2 citations · 2 across the 2 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
math.OC2019★ 2 cited
A Flexible Multi-Facility Capacity Expansion Problem with Risk Aversion
Sixiang Zhao, William B. Haskell, Michel-Alexandre Cardin
This paper studies flexible multi-facility capacity expansion with risk aversion. In this setting, the decision maker can periodically expand the capacity of facilities given obser…
math.OC2019
An Accelerated Fitted Value Iteration Algorithm for MDPs with Finite and Vector-Valued Action Space
Sixiang Zhao, William B. Haskell, Michel-Alexandre Cardin
This paper studies an accelerated fitted value iteration (FVI) algorithm to solve high-dimensional Markov decision processes (MDPs). FVI is an approximate dynamic programming algor…