Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems
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Publication:3635010
DOI10.1287/OPRE.49.3.398.11219zbMATH Open1163.90783OpenAlexW2132264384MaRDI QIDQ3635010FDOQ3635010
Authors: C. Russell Jun. Philbrick, Peter K. Kitanidis 
Publication date: 3 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.49.3.398.11219
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Cited In (10)
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Dynamic programming with Hermite approximation
- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization
- Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
- Stochastic control via direct comparison
- The reliability importance of components and prime implicants in coherent and non-coherent systems including total-order interactions
- Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
- Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results
- A multi-parametric programming approach for constrained dynamic programming problems
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