3 citations · 7 across the 6 of their papers we have counts for
6 papers
Sequential Decision-making for Ride-hailing Fleet Control: A Unifying Perspective
Stefan Pilot, Murwan Siddig
This paper provides a unified framework for the problem of controlling a fleet of ride-hailing vehicles under stochastic demand. We introduce a sequential decision-making model tha…
Multi-stage Stochastic Programming Methods for Adaptive Disaster Relief Logistics Planning
Murwan Siddig, Yongjia Song
We consider a logistics planning problem of prepositioning relief items in preparation for an impending hurricane landfall. This problem is modeled as a multiperiod network flow pr…
Rolling Horizon Policies in Multistage Stochastic Programming
Murwan Siddig, Yongjia Song, Amin Khademi
Multistage Stochastic Programming (MSP) is a class of models for sequential decision-making under uncertainty. MSP problems are known for their computational intractability due to…
Adaptive Partition-based SDDP Algorithms for Multistage Stochastic Linear Programming
Murwan Siddig, Yongjia Song
In this paper, we extend the adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse to the multistage stochastic programming setting. The p…
Application of the Generalized Linear Models in Actuarial Framework
Murwan H. M. A. Siddig
This paper aims to review the methodology behind the generalized linear models which are used in analyzing the actuarial situations instead of the ordinary multiple linear regressi…
Flowgraph Models and Analysis for Markov Jump Processes
Muhammad Fikri Budiana, Murwan H. M. A. Siddig
Flowgraph models provide an alternative approach in modeling a multi-state stochastic process. One of the most widely used stochastic processes that have many real-world applicatio…