Bayesian state space models with time-varying parameters: interannual temperature forecasting

2012 ◽  
Vol 23 (5) ◽  
pp. 466-481 ◽  
Author(s):  
Yongku Kim ◽  
L. Mark Berliner
Keyword(s):  
State Space ◽  
State Space Models ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Temperature Forecasting

APPROXIMATE DYNAMIC PROGRAMMING TECHNIQUES FOR THE CONTROL OF TIME-VARYING QUEUING SYSTEMS APPLIED TO CALL CENTERS WITH ABANDONMENTS AND RETRIALS

2009 ◽  
Vol 24 (1) ◽  
pp. 27-45 ◽  
Author(s):  
Dennis Roubos ◽  
Sandjai Bhulai
Keyword(s):  
Dynamic Programming ◽  
State Space ◽  
Approximate Dynamic Programming ◽  
Retrial Queue ◽  
The State ◽  
Space Representation ◽  
Time Varying ◽  
Queuing Systems ◽  
Varying Parameters ◽  
Time Varying Parameters

In this article we develop techniques for applying Approximate Dynamic Programming (ADP) to the control of time-varying queuing systems. First, we show that the classical state space representation in queuing systems leads to approximations that can be significantly improved by increasing the dimensionality of the state space by state disaggregation. Second, we deal with time-varying parameters by adding them to the state space with an ADP parameterization. We demonstrate these techniques for the optimal admission control in a retrial queue with abandonments and time-varying parameters. The numerical experiments show that our techniques have near to optimal performance.

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