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

DOI10.1016/S0167-9473(98)00084-XMaRDI QIDQ1285809zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 3216838 (Why is no real title available?)
• A practical guide to splines
• Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Multivariate adaptive regression splines
• Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
• Optimal Integrated Control of Univoltine Pest Populations with Age Structure
• Orthogonal Arrays of Index Unity
• Parallel Algorithms for Stochastic Dynamic Programming with Continuous State and Control Variables
• Scheduling to Minimize Interaction Cost
• The ∏ Method for Estimating Multivariate Functions from Noisy Data

Cited in

(11)

• 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
• 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

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