Dynamic programming and optimal control. Vol. 2.
zbMATH Open1083.90044MaRDI QIDQ3376697FDOQ3376697
Authors: Dimitri P. Bertsekas
Publication date: 24 March 2006
Recommendations
Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)
Cited In (59)
- Sensor scheduling for space object tracking and collision alert
- Management of resource sharing in emergency response using data-driven analytics
- Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm
- Change acceleration and detection
- An Introduction to Optimal Control Theory
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- Dynamic programming and optimal control. Vol. 1.
- Optimal multi-period mean-variance policy under no-shorting constraint
- Flexible supply policy with options and capacity constraints
- Nudging the particle filter
- Multi-period dynamic supply contracts with cancellation
- Optimal power split in a hybrid electric vehicle using direct transcription of an optimal control problem
- Computational bounds for elevator control policies by large scale linear programming
- Asynchronous Optimization over Weakly Coupled Renewal Systems
- Industry dynamics: foundations for models with an infinite number of firms
- Shipment consolidation with two demand classes: rationing the dispatch capacity
- Optimally maintaining a Markovian deteriorating system with limited imperfect repairs
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models
- Teaching randomized learners with feedback
- Optimal control of a multiclass queueing system when customers can change types
- Discrete‐time design and applications of uncertainty and disturbance estimator
- Analyzing generalized planning under nondeterminism
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- A subexponential lower bound for Zadeh's pivoting rule for solving linear programs and games
- Recent Developments in Algorithmic Teaching
- Balancing admission control, speedup, and waiting in service systems
- NP-hardness of checking the unichain condition in average cost MDPs
- Dynamic programming and optimal control. Vol. 1.
- Optimal policy for a two-facility inventory problem with storage constraints and two freight modes
- Using aggregate fill rate for dynamic scheduling of multi-class systems
- Dynamic information design: a simple problem on optimal sequential information disclosure
- Axiomatisation of fully probabilistic design revisited
- Stabilization of Discrete-Time Switched Linear Systems: A Control-Lyapunov Function Approach
- Distributed reinforcement learning for coordinate multi-robot foraging
- Quadratic optimal control of switched linear stochastic systems
- A Dijkstra-type algorithm for dynamic games
- Control with limited information
- Partially observable Markov decision processes with imprecise parameters
- Stability and performance of discrete-time switched linear systems
- An iterative method for multiple stopping: convergence and stability
- The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains
- Title not available (Why is that?)
- Title not available (Why is that?)
- Primal and dual linear decision rules in stochastic and robust optimization
- Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
- Bayesian models of brain and behaviour
- Direct optimal control and model predictive control
- Semi-Markov decision processes with variance minimization criterion
- The stochastic lake game: A numerical solution
- Optimal production and inventory control of multi-class mixed backorder and lost sales demand class models
- Model-based preference quantification
- On the Origins of Imperfection and Apparent Non-rationality
- Bayes' learning of unknown parameters
- An exponential lower bound for Cunningham's rule
- The decision rule approach to optimization under uncertainty: methodology and applications
- Data-driven approximate value iteration with optimality error bound analysis
- Pricing and lot-sizing decisions for perishable products when demand changes by freshness
- On essential information in sequential decision processes
- First passage problems for nonstationary discrete-time stochastic control systems
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