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math.OC2025
Resource Allocation under Stochastic Demands using Shrinking Horizon Optimization
Alexandros E. Tzikas, Nazim Kemal Ure, Mansur Arief +2
We consider the problem of optimally allocating a limited number of resources across time to maximize revenue under stochastic demands. This formulation is relevant in various area…
math.OC2024
Decentralized State-Dependent Markov Chain Synthesis with an Application to Swarm Guidance
Samet Uzun, Nazim Kemal Ure, Behcet Acikmese
This paper introduces a decentralized state-dependent Markov chain synthesis (DSMC) algorithm for finite-state Markov chains. We present a state-dependent consensus protocol that a…