228 citations · 231 across the 3 of their papers we have counts for
3 papers
Bounded-Velocity Stochastic Control for Dynamic Resource Allocation
Xuefeng Gao, Yingdong Lu, Mayank Sharma +2
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications,…
Asymptotic Optimality of Constant-Order Policies for Lost Sales Inventory Models with Large Lead Times
David A. Goldberg, Dmitriy A. Katz-Rogozhnikov, Yingdong Lu +2
Lost sales inventory models with large lead times, which arise in many practical settings, are notoriously difficult to optimize due to the curse of dimensionality. In this paper w…
Maximum Weight Matching via Max-Product Belief Propagation
Mohsen Bayati, Devavrat Shah, Mayank Sharma
Max-product "belief propagation" is an iterative, local, message-passing algorithm for finding the maximum a posteriori (MAP) assignment of a discrete probability distribution spec…