Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
From MaRDI portal
Recommendations
- Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs.
- Neural network and regression spline value function approximations for stochastic dynamic programming
- Adaptive value function approximation for continuous-state stochastic dynamic programming
- SPLINE APPROXIMATIONS TO VALUE FUNCTIONS
- Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
Cited in
(40)- Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs.
- A convex version of multivariate adaptive regression splines
- Data-driven optimization for Dallas Fort Worth International Airport deicing activities
- A unified framework for stochastic optimization
- Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
- Addressing state space multicollinearity in solving an ozone pollution dynamic control problem
- Stochastic control of a micro-grid using battery energy storage in solar-powered buildings
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Efficient sampling in approximate dynamic programming algorithms
- Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization
- High-dimensional black-box optimization under uncertainty
- Measuring the goodness of orthogonal array discretizations for stochastic programming and stochastic dynamic programming
- Sequential design for optimal stopping problems
- Shortest path stochastic control for hybrid electric vehicles
- Optimal crude oil procurement under fluctuating price in an oil refinery
- Low-discrepancy sampling for approximate dynamic programming with local approximators
- Adaptive value function approximation for continuous-state stochastic dynamic programming
- Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions
- Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
- A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model
- Adaptively refined dynamic program for linear spline regression
- Suboptimal Policies for Stochastic N-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- A machine learning approach to adaptive robust utility maximization and hedging
- Optimization of approximating networks for optimal fault diagnosis
- Approximating networks and extended Ritz method for the solution of functional optimization problems
- Estimating production functions through additive models based on regression splines
- Optimized ensemble value function approximation for dynamic programming
- A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
- Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
- Management of resource sharing in emergency response using data-driven analytics
- A fully adaptive framework for continuous-state stochastic dynamic programming
- Two simplex-based approximate stochastic dynamic programming schemes for a real hydropower management problem
- Binary Voronoi linear trees for the approximate solution of functional optimization problems
- Design of experiments for the stochastic unit commitment with economic dispatch models
- Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
- Optimal benefits, contributions, and asset allocation for a PAYG system with reserve fund under equity, longevity, and unemployment risks
- Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach
- Efficient computer experiment-based optimization through variable selection
- Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization
- Neural network and regression spline value function approximations for stochastic dynamic programming
This page was built for publication: Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2770078)