Robust optimizers for nonlinear programming in approximate dynamic programming

DOI10.1007/978-3-540-85640-5_8MaRDI QIDQ3564534zbMATH OpenOpenAlexFDO

Authors Sylvain Gelly, Olivier Teytaud

Publication date 2 June 2010

Published in Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-85640-5_8

zbMATH Keywords

discretizationcovariance-matrix-adaptation is first rankedevolutionary toolsgradient-based techniques

Mathematics Subject Classification ID

Nonlinear programming (90C30) Dynamic programming (90C39)

Recommendations

• Perspectives of approximate dynamic programming
• Approximate dynamic programming by practical examples
• The Linear Programming Approach to Approximate Dynamic Programming
• Adaptive dynamic programming for control. Algorithms and stability
• Low-discrepancy sampling for approximate dynamic programming with local approximators

Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 1321699 (Why is no real title available?)
• scientific article; zbMATH DE number 1095138 (Why is no real title available?)
• scientific article; zbMATH DE number 2086450 (Why is no real title available?)
• scientific article; zbMATH DE number 879773 (Why is no real title available?)
• A Family of Variable-Metric Methods Derived by Variational Means
• A Limited Memory Algorithm for Bound Constrained Optimization
• A deterministic learning approach based on discrepancy.
• A generalized discrepancy and quadrature error bound
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Modeling uncertainty. An examination of stochastic theory, methods, and applications
• On the use of low discrepancy sequences in Monte Carlo methods
• Recent progress in unconstrained nonlinear optimization without derivatives
• SVMTorch: Support vector machines for large-scale regression problems.
• The Convergence of a Class of Double-rank Minimization Algorithms
• The exponent of discrepancy is at most 1.4778...
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• `` Direct Search Solution of Numerical and Statistical Problems

Cited in

(9)

• Analysis of customer lifetime value and marketing expenditure decisions through a Markovian-based model
• An interval sequential linear programming for nonlinear robust optimization problems
• Running time analysis of the (1+1)-EA for robust linear optimization
• A dynamic programming approach to adjustable robust optimization
• A dynamic programming approach for a class of robust optimization problems
• Derivative-free robust optimization by outer approximations
• Tractable approximation to robust nonlinear production frontier problem
• Low-discrepancy sampling for approximate dynamic programming with local approximators
• In SDP Relaxations, Inaccurate Solvers Do Robust Optimization

Describes a project that uses

Uses Software

• OpenDP

This page was built for publication: Robust optimizers for nonlinear programming in approximate dynamic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3564534)