The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

In this chapter we study stochastic orders that compare the “location” or the “magnitude” of
random variables. The most important and common orders that are considered in this …

Power grids, flexible manufacturing, cellular communications: interconnectedness has
consequences. This remarkable book gives the tools and philosophy you need to build …

Novel advanced policy gradient (APG) methods, such as trust region policy optimization and
proximal policy optimization (PPO), have become the dominant reinforcement learning …

We consider a framework for solving optimal liquidation problems in limit order books. In
particular, order arrivals are modeled as a point process whose intensity depends on the …

Within the combinatorial scheduling community, there has been an increasing interest in
modelling and solving scheduling problems in dynamic environments. Such problems have …

The choice of care unit upon admission to the hospital is a challenging task because of the
wide variety of patient characteristics, uncertain needs of patients, and limited number of …

Markov decision processes (MDPs) in queues and networks have been an interesting topic
in many practical areas since the 1960s. This paper Provides a detailed overview on this …

Many service systems are staffed by workers who work in shifts. In this article, we study the
dynamic assignment of servers to different areas of a service system at the beginning of …

We present in this chapter a survey on applications of MDPs to communication networks. We
survey both the different application areas in communication networks as well as the …