Dynamic programming and optimal control. Vol. 1.
From MaRDI portal
Publication:3376698
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)
Recommendations
Cited in
(only showing first 100 items - show all)- A matrix approach to modeling and optimization for dynamic games with random entrance
- 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
- Forward or backward simulation? A comparative study
- scientific article; zbMATH DE number 3924501 (Why is no real title available?)
- Inverse optimal control for averaged cost per stage linear quadratic regulators
- Dynamic programming and optimal control. Vol. 1.
- CGMurphi: automatic synthesis of numerical controllers for nonlinear hybrid systems
- Modeling uncertain passenger arrivals in the elevator dispatching problem with destination control
- Sensitivity-based nested partitions for solving finite-horizon Markov decision processes
- Differential stability of convex discrete optimal control problems
- A decomposition method for large scale MILPs, with performance guarantees and a power system application
- On the no-gap second-order optimality conditions for a discrete optimal control problem with mixed constraints
- MIDAS: a mixed integer dynamic approximation scheme
- Scalable Online Planning for Multi-Agent MDPs
- Sectorization and configuration transition in airspace design
- A general optimization framework for dynamic time warping
- A new synthetic output tracking scheme for non-minimum phase affine nonlinear systems
- Optimal control with learning on the fly: a toy problem
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Optimal routeing in two-queue polling systems
- Continuous-time stochastic games of fixed duration
- Continuous learning methods in two-buyer pricing problem
- On time-optimal trajectories in non-uniform mediums
- A stochastic goal programming model to derive stable cash management policies
- Large-scale unit commitment under uncertainty: an updated literature survey
- Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
- Solving the shortest path tour problem
- Numerical analysis of continuous time Markov decision processes over finite horizons
- MAX-plus fundamental solution semigroups for a class of difference Riccati equations
- Suboptimal Fault Tolerant Control Design with the Use of Discrete Optimization
- scientific article; zbMATH DE number 7657248 (Why is no real title available?)
- Inventory control and pricing for perishable products under age and price dependent stochastic demand
- Expected utility and catastrophic risk in a stochastic economy-climate model
- Dynamic programming or direct comparison?
- Switched LQG control for linear systems with multiple sensing methods
- Dynamic programming and suboptimal control: a survey from ADP to MPC
- A continuous review model with general shelf age and delay-dependent inventory costs
- Model-free control of Lorenz chaos using an approximate optimal control strategy
- Energy-optimal trajectory planning for robot manipulators with holonomic constraints
- Reinforcement learning solution for HJB equation arising in constrained optimal control problem
- Using flexible products to cope with demand uncertainty in revenue management
- Hidden Markov models for stochastic thermodynamics
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models
- Optimal output tracking control of linear discrete-time systems with unknown dynamics by adaptive dynamic programming and output feedback
- Risk-neutral valuation of GLWB riders in variable annuities
- Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints
- Robust shortest path planning and semicontractive dynamic programming
- Robust economic model predictive control using stochastic information
- Event-triggered minimax state estimation with a relative entropy constraint
- Pathwise dynamic programming
- Stress scenario generation for solvency and risk management
- Ergodicity and large deviations in physical systems with stochastic dynamics
- Architecture and robustness tradeoffs in speed-scaled queues with application to energy management
- 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
- Sampling-rate-dependent probabilistic Boolean networks
- Robust stabilizing inventory control in supply networks under uncertainty of external demand and supply time-delays
- A new learning algorithm for optimal stopping
- On the Complexity of Value Iteration
- 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
- Approximating convex functions via non-convex oracles under the relative noise model
- Dynamic expediting of an urgent order with uncertain progress
- Stochastic programming for off-line adaptive radiotherapy
- Stochastic model predictive control of photovoltaic battery systems using a probabilistic forecast model
- On the sample complexity of actor-critic method for reinforcement learning with function approximation
- scientific article; zbMATH DE number 6318818 (Why is no real title available?)
- Computational approaches for mixed integer optimal control problems with indicator constraints
- Approximate dynamic programming based control of proppant concentration in hydraulic fracturing
- Stochastic Optimal Control as a Theory of Brain-Machine Interface Operation
- Lagrangian approximations for stochastic reachability of a target tube
- Dynamic programming with Hermite approximation
- Markov decision processes with sequential sensor measurements
- Structure-exploiting Newton-type method for optimal control of switched systems
- Generalized Markov models of infectious disease spread: a novel framework for developing dynamic health policies
- Optimal experimental design: formulations and computations
- Second-order necessary optimality conditions for a discrete optimal control problem
- Automated generation of optimal controllers through model checking techniques
- Modelling and solving resource allocation problems via a dynamic programming approach
- Dynamic programming subject to total variation distance ambiguity
- Solutions and diagnostics of switching problems with linear state dynamics
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- Linear programming relaxations and marginal productivity index policies for the buffer sharing problem
- MPC‐based approximate dual controller by information matrix maximization
- Exactly optimal Bayesian quickest change detection for hidden Markov models
- A sufficient statistic for influence in structured multiagent environments
- Anticipation in leisure—Effects on labor‐leisure choice
- 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
- Scalable Reinforcement Learning for Multiagent Networked Systems
- Deconvolution estimation of mixture distributions with boundaries
- Application of branching cells to QoS aware service orchestrations
- Using nonlinear model predictive control for dynamic decision problems in economics
- Real-time algorithms for the bilevel double-deck elevator dispatching problem
- Discrete‐time decentralized linear quadratic control for linear time‐varying systems
- Multiscale Q-learning with linear function approximation
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
This page was built for publication: Dynamic programming and optimal control. Vol. 1.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3376698)