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
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- A general optimization framework for dynamic time warping
- Scalable Online Planning for Multi-Agent MDPs
- CGMurphi: automatic synthesis of numerical controllers for nonlinear hybrid systems
- Modeling uncertain passenger arrivals in the elevator dispatching problem with destination control
- A decomposition method for large scale MILPs, with performance guarantees and a power system application
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Sectorization and configuration transition in airspace design
- Continuous-time stochastic games of fixed duration
- A stochastic goal programming model to derive stable cash management policies
- Continuous learning methods in two-buyer pricing problem
- Solving the shortest path tour problem
- MAX-plus fundamental solution semigroups for a class of difference Riccati equations
- Numerical analysis of continuous time Markov decision processes over finite horizons
- Expected utility and catastrophic risk in a stochastic economy-climate model
- Dynamic programming and suboptimal control: a survey from ADP to MPC
- Model-free control of Lorenz chaos using an approximate optimal control strategy
- Reinforcement learning solution for HJB equation arising in constrained optimal control problem
- Energy-optimal trajectory planning for robot manipulators with holonomic constraints
- Using flexible products to cope with demand uncertainty in revenue management
- Robust shortest path planning and semicontractive dynamic programming
- Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints
- Robust economic model predictive control using stochastic information
- A new learning algorithm for optimal stopping
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- Second-order necessary optimality conditions for a discrete optimal control problem
- Automated generation of optimal controllers through model checking techniques
- Generalized Markov models of infectious disease spread: a novel framework for developing dynamic health policies
- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- Scalable Reinforcement Learning for Multiagent Networked Systems
- Real-time algorithms for the bilevel double-deck elevator dispatching problem
- Using nonlinear model predictive control for dynamic decision problems in economics
- Multiscale Q-learning with linear function approximation
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
- Stochastic modelling and control of antibiotic subtilin production
- Mordukhovich subgradients of the value function to a parametric discrete optimal control problem
- Optimal, quality-aware scheduling of data consumption in mobile ad hoc networks
- Maximizing the set of recurrent states of an MDP subject to convex constraints
- Asymptotically optimal index policies for an abandonment queue with convex holding cost
- Dynamic programming and optimal control. Vol. 2.
- Inventory performance under staggered deliveries and autocorrelated demand
- A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs
- Non-constant discounting and differential games with random time horizon
- Large-scale unit commitment under uncertainty
- Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
- Adaptive critic motion control design of autonomous wheeled mobile robot by dual heuristic programming
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