Forecast horizons are de ned as long enough planning horizons that ensure agreement of rst period optimal production decisions of nite and in nite horizon problems regardless of changes in future demand. In this paper, we prove forecast horizon existence and provide computational procedures for production planning problems that satisfy the following monotonicity property: for any xed nite plann...

The delivery of cost-effective and quality hospital-based health care remains an important and ongoing challenge for the American health care industry. Despite numerous advances in medical procedures and technologies, a growing array of outpatient health care options, limits on inpatient reimbursements, and almost two decades of hospital contraction and consolidation, annual inpatient admission...

In this article, a finite horizon, multi product and multi period economic order quantity like seasonal items is considered where demand rate is deterministic and known but variable in each period. The order quantities of items come in batch sizes and the end of the period order quantity and, consequently, demand of customers are zero. In addition, storage space is constrained and the problem...

Themultilevel lot-sizing (MLLS) problem is a key production planning problem inmaterials requirements planning (MRP) system. The MLLS problem deals with determining the production lot-sizes of various items appearing in the product structure over a given finite planning horizon to minimize the production cost, the inventory carrying cost, the back ordering cost and etc. This paper proposed a pa...

We demonstrate the application of a receding-horizon motion-planning method based on probabilistic roadmaps (PRM) that uses sampling from motion primitive maneuver-automata, for the problem of adaptive path planning in the case of a partially unknown obstacle field. Specifically, we consider trajectories followed by a helicopter equipped with finite-range obstacle sensors in unknown or partiall...

Abstract—In this paper, a finite horizon H∞ control problem is solved for a class of linear quantum systems using a dynamic game approach for the case of delayed measurements. The methodology adopted involves an equivalence between the quantum problem and an auxiliary classical stochastic problem. Then, the finite horizon H∞ control problem for the class of linear quantum systems under consider...

In this paper, the finite horizon H∞ control problem is solved for a class of linear quantum systems using a dynamic game approach. The methodology adopted involves an equivalence between the quantum problem and an auxiliary classical stochastic problem. Then, by solving the finite horizon H∞ control problem for the equivalent stochastic problem using results from a corresponding deterministic ...

We show that the optimal stopping boundary for the Russian option with finite horizon can be characterized as the unique solution of a nonlinear integral equation arising from the early exercise premiumrepresentation (an explicit formula for the arbitrage-free price in terms of the optimal stopping boundary having a clear economic interpretation). The results obtained stand in a complete parall...