Perspectives of approximate dynamic programming
From MaRDI portal
Publication:333093
DOI10.1007/S10479-012-1077-6zbMATH Open1348.90612OpenAlexW2109634117MaRDI QIDQ333093FDOQ333093
Authors: Warren Powell
Publication date: 9 November 2016
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1077-6
Recommendations
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Stochastic Approximation Method
- \({\mathcal Q}\)-learning
- Introduction to Stochastic Search and Optimization
- Scenario tree modeling for multistage stochastic programs
- Title not available (Why is that?)
- Multi-armed bandit allocation indices. With a foreword by Peter Whittle.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Approximate dynamic programming. Solving the curses of dimensionality
- Title not available (Why is that?)
- Introduction to Stochastic Programming
- Title not available (Why is that?)
- Title not available (Why is that?)
- Finite state Markovian decision processes
- Linear programming under uncertainty
- On sequential decisions and Markov chains
- Approximate Dynamic Programming
- Approximate policy iteration: a survey and some new methods
- A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
- Evaluation of scenario generation methods for stochastic programming
- Linear least-squares algorithms for temporal difference learning
- Scenarios for multistage stochastic programs
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Functional Approximations and Dynamic Programming
- An analysis of temporal-difference learning with function approximation
- SMART: A stochastic multiscale model for the analysis of energy resources, technology, and policy
- Dynamic-programming approximations for stochastic time-staged integer multicommodity-flow problems
- Title not available (Why is that?)
- Using Ranking and Selection to “Clean Up” after Simulation Optimization
- An Algorithm for Multistage Dynamic Networks with Random Arc Capacities, with an Application to Dynamic Fleet Management
- An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, I: Single Period Travel Times
- A Successive Linear Approximation Procedure for Stochastic, Dynamic Vehicle Allocation Problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal Adaptive Policies for Markov Decision Processes
- The art and theory of dynamic programming
- Asynchronous stochastic approximation and Q-learning
- Rollout algorithms for stochastic scheduling problems
- The knowledge-gradient policy for correlated normal beliefs
- Merging AI and OR to solve high-dimensional stochastic optimization problems using approximate dynamic programming
- The Multi-Armed Bandit Problem: Decomposition and Computation
- Associative search network: A reinforcement learning associative memory
- Bayesian look ahead one-stage sampling allocations for selection of the best population
- Introduction to the mathematical theory of control processes. Vol. II:Nonlinear processes
- The allocation of aircraft to routes -- an example of linear programming under uncertain demand
- The knowledge gradient algorithm for a general class of online learning problems
- The knowledge-gradient algorithm for sequencing experiments in drug discovery
- Value function approximation using multiple aggregation for multiattribute resource management
- Title not available (Why is that?)
- A Knowledge-Gradient Policy for Sequential Information Collection
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Convergence of Stochastic Iterative Dynamic Programming Algorithms
- Title not available (Why is that?)
- Denumerable State Markovian Decision Processes-Average Cost Criterion
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (44)
- Efficient sampling in approximate dynamic programming algorithms
- Title not available (Why is that?)
- Merging AI and OR to solve high-dimensional stochastic optimization problems using approximate dynamic programming
- An approximate dynamic programming algorithm for monotone value functions
- Replacement and inventory control for a multi-customer product service system with decreasing replacement costs
- What you should know about approximate dynamic programming
- Approximate dynamic programming for rail operations
- Approximate policy optimization and adaptive control in regression models
- An improved transformer model with multi-head attention and attention to attention for low-carbon multi-depot vehicle routing problem
- Managing mobile production-inventory systems influenced by a modulation process
- Bayesian exploration for approximate dynamic programming
- Approximate dynamic programming for stochastic linear control problems on compact state spaces
- Approximate dynamic programming by practical examples
- Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling
- Maximizing the probability of attaining a target prior to extinction
- A stochastic model for the patient-bed assignment problem with random arrivals and departures
- Approximate Dynamic Programming via a Smoothed Linear Program
- Approximate dynamic programming. Solving the curses of dimensionality
- Addressing state space multicollinearity in solving an ozone pollution dynamic control problem
- Approximate dynamic programming with a fuzzy parameterization
- New integer optimization models and an approximate dynamic programming algorithm for the lot-sizing and scheduling problem with sequence-dependent setups
- Dynamic programming approach to optimization of approximate decision rules
- Dynamic community partitioning for e-commerce last mile delivery with time window constraints
- Robust optimizers for nonlinear programming in approximate dynamic programming
- A simulation-based approach to stochastic dynamic programming
- Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
- A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces
- An optimal approximate dynamic programming algorithm for the lagged asset acquisition problem
- A kernel-based approximate dynamic programming approach: theory and application
- Demand management for attended home delivery -- a literature review
- Monte Carlo tree search for dynamic shortest-path interdiction
- Approximation and bounds in discrete event dynamic programming
- Approximate dynamic programming for an energy-efficient parallel machine scheduling problem
- Approximate Dynamic Programming
- Augmented simulation methods for discrete stochastic optimization with recourse
- A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
- Approximate policy iteration: a survey and some new methods
- An aggregation-based approximate dynamic programming approach for the periodic review model with random yield
- Title not available (Why is that?)
- Approximate dynamic programming with state aggregation applied to UAV perimeter patrol
- Approximate dynamic programming based on high dimensional model representation
- The Linear Programming Approach to Approximate Dynamic Programming
- Symmetry reduction for dynamic programming
Uses Software
This page was built for publication: Perspectives of approximate dynamic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333093)