Shrinking-horizon dynamic programming

DOI10.1002/RNC.1566MaRDI QIDQ3064037zbMATH OpenOpenAlexFDO

Authors Joëlle Skaf, Assaf Zeevi, Stephen Boyd

Publication date 20 December 2010

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rnc.1566

zbMATH Keywords

dynamic programmingmodel predictive controlrevenue management

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 970516
• The Linear Programming Approach to Approximate Dynamic Programming
• scientific article; zbMATH DE number 4003938
• scientific article; zbMATH DE number 1095138
• Error bounds for rolling horizon policies in discrete-time Markov control processes

Cites work

• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 4160608 (Why is no real title available?)
• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• Approximate Dynamic Programming
• Approximation Algorithms for Stochastic Inventory Control Models
• Revenue management: Research overview and prospects
• The theory and practice of revenue management

Cited in

(5)

• A software framework for embedded nonlinear model predictive control using a gradient-based augmented Lagrangian approach (GRAMPC)
• Model-free control of Lorenz chaos using an approximate optimal control strategy
• Approximating optimal finite horizon feedback by model predictive control
• A perspective-based convex relaxation for switched-affine optimal control
• Active set prediction for nonlinear model predictive control on a shrinking horizon based on the principle of optimality

This page was built for publication: Shrinking-horizon dynamic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3064037)