{"id":"https://openalex.org/W2099649048","doi":"https://doi.org/10.1145/2518025.2518027","title":"Stochastic optimal control for a general class of dynamic resource allocation problems","display_name":"Stochastic optimal control for a general class of dynamic resource allocation problems","publication_year":2013,"publication_date":"2013-08-27","ids":{"openalex":"https://openalex.org/W2099649048","doi":"https://doi.org/10.1145/2518025.2518027","mag":"2099649048"},"language":"en","primary_location":{"id":"doi:10.1145/2518025.2518027","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2518025.2518027","pdf_url":null,"source":{"id":"https://openalex.org/S4210187660","display_name":"ACM SIGMETRICS Performance Evaluation Review","issn_l":"0163-5999","issn":["0163-5999","1557-9484"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM SIGMETRICS Performance Evaluation Review","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://ir.cwi.nl/pub/23888/23888D.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5035171822","display_name":"Xuefeng Gao","orcid":"https://orcid.org/0000-0003-2424-8257"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"X. Gao","raw_affiliation_strings":["H. Milton Stewart School of ISyE, Georgia Institute of Technology, Atlanta, GA","H. Milton Stewart School of ISyE, Georgia Institute of Technology, Atlanta, GA#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"H. Milton Stewart School of ISyE, Georgia Institute of Technology, Atlanta, GA","institution_ids":["https://openalex.org/I130701444"]},{"raw_affiliation_string":"H. Milton Stewart School of ISyE, Georgia Institute of Technology, Atlanta, GA#TAB#","institution_ids":["https://openalex.org/I130701444"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082596545","display_name":"Yingdong Lu","orcid":"https://orcid.org/0000-0002-3672-0865"},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]},{"id":"https://openalex.org/I4210114115","display_name":"IBM Research - Thomas J. Watson Research Center","ror":"https://ror.org/0265w5591","country_code":"US","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"y. Lu","raw_affiliation_strings":["IBM Thomas J. Watson Research Center, Yorktown Heights, NY","IBM Thomas J. Watson Research Center Yorktown Heights, NY#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IBM Thomas J. Watson Research Center, Yorktown Heights, NY","institution_ids":["https://openalex.org/I4210114115"]},{"raw_affiliation_string":"IBM Thomas J. Watson Research Center Yorktown Heights, NY#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103207141","display_name":"Mayank Sharma","orcid":"https://orcid.org/0000-0002-0731-8922"},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]},{"id":"https://openalex.org/I4210114115","display_name":"IBM Research - Thomas J. Watson Research Center","ror":"https://ror.org/0265w5591","country_code":"US","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"M. Sharma","raw_affiliation_strings":["IBM Thomas J. Watson Research Center, Yorktown Heights, NY","IBM Thomas J. Watson Research Center Yorktown Heights, NY#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IBM Thomas J. Watson Research Center, Yorktown Heights, NY","institution_ids":["https://openalex.org/I4210114115"]},{"raw_affiliation_string":"IBM Thomas J. Watson Research Center Yorktown Heights, NY#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013152760","display_name":"Mark S. Squillante","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]},{"id":"https://openalex.org/I4210114115","display_name":"IBM Research - Thomas J. Watson Research Center","ror":"https://ror.org/0265w5591","country_code":"US","type":"facility","lineage":["https://openalex.org/I1341412227","https://openalex.org/I4210114115"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"M. S. Squillante","raw_affiliation_strings":["IBM Thomas J. Watson Research Center, Yorktown Heights, NY","IBM Thomas J. Watson Research Center Yorktown Heights, NY#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IBM Thomas J. Watson Research Center, Yorktown Heights, NY","institution_ids":["https://openalex.org/I4210114115"]},{"raw_affiliation_string":"IBM Thomas J. Watson Research Center Yorktown Heights, NY#TAB#","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035991190","display_name":"Joost Bosman","orcid":null},"institutions":[{"id":"https://openalex.org/I1341640284","display_name":"Centrum Wiskunde & Informatica","ror":"https://ror.org/00x7ekv49","country_code":"NL","type":"facility","lineage":["https://openalex.org/I1341640284","https://openalex.org/I2800991832","https://openalex.org/I4405262988"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"J. W. Bosman","raw_affiliation_strings":["Centrum Wiskunde & Informatica, Amsterdam, The Netherlands"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centrum Wiskunde & Informatica, Amsterdam, The Netherlands","institution_ids":["https://openalex.org/I1341640284"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.2551,"has_fulltext":true,"cited_by_count":7,"citation_normalized_percentile":{"value":0.8325767,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"41","issue":"2","first_page":"3","last_page":"14"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.983299970626831,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.9799000024795532,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6814471483230591},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.6779241561889648},{"id":"https://openalex.org/keywords/resource-allocation","display_name":"Resource allocation","score":0.6743213534355164},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6515163779258728},{"id":"https://openalex.org/keywords/variety","display_name":"Variety (cybernetics)","score":0.6344919800758362},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.5745148062705994},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5586719512939453},{"id":"https://openalex.org/keywords/resource","display_name":"Resource (disambiguation)","score":0.5260360240936279},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5044127702713013},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.48685210943222046},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.43845832347869873},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.42335349321365356},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.37130028009414673},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1889607012271881},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.06665238738059998}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6814471483230591},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.6779241561889648},{"id":"https://openalex.org/C29202148","wikidata":"https://www.wikidata.org/wiki/Q287260","display_name":"Resource allocation","level":2,"score":0.6743213534355164},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6515163779258728},{"id":"https://openalex.org/C136197465","wikidata":"https://www.wikidata.org/wiki/Q1729295","display_name":"Variety (cybernetics)","level":2,"score":0.6344919800758362},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.5745148062705994},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5586719512939453},{"id":"https://openalex.org/C206345919","wikidata":"https://www.wikidata.org/wiki/Q20380951","display_name":"Resource (disambiguation)","level":2,"score":0.5260360240936279},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5044127702713013},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.48685210943222046},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.43845832347869873},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.42335349321365356},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.37130028009414673},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1889607012271881},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.06665238738059998},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/2518025.2518027","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2518025.2518027","pdf_url":null,"source":{"id":"https://openalex.org/S4210187660","display_name":"ACM SIGMETRICS Performance Evaluation Review","issn_l":"0163-5999","issn":["0163-5999","1557-9484"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM SIGMETRICS Performance Evaluation Review","raw_type":"journal-article"},{"id":"pmh:oai:cwi.nl:23888","is_oa":true,"landing_page_url":"https://ir.cwi.nl/pub/23888","pdf_url":"https://ir.cwi.nl/pub/23888/23888D.pdf","source":{"id":"https://openalex.org/S7407055335","display_name":"Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ACM SIGMETRICS Performance Evaluation Review vol. 41 no. 2, pp. 3-14","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:cwi.nl:23888","is_oa":true,"landing_page_url":"https://ir.cwi.nl/pub/23888","pdf_url":"https://ir.cwi.nl/pub/23888/23888D.pdf","source":{"id":"https://openalex.org/S7407055335","display_name":"Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ACM SIGMETRICS Performance Evaluation Review vol. 41 no. 2, pp. 3-14","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.4000000059604645}],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2099649048.pdf","grobid_xml":"https://content.openalex.org/works/W2099649048.grobid-xml"},"referenced_works_count":27,"referenced_works":["https://openalex.org/W131745075","https://openalex.org/W1507126399","https://openalex.org/W1513091520","https://openalex.org/W1525883337","https://openalex.org/W1532421987","https://openalex.org/W1577527822","https://openalex.org/W1580561995","https://openalex.org/W1590860274","https://openalex.org/W1599344194","https://openalex.org/W1963573139","https://openalex.org/W1969864023","https://openalex.org/W1997269120","https://openalex.org/W2003443331","https://openalex.org/W2014873662","https://openalex.org/W2041561929","https://openalex.org/W2042775870","https://openalex.org/W2054441889","https://openalex.org/W2099204199","https://openalex.org/W2123964264","https://openalex.org/W2135798231","https://openalex.org/W2164079218","https://openalex.org/W4212780424","https://openalex.org/W4292083418","https://openalex.org/W6605299137","https://openalex.org/W6634968766","https://openalex.org/W6649948755","https://openalex.org/W6661174592"],"related_works":["https://openalex.org/W175006096","https://openalex.org/W2086136595","https://openalex.org/W1518635954","https://openalex.org/W2599556035","https://openalex.org/W1590308505","https://openalex.org/W4300052603","https://openalex.org/W2150542653","https://openalex.org/W3116776104","https://openalex.org/W3138760849","https://openalex.org/W2791142594"],"abstract_inverted_index":{"We":[0,83],"consider":[1],"a":[2,11,22,67,90],"general":[3],"class":[4,17],"of":[5,18,25,28,33,70,115,125],"dynamic":[6,102],"resource":[7,51,105],"allocation":[8,106],"problems":[9,19],"within":[10,89],"stochastic":[12],"optimal":[13,86],"control":[14,87,92],"framework.":[15],"This":[16],"arises":[20],"in":[21,53],"wide":[23],"variety":[24],"applications,":[26],"each":[27],"which":[29,94],"intrinsically":[30],"involves":[31],"resources":[32],"different":[34,81],"types":[35],"and":[36,61,76,118],"demand":[37,60],"with":[38,79],"uncertainty":[39],"and/or":[40],"variability.":[41],"The":[42],"goal":[43],"is":[44],"to":[45,55,104],"dynamically":[46],"allocate":[47],"capacity":[48],"for":[49,99],"every":[50],"type":[52],"order":[54],"serve":[56],"the":[57,63,74,80,85,101,122],"uncertain/":[58],"variable":[59],"maximize":[62],"expected":[64],"net-benefit":[65],"over":[66,108,128],"time":[68],"horizon":[69],"interest":[71],"based":[72],"on":[73],"rewards":[75],"costs":[77],"associated":[78],"resources.":[82],"derive":[84],"policy":[88],"singular":[91],"setting,":[93],"includes":[95],"easily":[96],"implementable":[97],"algorithms":[98],"governing":[100],"adjustments":[103],"capacities":[107],"time.":[109],"Numerical":[110],"experiments":[111],"investigate":[112],"various":[113],"issues":[114],"both":[116],"theoretical":[117],"practical":[119],"interest,":[120],"quantifying":[121],"significant":[123],"benefits":[124],"our":[126],"approach":[127],"alternative":[129],"optimization":[130],"approaches.":[131]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}