Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs.

DOI10.1016/S0167-9473(98)00084-XzbMATH Open1042.62606OpenAlexW1978956723MaRDI QIDQ1285809FDOQ1285809

Authors: Victoria Chen 

Publication date: 28 April 1999

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(98)00084-x

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zbMATH Keywords

Dynamic programmingOrthogonal arraysRegression splines

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of mathematical programming (90C90) Inventory, storage, reservoirs (90B05)

Cites Work

• Multivariate adaptive regression splines
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• The ∏ Method for Estimating Multivariate Functions from Noisy Data
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• Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
• Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
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• Scheduling to Minimize Interaction Cost
• Optimal Integrated Control of Univoltine Pest Populations with Age Structure
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Cited In (11)

• Solving for an Optimal Airline Yield Management Policy via Statistical Learning
• Efficient computer experiment-based optimization through variable selection
• Data-driven optimization for Dallas Fort Worth International Airport deicing activities
• Addressing state space multicollinearity in solving an ozone pollution dynamic control problem
• Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization
• A convex version of multivariate adaptive regression splines
• Solving dynamic discrete choice models using smoothing and sieve methods
• Neural network and regression spline value function approximations for stochastic dynamic programming
• Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
• Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
• Measuring the goodness of orthogonal array discretizations for stochastic programming and stochastic dynamic programming

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