Approximate dynamic programming for stochastic linear control problems on compact state spaces (Q299794): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2014.08.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2028143206 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4257216 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Linear Programming Approach to Approximate Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: STOCHASTIC CONCAVE DYNAMIC PROGRAMMING / rank
 
Normal rank
Property / cites work
 
Property / cites work: (<i>s</i>, <i>S</i>) Policies for a Dynamic Inventory Model with Stochastic Lead Times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5201298 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average cost Markov control processes with weighted norms: existence of canonical policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average cost optimal policies for Markov control processes with Borel state space and unbounded costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4547444 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical aspects of monotone approximations in convex stochastic control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4324879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiparametric linear programming with applications to control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Dynamic Inventory Model with Stochastic Lead Times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained markov decision processes with compact state and action spaces: the average case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relaxing Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous selections. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Value iteration in average cost Markov control processes on Borel spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-stage stochastic optimization applied to energy planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5599348 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5602035 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average Optimality in Dynamic Programming with General State Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized polynomial approximations in Markovian decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of stochastic dual dynamic programming method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Optimal (<i>s, S</i>) Inventory Policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Inventory Under Stochastic Demand with Two Supply Options / rank
 
Normal rank

Latest revision as of 04:52, 12 July 2024

scientific article
Language Label Description Also known as
English
Approximate dynamic programming for stochastic linear control problems on compact state spaces
scientific article

    Statements

    Approximate dynamic programming for stochastic linear control problems on compact state spaces (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    23 June 2016
    0 references
    dynamic programming
    0 references
    Markov processes
    0 references
    inventory
    0 references
    dual sourcing
    0 references
    multiple sourcing
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references