Robert L. Smith

79 papers Misc 4Journal 75
YearRankTypeTitle / Venue / Authors
2024 J jnl
Minimum Spanning Trees in Infinite Graphs: Theory and Algorithms.
SIAM J. Optim.
Christopher Thomas Ryan, Robert L. Smith, Marina A. Epelman
2024 J jnl
Monte Carlo Fictitious Play for Finding Pure Nash Equilibria in Identical Interest Games.
INFORMS J. Optim.
Seksan Kiatsupaibul, Giulia Pedrielli, Christopher Thomas Ryan, Robert L. Smith, Zelda B. Zabinsky
2022 J jnl
A greedy algorithm for finding maximum spanning trees in infinite graphs.
Oper. Res. Lett.
Christopher Thomas Ryan, Robert L. Smith
2021 J jnl
A Simplex Method for Countably Infinite Linear Programs.
SIAM J. Optim.
Archis Ghate, Christopher Thomas Ryan, Robert L. Smith
2021 J jnl
Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs.
Math. Program.
Christopher Thomas Ryan, Robert L. Smith
2020 J jnl
Single observation adaptive search for discrete and continuous stochastic optimization.
Oper. Res. Lett.
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
2018 J jnl
A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems.
SIAM J. Optim.
Christopher Thomas Ryan, Robert L. Smith, Marina A. Epelman
2018 J jnl
Single Observation Adaptive Search for Continuous Simulation Optimization.
Oper. Res.
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
2017 Misc conf
A computational comparison of simulation optimization methods using single observations within a shrinking ball on noisy black-box functions with mixed integer and continuous domains.
WSC
David D. Linz, Zelda B. Zabinsky, Seksan Kiatsupaibul, Robert L. Smith
2017 J jnl
Simplex Algorithm for Countable-State Discounted Markov Decision Processes.
Oper. Res.
Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith
2016 J jnl
Parameter-Free Sampled Fictitious Play for Solving Deterministic Dynamic Programming Problems.
J. Optim. Theory Appl.
Irina S. Dolinskaya, Marina A. Epelman, Esra Sisikoglu, Robert L. Smith
2016 J jnl
Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem.
J. Glob. Optim.
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
2015 Misc conf
Improving hit-and-run with single observations for continuous simulation optimization.
WSC
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
2015 J jnl
Solvability in infinite horizon optimization.
Oper. Res. Lett.
Timothy D. Lortz, Irina S. Dolinskaya, Archis Ghate, Robert L. Smith
2014 J jnl
Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space.
Oper. Res. Lett.
Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith
2013 J jnl
A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes.
Oper. Res.
Archis Ghate, Robert L. Smith
2013 J jnl
Fastest-Path Planning for Direction-Dependent Speed Functions.
J. Optim. Theory Appl.
Irina S. Dolinskaya, Robert L. Smith
2011 Misc conf
A sampled fictitious play based learning algorithm for infinite horizon Markov decision processes.
WSC
Esra Sisikoglu, Marina A. Epelman, Robert L. Smith
2011 J jnl
An analysis of a variation of hit-and-run for uniform sampling from general regions.
ACM Trans. Model. Comput. Simul.
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
2011 J jnl
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes.
Math. Oper. Res.
Allise O. Wachs, Irwin E. Schochetman, Robert L. Smith
2011 J jnl
Pattern discrete and mixed Hit-and-Run for global optimization.
J. Glob. Optim.
Huseyin Onur Mete, Yanfang Shen, Zelda B. Zabinsky, Seksan Kiatsupaibul, Robert L. Smith
2011 J jnl
Sampled fictitious play for approximate dynamic programming.
Comput. Oper. Res.
Marina A. Epelman, Archis Ghate, Robert L. Smith
2010 J jnl
A Shadow Simplex Method for Infinite Linear Programs.
Oper. Res.
Archis Ghate, Dushyant Sharma, Robert L. Smith
2009 J jnl
A Hit-and-Run approach for generating scale invariant Small World networks.
Networks
Archis Ghate, Robert L. Smith
2009 J jnl
Characterizing extreme points as basic feasible solutions in infinite linear programs.
Oper. Res. Lett.
Archis Ghate, Robert L. Smith
2009 J jnl
Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions Over Subsets of Integer Hyperrectangles.
Oper. Res.
Stephen Baumert, Archis Ghate, Seksan Kiatsupaibul, Yanfang Shen, Robert L. Smith, Zelda B. Zabinsky
2009 J jnl
Optimal Backlogging Over an Infinite Horizon Under Time-Varying Convex Production and Inventory Costs.
Manuf. Serv. Oper. Manag.
Archis Ghate, Robert L. Smith
2008 J jnl
A Reach and Bound algorithm for acyclic dynamic-programming networks.
Networks
Matthew D. Bailey, Robert L. Smith, Jeffrey M. Alden
2008 J jnl
A dynamic programming approach to efficient sampling from Boltzmann distributions.
Oper. Res. Lett.
Archis Ghate, Robert L. Smith
2008 J jnl
Adaptive search with stochastic acceptance probabilities for global optimization.
Oper. Res. Lett.
Archis Ghate, Robert L. Smith
2007 J jnl
An analytically derived cooling schedule for simulated annealing.
J. Glob. Optim.
Yanfang Shen, Seksan Kiatsupaibul, Zelda B. Zabinsky, Robert L. Smith
2007 J jnl
Infinite horizon optimality criteria for equipment replacement under technological change.
Oper. Res. Lett.
Irwin E. Schochetman, Robert L. Smith
2007 J jnl
Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes.
Math. Oper. Res.
Torpong Cheevaprawatdomrong, Irwin E. Schochetman, Robert L. Smith, Alfredo García
2006 J jnl
CoSIGN: A Parallel Algorithm for Coordinated Traffic Signal Control.
IEEE Trans. Intell. Transp. Syst.
Shih-Fen Cheng, Marina A. Epelman, Robert L. Smith
2006 J jnl
Extreme point characterizations for infinite network flow problems.
Networks
H. Edwin Romeijn, Dushyant Sharma, Robert L. Smith
2005 J jnl
A Fictitious Play Approach to Large-Scale Optimization.
Oper. Res.
Theodore J. Lambert III, Marina A. Epelman, Robert L. Smith
2005 J jnl
Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls.
Oper. Res. Lett.
Irwin E. Schochetman, Robert L. Smith
2005 J jnl
Optimality criteria for deterministic discrete-time infinite horizon optimization.
Int. J. Math. Math. Sci.
Irwin E. Schochetman, Robert L. Smith
2004 J jnl
Infinite Horizon Production Scheduling in Time - Varying Systems Under Stochastic Demand.
Oper. Res.
Torpong Cheevaprawatdomrong, Robert L. Smith
2003 J jnl
A paradox in equipment replacement under technological improvement.
Oper. Res. Lett.
Torpong Cheevaprawatdomrong, Robert L. Smith
2003 J jnl
Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds.
Comput. Oper. Res.
Zelda B. Zabinsky, Robert L. Smith, Birna P. Kristinsdottir
2001 J jnl
A Finite Algorithm for Solving Infinite Dimensional Optimization Problems.
Ann. Oper. Res.
Irwin E. Schochetman, Robert L. Smith
2001 J jnl
Implementing pure adaptive search for global optimization using Markov chain sampling.
J. Glob. Optim.
Daniel J. Reaume, H. Edwin Romeijn, Robert L. Smith
2000 J jnl
Link travel time prediction for decentralized route guidance architectures.
IEEE Trans. Intell. Transp. Syst.
Karl E. Wunderlich, David E. Kaufman, Robert L. Smith
2000 J jnl
Solving nonstationary infinite horizon stochastic production planning problems.
Oper. Res. Lett.
Alfredo García, Robert L. Smith
1999 J jnl
Parallel algorithms for solving aggregated shortest-path problems.
Comput. Oper. Res.
H. Edwin Romeijn, Robert L. Smith
1998 J jnl
Approximating Extreme Points of Infinite Dimensional Convex Sets.
Math. Oper. Res.
William P. Cross, H. Edwin Romeijn, Robert L. Smith
1998 J jnl
Approximating Shortest Paths in Large-Scale Networks with an Application to Intelligent Transportation Systems.
INFORMS J. Comput.
Yu-Li Chou, H. Edwin Romeijn, Robert L. Smith
1998 J jnl
Direction Choice for Accelerated Convergence in Hit-and-Run Sampling.
Oper. Res.
David E. Kaufman, Robert L. Smith
1998 J jnl
Existence and Discovery of Average Optimal Solutions in Deterministic Infinite Horizon Optimization.
Math. Oper. Res.
Irwin E. Schochetman, Robert L. Smith
1998 J jnl
Shadow Prices in Infinite-Dimensional Linear Programming.
Math. Oper. Res.
H. Edwin Romeijn, Robert L. Smith
1996 Misc conf
The Hit-and-Run Sampler: A Globally Reaching Markov Chain Sampler for Generating Arbitrary Multivariate Distributions.
WSC
Robert L. Smith
1994 J jnl
Simulated annealing for constrained global optimization.
J. Glob. Optim.
H. Edwin Romeijn, Robert L. Smith
1994 J jnl
Solution approximation in infinite horizon linear quadratic control.
IEEE Trans. Autom. Control.
Irwin E. Schochetman, Robert L. Smith
1993 J jnl
Conditions for the discovery of solution horizons.
Math. Program.
James C. Bean, Robert L. Smith
1993 J jnl
Fastest Paths in Time-dependent Networks for Intelligent Vehicle-Highway Systems Application.
J. Intell. Transp. Syst.
David E. Kaufman, Robert L. Smith
1993 J jnl
Hit-and-Run Algorithms for Generating Multivariate Distributions.
Math. Oper. Res.
Claude J. P. Bélisle, H. Edwin Romeijn, Robert L. Smith
1993 J jnl
Improving Hit-and-Run for global optimization.
J. Glob. Optim.
Zelda B. Zabinsky, Robert L. Smith, J. Fred McDonald, H. Edwin Romeijn, David E. Kaufman
1992 J jnl
A Tie-Breaking Rule for Discrete Infinite Horizon Optimization.
Oper. Res.
Sarah M. Ryan, James C. Bean, Robert L. Smith
1992 J jnl
Capacity Expansion Under Stochastic Demands.
Oper. Res.
James C. Bean, Julia L. Higle, Robert L. Smith
1992 J jnl
Duality in infinite dimensional linear programming.
Math. Program.
H. Edwin Romeijn, Robert L. Smith, James C. Bean
1992 J jnl
Finite dimensional approximation in infinite dimensional mathematical programming.
Math. Program.
Irwin E. Schochetman, Robert L. Smith
1992 J jnl
Pure adaptive search in global optimization.
Math. Program.
Zelda B. Zabinsky, Robert L. Smith
1992 J jnl
Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes.
Oper. Res.
Jeffrey M. Alden, Robert L. Smith
1991 J jnl
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra.
Oper. Res.
C. G. E. Boender, Richard J. Caron, J. Fred McDonald, A. H. G. Rinnooy Kan, H. Edwin Romeijn, Robert L. Smith, Jan Telgen, A. C. F. Vorst
1990 J jnl
Deterministic Equivalence in Stochastic Infinite Horizon Problems.
Math. Oper. Res.
Julia L. Higle, James C. Bean, Robert L. Smith
1989 J jnl
Infinite Horizon Optimization.
Math. Oper. Res.
Irwin E. Schochetman, Robert L. Smith
1989 J jnl
Pure adaptive search in monte carlo optimization.
Math. Program.
Nitin R. Patel, Robert L. Smith, Zelda B. Zabinsky
1987 J jnl
A New Optimality Criterion for Nonhomogeneous Markov Decision Processes.
Oper. Res.
Wallace J. Hopp, James C. Bean, Robert L. Smith
1987 J jnl
Aggregation in Dynamic Programming.
Oper. Res.
James C. Bean, John R. Birge, Robert L. Smith
1987 J jnl
Hit-and-run algorithms for the identification of nonredundant linear inequalities.
Math. Program.
H. C. P. Berbee, C. G. E. Boender, A. H. G. Rinnooy Kan, C. L. Scheffer, Robert L. Smith, Jan Telgen
1986 J jnl
The expected number of extreme points of a random linear program.
Math. Program.
Sancho E. Berenguer, Robert L. Smith
1985 J jnl
An information theory model for the evaluation of circumstantial evidence.
IEEE Trans. Syst. Man Cybern.
Allan R. Sampson, Robert L. Smith
1984 J jnl
Conditions for the Existence of Planning Horizons.
Math. Oper. Res.
James C. Bean, Robert L. Smith
1984 J jnl
Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions.
Oper. Res.
Robert L. Smith
1983 J jnl
Technical Note - The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints.
Oper. Res.
Nitin R. Patel, Robert L. Smith
1982 J jnl
Assessing Risks Through the Determination of Rare Event Probabilities.
Oper. Res.
Allan R. Sampson, Robert L. Smith
1982 J jnl
Random polytopes: Their definition, generation and aggregate properties.
Math. Program.
Jerrold H. May, Robert L. Smith
1981 J jnl
Planning horizons for the deterministic capacity problem.
Comput. Oper. Res.
Robert L. Smith