Model Predictive Control for Dynamic Resource Allocation

References

• Adelman D. Dynamic bid price in revenue management. Oper. Res. (2007) 55(4):647–661Link, Google Scholar
• Agrawal S, Wang Z, Ye Y. A dynamic near-optimal algorithm for online linear programming. CoRR (2009) . abs/0911.2974Google Scholar
• Akan M, Ata B. Bid-price controls for network revenue management: Martingale characterization of optimal bid prices. Math. Oper. Res. (2009) 34(4):912–936Link, Google Scholar
• Ball MO, Queyranne M. Toward robust revenue management: Competitive analysis of online booking. Oper. Res. (2009) 57(4):950–963Link, Google Scholar
• Bemporad A. Model-based predictive control design: New trends and tools. CDC06: 45th Conf. Decision and Control (2006) San Diego(IEEE, New York) 6678–6683Google Scholar
• Bertsekas DP, Shreve SE. Stochastic Optimal Control: The Discrete-Time Case (2007) (Athena Scientific, Nashua, NH) Google Scholar
• Bertsimas D, Demir R. An approximate dynamic programming approach to multidimensional knapsack problems. Management Sci. (2002) 48:550–565Link, Google Scholar
• Besbes O, Maglaras C. Revenue optimization for a make-to-order queue in an uncertain market environment. Oper. Res. (2009) 57(6):1438–1450Link, Google Scholar
• Bramson M. State space collapse with application to heavy traffic limits for multiclass queueing networks. Queueing Systems (1998) 30:89–148Crossref, Google Scholar
• Buchbinder N, Naor J. Online primal-dual algorithms for covering and packing. Math. Oper. Res. (2009) 34:270–286Link, Google Scholar
• Chen H, Yao DD. Dynamic scheduling of a multiclass fluid network. Oper. Res. (1993) 41:1104–1115Link, Google Scholar
• Chen Y, Farias VF. Simple Policies for Dynamic Pricing with Imperfect Forecasts (2010) . PreprintGoogle Scholar
• Farias VF, Van Roy B. An Approximate Dynamic Programming Approach to Network Revenue Management (2007) . PreprintGoogle Scholar
• Farias VF, Van Roy B. Dynamic pricing with a prior on market response. Oper. Res. (2010) 58(1):16–29Link, Google Scholar
• Gallego G, van Ryzin G. A multiproduct dynamic pricing problem and its applications to network yield management. Oper. Res. (1997) 45(1):24–41Link, Google Scholar
• Jasin S, Kumar S. A re-solving heuristic with bounded revenue loss for network revenue management with customer choice. Math. Oper. Res. (2012) 37(2):313–345Link, Google Scholar
• Karatzas I, Shreve SE. Brownian Motion and Stochastic Calculus (1991) (Springer, New York) Google Scholar
• Kleinberg R. A multiple-choice secretary algorithm with applications to online auctions. Proc. Sixteenth Annual ACM-SIAM Sympos. Discrete Algorithms. SODA '05 (2005) (Society for Industrial and Applied Mathematics, Philadelphia) 630–631Google Scholar
• Maglaras C, Meissner J. Dynamic pricing strategies for multiproduct revenue management problems. Manufacturing Service Oper. Management (2006) 8(2):136–148Link, Google Scholar
• Mahdian M, Nazerzadeh H, Saberi A. Online optimization with uncertain information. ACM Trans. Algorithms (2012) 8(1):2Crossref, Google Scholar
• Mehta A, Saberi A, Vazirani U, Vazirani V. Adwords and generalized on-line matching. FOCS'05: Proc. 46th Annual IEEE Sympos. Foundations Comput. Sci. (2005) (IEEE Computer Society Press, Los Alamitos, CA) 264–273Crossref, Google Scholar
• Reiman MI, Wang Q. An asymptotically optimal policy for a quantity-based network revenue management problem. Math. Oper. Res. (2008) 33(2):257–282Link, Google Scholar
• Shah D, Wischik D. Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse. Ann. Appl. Probab. (2011) . ForthcomingGoogle Scholar
• Zhang D, Adelman D. An approximate dynamic programming approach to network revenue management with customer choice. Transportation Sci. (2009) 43(3):381–394Link, Google Scholar