Approximate dynamic programming. Solving the curses of dimensionality
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Dynamic programming (90C39) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
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- Merging AI and OR to solve high-dimensional stochastic optimization problems using approximate dynamic programming
- Examining military medical evacuation dispatching policies utilizing a Markov decision process model of a controlled queueing system
- Shape constraints in economics and operations research
- Macroeconomies as constructively rational games
- On time consistency for mean-variance portfolio selection
- Approximate dynamic programming methods for an inventory allocation problem under uncertainty
- Recent advances in integrating demand management and vehicle routing: a methodological review
- Expected utility and catastrophic risk in a stochastic economy-climate model
- Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
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- Dynamic lookahead policies for stochastic-dynamic inventory routing in bike sharing systems
- Approximate Linear programming for a queueing control problem
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- An approximate dynamic programming approach for solving aircraft fleet engine maintenance problem: methodology and a case study
- Dynamic reordering and inspection for the multi-item inventory record inaccuracy problem
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- Scheduling maintenance activities subject to stochastic job-dependent machine deterioration
- Optimal output tracking control of linear discrete-time systems with unknown dynamics by adaptive dynamic programming and output feedback
- Markov decision process and approximate dynamic programming for a patient assignment scheduling problem
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy
- Robust shortest path planning and semicontractive dynamic programming
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection
- Lookahead approximate dynamic programming for stochastic aircraft maintenance check scheduling optimization
- Pathwise dynamic programming
- What you should know about approximate dynamic programming
- Approximate dynamic programming for the military aeromedical evacuation dispatching, preemption-rerouting, and redeployment problem
- Balancing resources for dynamic vehicle routing with stochastic customer requests
- Data-driven optimal control with a relaxed linear program
- Metalearning of time series: an approximate dynamic programming approach
- Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis
- Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
- Value function approximation for dynamic multi-period vehicle routing
- Predictive stochastic programming
- Constant depth decision rules for multistage optimization under uncertainty
- Stochastic control of a micro-grid using battery energy storage in solar-powered buildings
- A concentration bound for contractive stochastic approximation
- Heuristics for the stochastic dynamic task-resource allocation problem with retry opportunities
- Neuro-observer based online finite-horizon optimal control for uncertain non-linear continuous-time systems
- Stochastic decomposition applied to large-scale hydro valleys management
- Risk-sensitive dividend problems
- Bayesian exploration for approximate dynamic programming
- Optimal guaranteed cost control of uncertain non-linear systems using adaptive dynamic programming with concurrent learning
- Unsupervised basis function adaptation for reinforcement learning
- Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
- Online capacity planning for rehabilitation treatments: an approximate dynamic programming approach
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- An algorithm to construct subsolutions of convex optimal control problems
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- Off-line approximate dynamic programming for the vehicle routing problem with a highly variable customer basis and stochastic demands
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- The facts on the ground: evaluating humanitarian fleet management policies using simulation
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- Open-loop Stackelberg learning solution for hierarchical control problems
- Meso-parametric value function approximation for dynamic customer acceptances in delivery routing
- An approximate dynamic programming approach to decision making in the presence of uncertainty for surfactant-polymer flooding
- Approximate dynamic programming for military medical evacuation dispatching policies
- Approximate dynamic programming for planning a ride-hailing system using autonomous fleets of electric vehicles
- Approximate Dynamic Programming via a Smoothed Linear Program
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
- Finite-horizon optimal control for continuous-time uncertain nonlinear systems using reinforcement learning
- Risk-averse dynamic pricing using mean-semivariance optimization
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
- Uncertainty quantification and optimal decisions
- Approximate dynamic programming for the military inventory routing problem
- Robust adaptive dynamic programming for linear and nonlinear systems: an overview
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems
- Optimization and approximation methods for dynamic appointment scheduling with patient choices
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