Approximate dynamic programming for stochastic linear control problems on compact state spaces
DOI10.1016/J.EJOR.2014.08.003zbMATH Open1338.90448OpenAlexW2028143206MaRDI QIDQ299794FDOQ299794
Authors: Stefan Woerner, Marco Laumanns, Rico Zenklusen, Apostolos Fertis 
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.08.003
Recommendations
- The Linear Programming Approach to Approximate Dynamic Programming
- A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
- Approximate linear programming for average cost MDPs
- Approximate Dynamic Programming via a Smoothed Linear Program
- Perspectives of approximate dynamic programming
Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39) Inventory, storage, reservoirs (90B05) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Relaxing Dynamic Programming
- Multi-stage stochastic optimization applied to energy planning
- Analysis of stochastic dual dynamic programming method
- Continuous selections. I
- The Linear Programming Approach to Approximate Dynamic Programming
- Approximate Dynamic Programming
- Generalized polynomial approximations in Markovian decision processes
- Numerical aspects of monotone approximations in convex stochastic control problems
- Value iteration in average cost Markov control processes on Borel spaces
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
- Multiparametric linear programming with applications to control
- (s, S) Policies for a Dynamic Inventory Model with Stochastic Lead Times
- Now or Later: A Simple Policy for Effective Dual Sourcing in Capacitated Systems
- Optimal Inventory Under Stochastic Demand with Two Supply Options
- Title not available (Why is that?)
- Constrained markov decision processes with compact state and action spaces: the average case
- Title not available (Why is that?)
- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Average Optimality in Dynamic Programming with General State Space
- Average cost Markov control processes with weighted norms: existence of canonical policies
- Tetris: A study of randomized constraint sampling
- Computing Optimal (s, S) Inventory Policies
- A Dynamic Inventory Model with Stochastic Lead Times
- Title not available (Why is that?)
- STOCHASTIC CONCAVE DYNAMIC PROGRAMMING
- On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
Cited In (7)
- On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux
- A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
- Multi-echelon inventory optimization using deep reinforcement learning
- Typology and literature review on multiple supplier inventory control models
- The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
- New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system
- On compactness of the space of policies in stochastic dynamic programming
This page was built for publication: Approximate dynamic programming for stochastic linear control problems on compact state spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q299794)
