We consider a sequential decision problem involving shared resources and signals in which a decision maker repeatedly observes some exogenous information (the signal), modeled as a finite-state Markov process, then allocates a limited amount of a shared resource across a set of projects. The...

Urban infrastructure is essential to building sustainable cities. In recent years, municipal governments have invested heavily in the expansion of bike lane networks to meet growing demand, promote ridership, and reduce emissions. However, re-allocating vehicle capacity in a road network to...

We study the dynamic ambulance dispatch problem in emergency medical services, in which a decision-maker sequentially observes call arrivals and decides which unit to dispatch to service the call, where the service times follow independent and heterogeneous distributions for each...

Many stochastic dynamic programs (DPs) have a weakly coupled structure in that a set of linking constraints in each period couple an otherwise independent collection of subproblems. Two widely studied approximations of such problems are approximate linear programs (ALP), which involve optimizing...