most citedApproximating the Value Functions of Stochastic Knapsack Problems: A Homogeneous Monge-Ampére Equation and Its Stochastic Counterparts

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math.OC2008★ 1 cited

Approximating the Value Functions of Stochastic Knapsack Problems: A Homogeneous Monge-Ampére Equation and Its Stochastic Counterparts

Yingdong Lu

Stochastic knapsack problem originally was a versatile model for controls in telecommunication networks. Recently, it draws attentions of revenue management community by serving as…

math.OC2008★ 1 cited

Linear Optimization over a Polymatroid with Side Constraints -- Scheduling Queues and Minimizing Submodular Functions

Yingdong Lu, David Yao

Two seemingly unrelated problems, scheduling a multiclass queueing system and minimizing a submodular function, share a rather deep connection via the polymatroid that is character…