Dynamic programming and optimal control. Vol. 1.
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Publication:3376698
zbMATH Open1125.90056MaRDI QIDQ3376698FDOQ3376698
Authors: Dimitri P. Bertsekas 
Publication date: 24 March 2006
Recommendations
dynamic programmingoptimal controlstochasticdiscrete-timesuboptimal controlinfinite horizonfinite horizoncontinuous-timedeterministic
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)
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- Dynamic programming and optimal control. Vol. 1.
- Convergence analysis of the deep neural networks based globalized dual heuristic programming
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations
- MIDAS: a mixed integer dynamic approximation scheme
- A new synthetic output tracking scheme for non-minimum phase affine nonlinear systems
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- Suboptimal Fault Tolerant Control Design with the Use of Discrete Optimization
- Pathwise dynamic programming
- Event-triggered minimax state estimation with a relative entropy constraint
- Architecture and robustness tradeoffs in speed-scaled queues with application to energy management
- An integrated approach to solving influence diagrams and finite-horizon partially observable decision processes
- Large-scale dynamic system optimization using dual decomposition method with approximate dynamic programming
- Modelling and solving resource allocation problems via a dynamic programming approach
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- Exactly optimal Bayesian quickest change detection for hidden Markov models
- MPC‐based approximate dual controller by information matrix maximization
- Addressing state space multicollinearity in solving an ozone pollution dynamic control problem
- Joint pricing and inventory decisions for substitutable and perishable products under demand uncertainty
- Application of branching cells to QoS aware service orchestrations
- Generalized differentiation of a class of normal cone operators and sensitivity of optimal control problems
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence
- Optimal Radio-Mode Switching for Wireless Networked Control
- Allocation planning under service-level contracts
- A dual sourcing inventory model for modal split transport: structural properties and optimal solution
- Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs
- On the structure of the set of active sets in constrained linear quadratic regulation
- Dynamic programming with shape-preserving rational spline Hermite interpolation
- Stability-constrained Markov decision processes using MPC
- Diffusion methods for classification with pairwise relationships
- Analysis of a class of dynamic programming models for multi-stage uncertain systems
- The constrained forward shortest path tour problem: Mathematical modeling and GRASP approximate solutions
- Shape-preserving dynamic programming
- Shortest path tour problem with time windows
- Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
- Submodular optimization problems and greedy strategies: a survey
- Time-optimal control of large-scale systems of systems using compositional optimization
- Constructive design of open-loop Nash equilibrium strategies that admit a feedback synthesis in LQ games
- Dynamic exploitation of myopic best response
- Continuous-time robust dynamic programming
- Deep reinforcement learning for wireless sensor scheduling in cyber-physical systems
- The policy graph decomposition of multistage stochastic programming problems
- Approximate solution to optimal linear quadratic Gaussian control over non-acknowledgment networks
- Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems
- Performance analysis of a manufacturing line operated under optimal surplus-based production control
- Toolgraph design of optimal and feasible control strategies for time-varying dynamical systems
- A deep reinforcement learning framework for continuous intraday market bidding
- Exact simulation of variance gamma-related OU processes: application to the pricing of energy derivatives
- Optimal control on graphs: existence, uniqueness, and long-term behavior
- Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
- Fully polynomial time \((\Sigma,\Pi)\)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
- Derivative-free methods for policy optimization: guarantees for linear quadratic systems
- Global convergence of policy gradient methods to (almost) locally optimal policies
- Minkowski-Bellman inequality and equation
- Optimal price-threshold control for battery operation with aging phenomenon: a quasiconvex optimization approach
- Sensitivity-based nested partitions for solving finite-horizon Markov decision processes
- Differential stability of convex discrete optimal control problems
- On the no-gap second-order optimality conditions for a discrete optimal control problem with mixed constraints
- Optimal routeing in two-queue polling systems
- Optimal control with learning on the fly: a toy problem
- On time-optimal trajectories in non-uniform mediums
- Large-scale unit commitment under uncertainty: an updated literature survey
- A continuous review model with general shelf age and delay-dependent inventory costs
- Hidden Markov models for stochastic thermodynamics
- Inventory control and pricing for perishable products under age and price dependent stochastic demand
- Switched LQG control for linear systems with multiple sensing methods
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models
- Stress scenario generation for solvency and risk management
- Ergodicity and large deviations in physical systems with stochastic dynamics
- Time-dependent and independent control rules for coordinated production and pricing under demand uncertainty and finite planning horizons
- A minmax regret price control model for managing perishable products with uncertain parameters
- A Benders decomposition approach to product location in carousel storage systems
- On the Complexity of Value Iteration
- Robust stabilizing inventory control in supply networks under uncertainty of external demand and supply time-delays
- Sampling-rate-dependent probabilistic Boolean networks
- Approximating convex functions via non-convex oracles under the relative noise model
- Dynamic expediting of an urgent order with uncertain progress
- Stochastic model predictive control of photovoltaic battery systems using a probabilistic forecast model
- Stochastic programming for off-line adaptive radiotherapy
- Stochastic Optimal Control as a Theory of Brain-Machine Interface Operation
- Computational approaches for mixed integer optimal control problems with indicator constraints
- Approximate dynamic programming based control of proppant concentration in hydraulic fracturing
- Lagrangian approximations for stochastic reachability of a target tube
- Markov decision processes with sequential sensor measurements
- A sufficient statistic for influence in structured multiagent environments
- Linear programming relaxations and marginal productivity index policies for the buffer sharing problem
- Deconvolution estimation of mixture distributions with boundaries
- The stochastic shortest path problem: a polyhedral combinatorics perspective
- Faster rollout search for the vehicle routing problem with stochastic demands and restocking
- Optimal decisions for continuous time Markov decision processes over finite planning horizons
- Dynamic pricing and advertising of perishable products with inventory holding costs
- Capacity reservation and utilization for a manufacturer with uncertain capacity and demand
- A multi-objective approach for PH-graphs with applications to stochastic shortest paths
- Optimal compression of generalized Prandtl-Ishlinskii hysteresis models
- Time consistency of the mean-risk problem
- Minimax estimation with intermittent observations
- Optimal node visitation in acyclic stochastic digraphs with multi-threaded traversals and internal visitation requirements
- The Lipschitz properties of the value function and the solution map to a parametric discrete optimal control problem
- Applied Dynamic Programming for Optimization of Dynamical Systems
- Cost-to-travel functions: a new perspective on optimal and model predictive control
- A limited-feedback approximation scheme for optimal switching problems with execution delays
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