Adaptive value function approximation for continuous-state stochastic dynamic programming

DOI10.1016/J.COR.2012.11.016MaRDI QIDQ340326zbMATH OpenOpenAlexFDO

Authors Prashant K. Tarun, Victoria Chen, Huiyuan Fan

Publication date 14 November 2016

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2012.11.016

zbMATH Keywords

neural networkapproximate dynamic programmingstatistical modelinginventory forecastingnumber theoretic methodssequential design of experiments

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39) Stochastic programming (90C15) Dynamic programming in optimal control and differential games (49L20) Inventory, storage, reservoirs (90B05)

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