Neural network and regression spline value function approximations for stochastic dynamic programming
From MaRDI portal
Publication:850310
DOI10.1016/j.cor.2005.02.043zbMath1102.90040MaRDI QIDQ850310
Victoria C. P. Chen, Cristiano Cervellera, Aihong Wen
Publication date: 15 November 2006
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2005.02.043
design of experiments; Markov decision process; orthogonal array; statistical modeling; Latin hypercube; inventory forecasting; water reservoir management
90C15: Stochastic programming
90B50: Management decision making, including multiple objectives
90B05: Inventory, storage, reservoirs
90C39: Dynamic programming
90C40: Markov and semi-Markov decision processes
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