Robert L. Smith

Publication Activity (10 Years)

Years Active: 1981-2022
Publications (10 Years): 10

Top Topics

Infinite Horizon

Top Venues

Oper. Res. Lett.

J. Optim. Theory Appl.

Publications

Christopher Thomas Ryan, Robert L. Smith
A greedy algorithm for finding maximum spanning trees in infinite graphs. Oper. Res. Lett. 50 (6) (2022)
Christopher Thomas Ryan, Robert L. Smith
Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs. Math. Program. 187 (1) (2021)
Archis Ghate, Christopher Thomas Ryan, Robert L. Smith
A Simplex Method for Countably Infinite Linear Programs. SIAM J. Optim. 31 (4) (2021)
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
Single observation adaptive search for discrete and continuous stochastic optimization. Oper. Res. Lett. 48 (5) (2020)
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
Single Observation Adaptive Search for Continuous Simulation Optimization. Oper. Res. 66 (6) (2018)
Christopher Thomas Ryan, Robert L. Smith, Marina A. Epelman
A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems. SIAM J. Optim. 28 (3) (2018)
Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith
Simplex Algorithm for Countable-State Discounted Markov Decision Processes. Oper. Res. 65 (4) (2017)
David D. Linz, Zelda B. Zabinsky, Seksan Kiatsupaibul, Robert L. Smith
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 (2017)
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem. J. Glob. Optim. 66 (4) (2016)
Irina S. Dolinskaya, Marina A. Epelman, Esra Sisikoglu, Robert L. Smith
Parameter-Free Sampled Fictitious Play for Solving Deterministic Dynamic Programming Problems. J. Optim. Theory Appl. 169 (2) (2016)
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
Improving hit-and-run with single observations for continuous simulation optimization. WSC (2015)
Timothy D. Lortz, Irina S. Dolinskaya, Archis Ghate, Robert L. Smith
Solvability in infinite horizon optimization. Oper. Res. Lett. 43 (5) (2015)
Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith
Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space. Oper. Res. Lett. 42 (3) (2014)
Archis Ghate, Robert L. Smith
A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes. Oper. Res. 61 (2) (2013)
Irina S. Dolinskaya, Robert L. Smith
Fastest-Path Planning for Direction-Dependent Speed Functions. J. Optim. Theory Appl. 158 (2) (2013)
Allise O. Wachs, Irwin E. Schochetman, Robert L. Smith
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes. Math. Oper. Res. 36 (1) (2011)
Huseyin Onur Mete, Yanfang Shen, Zelda B. Zabinsky, Seksan Kiatsupaibul, Robert L. Smith
Pattern discrete and mixed Hit-and-Run for global optimization. J. Glob. Optim. 50 (4) (2011)
Marina A. Epelman, Archis Ghate, Robert L. Smith
Sampled fictitious play for approximate dynamic programming. Comput. Oper. Res. 38 (12) (2011)
Esra Sisikoglu, Marina A. Epelman, Robert L. Smith
A sampled fictitious play based learning algorithm for infinite horizon Markov decision processes. WSC (2011)
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
An analysis of a variation of hit-and-run for uniform sampling from general regions. ACM Trans. Model. Comput. Simul. 21 (3) (2011)
Archis Ghate, Dushyant Sharma, Robert L. Smith
A Shadow Simplex Method for Infinite Linear Programs. Oper. Res. 58 (4-Part-1) (2010)
Archis Ghate, Robert L. Smith
Characterizing extreme points as basic feasible solutions in infinite linear programs. Oper. Res. Lett. 37 (1) (2009)
Stephen Baumert, Archis Ghate, Seksan Kiatsupaibul, Yanfang Shen, Robert L. Smith, Zelda B. Zabinsky
Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions Over Subsets of Integer Hyperrectangles. Oper. Res. 57 (3) (2009)
Archis Ghate, Robert L. Smith
A Hit-and-Run approach for generating scale invariant Small World networks. Networks 53 (1) (2009)
Archis Ghate, Robert L. Smith
Optimal Backlogging Over an Infinite Horizon Under Time-Varying Convex Production and Inventory Costs. Manuf. Serv. Oper. Manag. 11 (2) (2009)
Matthew D. Bailey, Robert L. Smith, Jeffrey M. Alden
A Reach and Bound algorithm for acyclic dynamic-programming networks. Networks 52 (1) (2008)
Archis Ghate, Robert L. Smith
Adaptive search with stochastic acceptance probabilities for global optimization. Oper. Res. Lett. 36 (3) (2008)
Archis Ghate, Robert L. Smith
A dynamic programming approach to efficient sampling from Boltzmann distributions. Oper. Res. Lett. 36 (6) (2008)
Irwin E. Schochetman, Robert L. Smith
Infinite horizon optimality criteria for equipment replacement under technological change. Oper. Res. Lett. 35 (4) (2007)
Yanfang Shen, Seksan Kiatsupaibul, Zelda B. Zabinsky, Robert L. Smith
An analytically derived cooling schedule for simulated annealing. J. Glob. Optim. 38 (3) (2007)
Torpong Cheevaprawatdomrong, Irwin E. Schochetman, Robert L. Smith, Alfredo Garcia
Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes. Math. Oper. Res. 32 (1) (2007)
Shih-Fen Cheng, Marina A. Epelman, Robert L. Smith
CoSIGN: A Parallel Algorithm for Coordinated Traffic Signal Control. IEEE Trans. Intell. Transp. Syst. 7 (4) (2006)
H. Edwin Romeijn, Dushyant Sharma, Robert L. Smith
Extreme point characterizations for infinite network flow problems. Networks 48 (4) (2006)
Irwin E. Schochetman, Robert L. Smith
Optimality criteria for deterministic discrete-time infinite horizon optimization. Int. J. Math. Math. Sci. 2005 (1) (2005)
Theodore J. Lambert III, Marina A. Epelman, Robert L. Smith
A Fictitious Play Approach to Large-Scale Optimization. Oper. Res. 53 (3) (2005)
Irwin E. Schochetman, Robert L. Smith
Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls. Oper. Res. Lett. 33 (1) (2005)
Torpong Cheevaprawatdomrong, Robert L. Smith
Infinite Horizon Production Scheduling in Time - Varying Systems Under Stochastic Demand. Oper. Res. 52 (1) (2004)
Torpong Cheevaprawatdomrong, Robert L. Smith
A paradox in equipment replacement under technological improvement. Oper. Res. Lett. 31 (1) (2003)
Zelda B. Zabinsky, Robert L. Smith, Birna P. Kristinsdottir
Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds. Comput. Oper. Res. 30 (10) (2003)
Irwin E. Schochetman, Robert L. Smith
A Finite Algorithm for Solving Infinite Dimensional Optimization Problems. Ann. Oper. Res. 101 (1-4) (2001)
Daniel J. Reaume, H. Edwin Romeijn, Robert L. Smith
Implementing pure adaptive search for global optimization using Markov chain sampling. J. Glob. Optim. 20 (1) (2001)
Karl E. Wunderlich, David E. Kaufman, Robert L. Smith
Link travel time prediction for decentralized route guidance architectures. IEEE Trans. Intell. Transp. Syst. 1 (1) (2000)
Alfredo Garcia, Robert L. Smith
Solving nonstationary infinite horizon stochastic production planning problems. Oper. Res. Lett. 27 (3) (2000)
H. Edwin Romeijn, Robert L. Smith
Parallel algorithms for solving aggregated shortest-path problems. Comput. Oper. Res. 26 (10-11) (1999)
H. Edwin Romeijn, Robert L. Smith
Shadow Prices in Infinite-Dimensional Linear Programming. Math. Oper. Res. 23 (1) (1998)
William P. Cross, H. Edwin Romeijn, Robert L. Smith
Approximating Extreme Points of Infinite Dimensional Convex Sets. Math. Oper. Res. 23 (2) (1998)
Yu-Li Chou, H. Edwin Romeijn, Robert L. Smith
Approximating Shortest Paths in Large-Scale Networks with an Application to Intelligent Transportation Systems. INFORMS J. Comput. 10 (2) (1998)
Irwin E. Schochetman, Robert L. Smith
Existence and Discovery of Average Optimal Solutions in Deterministic Infinite Horizon Optimization. Math. Oper. Res. 23 (2) (1998)
David E. Kaufman, Robert L. Smith
Direction Choice for Accelerated Convergence in Hit-and-Run Sampling. Oper. Res. 46 (1) (1998)
Robert L. Smith
The Hit-and-Run Sampler: A Globally Reaching Markov Chain Sampler for Generating Arbitrary Multivariate Distributions. WSC (1996)
Irwin E. Schochetman, Robert L. Smith
Solution approximation in infinite horizon linear quadratic control. IEEE Trans. Autom. Control. 39 (3) (1994)
H. Edwin Romeijn, Robert L. Smith
Simulated annealing for constrained global optimization. J. Glob. Optim. 5 (2) (1994)
Zelda B. Zabinsky, Robert L. Smith, J. Fred McDonald, H. Edwin Romeijn, David E. Kaufman
Improving Hit-and-Run for global optimization. J. Glob. Optim. 3 (2) (1993)
David E. Kaufman, Robert L. Smith
Fastest Paths in Time-dependent Networks for Intelligent Vehicle-Highway Systems Application. J. Intell. Transp. Syst. 1 (1) (1993)
Claude J. P. Bélisle, H. Edwin Romeijn, Robert L. Smith
Hit-and-Run Algorithms for Generating Multivariate Distributions. Math. Oper. Res. 18 (2) (1993)
James C. Bean, Robert L. Smith
Conditions for the discovery of solution horizons. Math. Program. 59 (1993)
James C. Bean, Julia L. Higle, Robert L. Smith
Capacity Expansion Under Stochastic Demands. Oper. Res. 40 (Supplement-2) (1992)
Irwin E. Schochetman, Robert L. Smith
Finite dimensional approximation in infinite dimensional mathematical programming. Math. Program. 54 (1992)
H. Edwin Romeijn, Robert L. Smith, James C. Bean
Duality in infinite dimensional linear programming. Math. Program. 53 (1992)
Zelda B. Zabinsky, Robert L. Smith
Pure adaptive search in global optimization. Math. Program. 53 (1992)
Jeffrey M. Alden, Robert L. Smith
Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes. Oper. Res. 40 (Supplement-2) (1992)
Sarah M. Ryan, James C. Bean, Robert L. Smith
A Tie-Breaking Rule for Discrete Infinite Horizon Optimization. Oper. Res. 40 (Supplement-1) (1992)
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
Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra. Oper. Res. 39 (6) (1991)
Julia L. Higle, James C. Bean, Robert L. Smith
Deterministic Equivalence in Stochastic Infinite Horizon Problems. Math. Oper. Res. 15 (3) (1990)
Nitin R. Patel, Robert L. Smith, Zelda B. Zabinsky
Pure adaptive search in monte carlo optimization. Math. Program. 43 (1-3) (1989)
Irwin E. Schochetman, Robert L. Smith
Infinite Horizon Optimization. Math. Oper. Res. 14 (3) (1989)
H. C. P. Berbee, C. G. E. Boender, A. H. G. Rinnooy Kan, C. L. Scheffer, Robert L. Smith, Jan Telgen
Hit-and-run algorithms for the identification of nonredundant linear inequalities. Math. Program. 37 (2) (1987)
James C. Bean, John R. Birge, Robert L. Smith
Aggregation in Dynamic Programming. Oper. Res. 35 (2) (1987)
Wallace J. Hopp, James C. Bean, Robert L. Smith
A New Optimality Criterion for Nonhomogeneous Markov Decision Processes. Oper. Res. 35 (6) (1987)
Sancho E. Berenguer, Robert L. Smith
The expected number of extreme points of a random linear program. Math. Program. 35 (2) (1986)
Allan R. Sampson, Robert L. Smith
An information theory model for the evaluation of circumstantial evidence. IEEE Trans. Syst. Man Cybern. 15 (1) (1985)
James C. Bean, Robert L. Smith
Conditions for the Existence of Planning Horizons. Math. Oper. Res. 9 (3) (1984)
Robert L. Smith
Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions. Oper. Res. 32 (6) (1984)
Nitin R. Patel, Robert L. Smith
Technical Note - The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints. Oper. Res. 31 (4) (1983)
Jerrold H. May, Robert L. Smith
Random polytopes: Their definition, generation and aggregate properties. Math. Program. 24 (1) (1982)
Allan R. Sampson, Robert L. Smith
Assessing Risks Through the Determination of Rare Event Probabilities. Oper. Res. 30 (5) (1982)
Robert L. Smith
Planning horizons for the deterministic capacity problem. Comput. Oper. Res. 8 (3) (1981)