Nonstationary infinite-horizon Markov decision processes (MDPs) generalize the most well-studied class of sequential decision models in operations research, namely, that of stationary MDPs, by ...

A natural optimization model that formulates many online resource allocation problems is the online linear programming (LP) problem in which the constraint matrix is revealed column by column along ...

RiverWare automatically generates and efficiently solves a multiobjective, preemptive linear goal programming formulation of a reservoir system. An advanced feature of RiverWare is that both the ...