Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems
From MaRDI portal
Publication:5704200
DOI10.1287/moor.1040.0107zbMath1082.90079OpenAlexW2171027013MaRDI QIDQ5704200
Warren B. Powell, Huseyin Topaloglu, Ruszczyński, Andrzej
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.84.9093
Related Items (20)
Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming ⋮ A reinforcement learning approach to distribution-free capacity allocation for sea cargo revenue management ⋮ Online Sequential Optimization with Biased Gradients: Theory and Applications to Censored Demand ⋮ A parallelizable dynamic fleet management model with random travel times ⋮ Confidence Intervals for Data-Driven Inventory Policies with Demand Censoring ⋮ Benchmarking a Scalable Approximate Dynamic Programming Algorithm for Stochastic Control of Grid-Level Energy Storage ⋮ A unified framework for stochastic optimization ⋮ Shape constraints in economics and operations research ⋮ Dynamic modeling and control of supply chain systems: A review ⋮ A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem ⋮ Technical Note—Nonparametric Data-Driven Algorithms for Multiproduct Inventory Systems with Censored Demand ⋮ An Approximate Dynamic Programming Algorithm for Monotone Value Functions ⋮ A new convergent hybrid learning algorithm for two-stage stochastic programs ⋮ On the convergence of stochastic dual dynamic programming and related methods ⋮ SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy ⋮ Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures ⋮ Technical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored Demand ⋮ The Big Data Newsvendor: Practical Insights from Machine Learning ⋮ Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand ⋮ Fully polynomial time \((\Sigma,\Pi)\)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
This page was built for publication: Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems
