3 papers
math.OC2026
Adaptive Utility Optimization for Stochastic Renewal Systems
Michael J. Neely
This paper treats a system that performs back-to-back tasks. Each new task has a random matrix of parameters and can be processed in various processing modes. The processing mode d…
math.OC2024
Opportunistic Learning for Markov Decision Systems with Application to Smart Robots
Michael J. Neely
This paper presents an online method that learns optimal decisions for a discrete time Markov decision problem with an opportunistic structure. The state at time is a pair $(S(…
math.OC2024
Adaptive Optimization for Stochastic Renewal Systems
Michael J. Neely
This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the…