computer Science 2015-04-14 Xueying Guo , Rahul Singh , P. R. Kumar , Zhisheng Niu
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