Robust optimizers for nonlinear programming in approximate dynamic programming
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Publication:3564534
DOI10.1007/978-3-540-85640-5_8zbMATH Open1190.90221OpenAlexW2133635602MaRDI QIDQ3564534FDOQ3564534
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
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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
Uses Software
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