IDEAS home Printed from https://ideas.repec.org/a/wly/navres/v47y2000i8p607-619.html
   My bibliography  Save this article

The LP/POMDP marriage: Optimization with imperfect information

Author

Listed:
  • Kirk A. Yost
  • Alan R. Washburn

Abstract

A new technique for solving large‐scale allocation problems with partially observable states and constrained action and observation resources is introduced. The technique uses a master linear program (LP) to determine allocations among a set of control policies, and uses partially observable Markov decision processes (POMDPs) to determine improving policies using dual prices from the master LP. An application is made to a military problem where aircraft attack targets in a sequence of stages, with information acquired in one stage being used to plan attacks in the next. © 2000 John Wiley & Sons, Inc., Naval Research Logistics 47: 607–619, 2000

Suggested Citation

  • Kirk A. Yost & Alan R. Washburn, 2000. "The LP/POMDP marriage: Optimization with imperfect information," Naval Research Logistics (NRL), John Wiley & Sons, vol. 47(8), pages 607-619, December.
    • Handle: RePEc:wly:navres:v:47:y:2000:i:8:p:607-619
    DOI: 10.1002/1520-6750(200012)47:83.0.CO;2-F
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/1520-6750(200012)47:83.0.CO;2-F
    Download Restriction: no
    File URL: https://libkey.io/10.1002/1520-6750(200012)47:83.0.CO;2-F?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. P. C. Gilmore & R. E. Gomory, 1961. "A Linear Programming Approach to the Cutting-Stock Problem," Operations Research, INFORMS, vol. 9(6), pages 849-859, December.
    2. Christos H. Papadimitriou & John N. Tsitsiklis, 1987. "The Complexity of Markov Decision Processes," Mathematics of Operations Research, INFORMS, vol. 12(3), pages 441-450, August.
    3. Richard D. Smallwood & Edward J. Sondik, 1973. "The Optimal Control of Partially Observable Markov Processes over a Finite Horizon," Operations Research, INFORMS, vol. 21(5), pages 1071-1088, October.
    4. P. C. Gilmore & R. E. Gomory, 1963. "A Linear Programming Approach to the Cutting Stock Problem---Part II," Operations Research, INFORMS, vol. 11(6), pages 863-888, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Huseyin Topaloglu & Sumit Kunnumkal, 2006. "Approximate dynamic programming methods for an inventory allocation problem under uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(8), pages 822-841, December.
    2. Daniel Adelman & Adam J. Mersereau, 2008. "Relaxations of Weakly Coupled Stochastic Dynamic Programs," Operations Research, INFORMS, vol. 56(3), pages 712-727, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. François Clautiaux & Cláudio Alves & José Valério de Carvalho & Jürgen Rietz, 2011. "New Stabilization Procedures for the Cutting Stock Problem," INFORMS Journal on Computing, INFORMS, vol. 23(4), pages 530-545, November.
    2. de Lima, Vinícius L. & Alves, Cláudio & Clautiaux, François & Iori, Manuel & Valério de Carvalho, José M., 2022. "Arc flow formulations based on dynamic programming: Theoretical foundations and applications," European Journal of Operational Research, Elsevier, vol. 296(1), pages 3-21.
    3. Omid Shahvari & Rasaratnam Logendran & Madjid Tavana, 2022. "An efficient model-based branch-and-price algorithm for unrelated-parallel machine batching and scheduling problems," Journal of Scheduling, Springer, vol. 25(5), pages 589-621, October.
    4. Letchford, Adam N. & Amaral, Andre, 2001. "Analysis of upper bounds for the Pallet Loading Problem," European Journal of Operational Research, Elsevier, vol. 132(3), pages 582-593, August.
    5. Melega, Gislaine Mara & de Araujo, Silvio Alexandre & Jans, Raf, 2018. "Classification and literature review of integrated lot-sizing and cutting stock problems," European Journal of Operational Research, Elsevier, vol. 271(1), pages 1-19.
    6. W. D. D. Madhavee & N. Saldin & U. C. Vaidyarathna & C. J. Jayawardene, 2018. "A Practical Application of the Generalized Cutting Stock Algorithm," Academic Journal of Applied Mathematical Sciences, Academic Research Publishing Group, vol. 4(3), pages 15-21, 03-2018.
    7. Herbert Meyr & Mirko Kiel, 2022. "Minimizing setups and waste when printing labels of consumer goods," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(3), pages 733-761, September.
    8. B. S. C. Campello & C. T. L. S. Ghidini & A. O. C. Ayres & W. A. Oliveira, 2022. "A residual recombination heuristic for one-dimensional cutting stock problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 194-220, April.
    9. Claudio Arbib & Fabrizio Marinelli & Fabrizio Rossi & Francesco Di Iorio, 2002. "Cutting and Reuse: An Application from Automobile Component Manufacturing," Operations Research, INFORMS, vol. 50(6), pages 923-934, December.
    10. Batu, Tugkan & Berenbrink, Petra & Sohler, Christian, 2009. "A sublinear-time approximation scheme for bin packing," LSE Research Online Documents on Economics 25979, London School of Economics and Political Science, LSE Library.
    11. Becker, Henrique & Buriol, Luciana S., 2019. "An empirical analysis of exact algorithms for the unbounded knapsack problem," European Journal of Operational Research, Elsevier, vol. 277(1), pages 84-99.
    12. C Alves & J M Valério de Carvalho, 2008. "New integer programming formulations and an exact algorithm for the ordered cutting stock problem," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(11), pages 1520-1531, November.
    13. Gomory, Ralph, 2016. "Origin and early evolution of corner polyhedra," European Journal of Operational Research, Elsevier, vol. 253(3), pages 543-556.
    14. Sierra-Paradinas, María & Soto-Sánchez, Óscar & Alonso-Ayuso, Antonio & Martín-Campo, F. Javier & Gallego, Micael, 2021. "An exact model for a slitting problem in the steel industry," European Journal of Operational Research, Elsevier, vol. 295(1), pages 336-347.
    15. Krzysztof C. Kiwiel, 2010. "An Inexact Bundle Approach to Cutting-Stock Problems," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 131-143, February.
    16. Morabito, Reinaldo & Belluzzo, Luciano, 2007. "Optimising the cutting of wood fibre plates in the hardboard industry," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1405-1420, December.
    17. Wuttke, David A. & Heese, H. Sebastian, 2018. "Two-dimensional cutting stock problem with sequence dependent setup times," European Journal of Operational Research, Elsevier, vol. 265(1), pages 303-315.
    18. Furini, Fabio & Malaguti, Enrico & Medina Durán, Rosa & Persiani, Alfredo & Toth, Paolo, 2012. "A column generation heuristic for the two-dimensional two-staged guillotine cutting stock problem with multiple stock size," European Journal of Operational Research, Elsevier, vol. 218(1), pages 251-260.
    19. Lodi, Andrea & Martello, Silvano & Monaci, Michele, 2002. "Two-dimensional packing problems: A survey," European Journal of Operational Research, Elsevier, vol. 141(2), pages 241-252, September.
    20. Syam Menon & Rakesh Gupta, 2008. "Optimal Broadcast Scheduling in Packet Radio Networks via Branch and Price," INFORMS Journal on Computing, INFORMS, vol. 20(3), pages 391-399, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:navres:v:47:y:2000:i:8:p:607-619. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1520-6750 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.