Approximate Dynamic Programming
From MaRDI portal
Publication:3091374
DOI10.1002/9781118029176zbMath1242.90002OpenAlexW1601081659MaRDI QIDQ3091374
Publication date: 9 September 2011
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/9781118029176
Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
Envelope Theorems for Multistage Linear Stochastic Optimization ⋮ Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage ⋮ An Algorithm to Construct Subsolutions of Convex Optimal Control Problems ⋮ A Recursive Local Polynomial Approximation Method Using Dirichlet Clouds and Radial Basis Functions ⋮ Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces ⋮ Unnamed Item ⋮ ONLINE CAPACITY PLANNING FOR REHABILITATION TREATMENTS: AN APPROXIMATE DYNAMIC PROGRAMMING APPROACH ⋮ Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems ⋮ Optimal Learning in Experimental Design Using the Knowledge Gradient Policy with Application to Characterizing Nanoemulsion Stability ⋮ Lookahead approximate dynamic programming for stochastic aircraft maintenance check scheduling optimization ⋮ Minimum costs paths in intermodal transportation networks with stochastic travel times and overbookings ⋮ Dynamic Learning and Decision Making via Basis Weight Vectors ⋮ Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models ⋮ Dynamic service area sizing in urban delivery ⋮ Offline approximate value iteration for dynamic solutions to the multivehicle routing problem with stochastic demand ⋮ Off-line approximate dynamic programming for the vehicle routing problem with a highly variable customer basis and stochastic demands ⋮ Approximate Bayesian inference for simulation and optimization ⋮ Recent challenges in Routing and Inventory Routing: E‐commerce and last‐mile delivery ⋮ The policy graph decomposition of multistage stochastic programming problems ⋮ Optimal output tracking control of linear discrete-time systems with unknown dynamics by adaptive dynamic programming and output feedback ⋮ Solving large-scale dynamic vehicle routing problems with stochastic requests ⋮ Dynamic assignment of a multi-skilled workforce in job shops: an approximate dynamic programming approach ⋮ Recent advances in integrating demand management and vehicle routing: a methodological review ⋮ Same-day delivery with fair customer service ⋮ A review of the operations literature on real options in energy ⋮ Optimized ensemble value function approximation for dynamic programming ⋮ Risk-averse dynamic pricing using mean-semivariance optimization ⋮ A reinforcement learning approach to the stochastic cutting stock problem ⋮ Unnamed Item ⋮ Metalearning of time series: an approximate dynamic programming approach ⋮ Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming ⋮ Unnamed Item ⋮ Reductions of non-separable approximate linear programs for network revenue management ⋮ Math‐based reinforcement learning for the adaptive budgeted influence maximization problem ⋮ Simulation-based search ⋮ Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty ⋮ Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand ⋮ Technical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference ⋮ Benchmarking a Scalable Approximate Dynamic Programming Algorithm for Stochastic Control of Grid-Level Energy Storage ⋮ A Dynamic Programming Approach to Power Consumption Minimization in Gunbarrel Natural Gas Networks with Nonidentical Compressor Units ⋮ Optimal Online Learning for Nonlinear Belief Models Using Discrete Priors ⋮ Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States ⋮ ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION ⋮ Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis ⋮ Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems ⋮ Modelling and solving resource allocation problems via a dynamic programming approach ⋮ Uncertainty quantification and optimal decisions ⋮ Approximate Dynamic Programming based on High Dimensional Model Representation ⋮ Anticipation in Dynamic Vehicle Routing ⋮ Dynamic Decision Making in Energy Systems with Storage and Renewable Energy Sources ⋮ Was Angelina Jolie Right? Optimizing Cancer Prevention Strategies Among BRCA Mutation Carriers ⋮ Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures ⋮ Pathwise Dynamic Programming ⋮ The Benefits of State Aggregation with Extreme-Point Weighting for Assemble-to-Order Systems ⋮ Bayesian Exploration for Approximate Dynamic Programming ⋮ Open‐loop Stackelberg learning solution for hierarchical control problems ⋮ Model-FreeH∞Control Design for Unknown Continuous-Time Linear System Using Adaptive Dynamic Programming ⋮ Approximate Dynamic Programming for Military Medical Evacuation Dispatching Policies ⋮ SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming ⋮ 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 ⋮ Allocating resources via price management systems: a dynamic programming-based approach ⋮ Unnamed Item ⋮ Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints ⋮ Finite-horizon optimal control for continuous-time uncertain nonlinear systems using reinforcement learning ⋮ Reference policies for non-myopic sequential network design and timing problems ⋮ Predictive stochastic programming ⋮ Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy ⋮ Optimal control with learning on the fly: a toy problem ⋮ Approximate dynamic programming for the dispatch of military medical evacuation assets ⋮ A robust asset-liability management framework for investment products with guarantees ⋮ Perspectives of approximate dynamic programming ⋮ A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables ⋮ Low-discrepancy sampling for approximate dynamic programming with local approximators ⋮ Exploring the economic consequences of letting a supplier hold reserve storage ⋮ An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management ⋮ Optimization and approximation methods for dynamic appointment scheduling with patient choices ⋮ Least squares approximate policy iteration for learning bid prices in choice-based revenue management ⋮ Achieving full connectivity of sites in the multiperiod reserve network design problem ⋮ Heuristic decision rules for short-term trading of renewable energy with co-located energy storage ⋮ Estimation of the arrival time of deliveries by occasional drivers in a crowd-shipping setting ⋮ A general endogenous grid method for multi-dimensional models with non-convexities and constraints ⋮ Envelope condition method with an application to default risk models ⋮ Macroeconomies as constructively rational games ⋮ An approximate dynamic programming approach to decision making in the presence of uncertainty for surfactant-polymer flooding ⋮ Stochastic decision diagrams ⋮ A stochastic model for the patient-bed assignment problem with random arrivals and departures ⋮ Testing facility location and dynamic capacity planning for pandemics with demand uncertainty ⋮ Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic ⋮ Partially observable multistage stochastic programming ⋮ Approximate dynamic programming for the military inventory routing problem ⋮ Optimal insertion of customers with waiting time targets ⋮ Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization ⋮ Approximate dynamic programming for planning a ride-hailing system using autonomous fleets of electric vehicles ⋮ An approximate dynamic programming approach to the admission control of elective patients ⋮ Approximate dynamic programming for lateral transshipment problems in multi-location inventory systems ⋮ Energy management for stationary electric energy storage systems: a systematic literature review ⋮ Meso-parametric value function approximation for dynamic customer acceptances in delivery routing ⋮ Binary driver-customer familiarity in service routing ⋮ Novel time-space network flow formulation and approximate dynamic programming approach for the crane scheduling in a coil warehouse ⋮ Algebraic decompositions of DP problems with linear dynamics ⋮ Robust adaptive dynamic programming for linear and nonlinear systems: an overview ⋮ Complete stability analysis of a heuristic approximate dynamic programming control design ⋮ Sleeping experts and bandits approach to constrained Markov decision processes ⋮ A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs ⋮ Gaussian variational approximation with sparse precision matrices ⋮ Value set iteration for Markov decision processes ⋮ A unified framework for stochastic optimization ⋮ Regularized stochastic dual dynamic programming for convex nonlinear optimization problems ⋮ Time scale in least square method ⋮ Relationship between least squares Monte Carlo and approximate linear programming ⋮ Linear programming formulation for non-stationary, finite-horizon Markov decision process models ⋮ Examining military medical evacuation dispatching policies utilizing a Markov decision process model of a controlled queueing system ⋮ Shape constraints in economics and operations research ⋮ Dynamic lookahead policies for stochastic-dynamic inventory routing in bike sharing systems ⋮ Generalized decision rule approximations for stochastic programming via liftings ⋮ Finite-horizon optimal control of discrete-time linear systems with completely unknown dynamics using Q-learning ⋮ 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 ⋮ Value function approximation for dynamic multi-period vehicle routing ⋮ Planning horizons based proactive rescheduling for stochastic resource-constrained project scheduling problems ⋮ Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes ⋮ An approximate dynamic programming approach to project scheduling with uncertain resource availabilities ⋮ Approximate dynamic programming for missile defense interceptor fire control ⋮ Comparison of least squares Monte Carlo methods with applications to energy real options ⋮ Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain ⋮ Heuristics for the stochastic dynamic task-resource allocation problem with retry opportunities ⋮ A multi-stage stochastic optimization model of a pastoral dairy farm ⋮ SDDP for multistage stochastic linear programs based on spectral risk measures ⋮ Same-day delivery with pickup stations and autonomous vehicles ⋮ Sell or store? An ADP approach to marketing renewable energy ⋮ Allocation planning under service-level contracts ⋮ Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity ⋮ A linear programming methodology for approximate dynamic programming ⋮ Route-based approximate dynamic programming for dynamic pricing in attended home delivery ⋮ Optimal admission and preemption control in finite-source loss systems ⋮ Approximate dynamic programming for the military aeromedical evacuation dispatching, preemption-rerouting, and redeployment problem ⋮ Expected utility and catastrophic risk in a stochastic economy-climate model ⋮ Stochastic decomposition applied to large-scale hydro valleys management ⋮ Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization ⋮ The facts on the ground: evaluating humanitarian fleet management policies using simulation ⋮ Risk-sensitive dividend problems ⋮ Multi-period orienteering with uncertain adoption likelihood and waiting at customers ⋮ A review of operational spare parts service logistics in service control towers ⋮ Stochastic dynamic cutting plane for multistage stochastic convex programs ⋮ A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems ⋮ Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns ⋮ Adaptive dynamic programming as a theory of sensorimotor control ⋮ Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach ⋮ Objective reduction for many-objective optimization problems using objective subspace extraction ⋮ An approximate dynamic programming approach for comparing firing policies in a networked air defense environment ⋮ Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments ⋮ Timing observations of diffusions ⋮ Horizontal combinations of online and offline approximate dynamic programming for stochastic dynamic vehicle routing ⋮ A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs ⋮ Data-driven optimal control with a relaxed linear program ⋮ Stochastic dynamic vehicle routing in the light of prescriptive analytics: a review ⋮ A practical dynamic programming based methodology for aircraft maintenance check scheduling optimization ⋮ An aggregation-based approximate dynamic programming approach for the periodic review model with random yield ⋮ Fully polynomial time \((\Sigma,\Pi)\)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs ⋮ From reinforcement learning to optimal control: a unified framework for sequential decisions ⋮ Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization ⋮ A semi-Markov decision problem for proactive and reactive transshipments between multiple warehouses ⋮ Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
