Low-discrepancy sampling for approximate dynamic programming with local approximators
DOI10.1016/J.COR.2013.09.006zbMATH Open1348.90616OpenAlexW2097394825WikidataQ59403922 ScholiaQ59403922MaRDI QIDQ336896FDOQ336896
Authors: C. Cervellera, Mauro Gaggero, D. Macciò 
Publication date: 10 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2013.09.006
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Cited In (7)
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Efficient sampling in approximate dynamic programming algorithms
- Adaptive value function approximation for continuous-state stochastic dynamic programming
- Robust optimizers for nonlinear programming in approximate dynamic programming
- Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization
- Approximate stochastic dynamic programming for hydroelectric production planning
- Lattice point sets for state sampling in approximate dynamic programming
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