Dynamic programming and optimal control. Vol. 1.
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)
Cited In (only showing first 100 items - show all)
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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
- Dynamic control of a closed two-stage queueing network for outfitting process in shipbuilding
- The constrained shortest path tour problem
- Optimal strategies for pay-as-you-go pension finance: a sustainability framework
- Dynamic control mechanisms for revenue management with flexible products
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal investment policy with fixed adjustment costs and complete irreversibility
- Bellman's principle of optimality and deep reinforcement learning for time-varying tasks
- The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours
- Using negotiable features for prescription problems
- Performance bounds for linear stochastic control
- Computing Behavioral Relations for Probabilistic Concurrent Systems
- Policies for inventory models with product returns forecast from past demands and past sales
- Explicit/multi-parametric model predictive control (MPC) of linear discrete-time systems by dynamic and multi-parametric programming
- Robust MPC via min-max differential inequalities
- Subgradients of value functions in parametric dynamic programming
- Asymptotically optimal Bayesian sequential change detection and identification rules
- Data-based approximate policy iteration for affine nonlinear continuous-time optimal control design
- Performance optimization for a class of generalized stochastic Petri nets
- Multi-step heuristic dynamic programming for optimal control of nonlinear discrete-time systems
- A multi-channel transmission schedule for remote state estimation under DoS attacks
- Optimal low-thrust trajectories to asteroids through an algorithm based on differential dynamic programming
- A multi-parametric programming approach for constrained dynamic programming problems
- Stochastic switching for partially observable dynamics and optimal asset allocation
- Approximate iterative algorithms
- 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
- Title not available (Why is that?)
- 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
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