scientific article; zbMATH DE number 1095138

Publication date 7 December 1997

combinatorial optimization dynamic programming Markovian decision optimal control sequential decision making stochastic control uncertainty

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Dynamic programming in optimal control and differential games (49L20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Recommendations

Dynamic programming and optimal control. Vol. 2
Dynamic programming and optimal control. Vol. 1.
Dynamic programming and optimal control. Vol. 1.
Dynamic programming and optimal control. Vol. 2.
scientific article; zbMATH DE number 3889341
scientific article; zbMATH DE number 3924501
An Introduction to Optimal Control Theory
scientific article; zbMATH DE number 1400162
scientific article; zbMATH DE number 3892056
Dynamic programming and stochastic control

Cited in

(only showing first 100 items - show all)

Finding a simple polytope from its graph in polynomial time
Efficient blind search: optimal power of detection under computational cost constraints
A survey on metaheuristics for stochastic combinatorial optimization
The interacting-particle algorithm with dynamic heating and cooling
On a class of dynamic programming problems whose optimal controls and states are independent of the future
Low earth orbit satellite based communication systems -- research opportunities
Single sample path-based optimization of Markov chains
Optimizing Bernoulli routing policies for balancing loads on call centers and minimizing transmission costs
Dynamic programming in economics.
Optimal control of chaotic systems via peak-to-peak maps
An incremental off-policy search in a model-free Markov decision process using a single sample path
Finite-horizon LQR controller for partially-observed Boolean dynamical systems
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
General value iteration based single network approach for constrained optimal controller design of partially-unknown continuous-time nonlinear systems
Efficient output solution for nonlinear stochastic optimal control problem with model-reality differences
Symmetry and antisymmetry properties of optimal solutions to regression problems
Variance-constrained actor-critic algorithms for discounted and average reward MDPs
A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow
Joint routing and scheduling control in a two-class network with a flexible server
Finite time identification in unstable linear systems
Reinforcement learning for a class of continuous-time input constrained optimal control problems
The joint transshipment and production control policies for multi-location production/inventory systems
Infinite horizon optimal policy for an inventory system with two types of product sharing common hardware platforms
Multi-sensor transmission power control for remote estimation through a SINR-based communication channel
Pareto efficiency of finite horizon switched linear quadratic differential games
A linear-quadratic Gaussian approach to dynamic information acquisition
Assortment planning with nested preferences: dynamic programming with distributions as states?
Discovering hidden structure in factored MDPs
Beam-ACO--hybridizing ant colony optimization with beam search: an application to open shop scheduling
Basic ideas for event-based optimization of Markov systems
Optimal search from multiple distributions with infinite horizon
Coupling based estimation approaches for the average reward performance potential in Markov chains
Stabilization of strictly dissipative discrete time systems with discounted optimal control
Stochastic output-feedback model predictive control
Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality.
Policy iteration type algorithms for recurrent state Markov decision processes
The single-server scheduling problem with convex costs
A unified approach to Markov decision problems and performance sensitivity analysis
Batch repair actions for automated troubleshooting
Delay-optimal scheduling for two-hop relay networks with randomly varying connectivity: join the shortest queue-longest connected queue policy
On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
Accelerating Benders decomposition for short-term hydropower maintenance scheduling
Optimal synchronization control of multiple Euler-Lagrange systems via event-triggered reinforcement learning
Dynamic coordination games with activation costs
A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs
Bias-policy iteration based adaptive dynamic programming for unknown continuous-time linear systems
Model-free \(H_\infty\) tracking control for de-oiling hydrocyclone systems via off-policy reinforcement learning
Strongly polynomial FPTASes for monotone dynamic programs
A dynamic game formulation for control of opinion dynamics over social networks
Simplified risk-aware decision making with belief-dependent rewards in partially observable domains
Reinforcement learning: an industrial perspective
Adaptive optimal output tracking of continuous-time systems via output-feedback-based reinforcement learning
Amplitude mean of functional data on \(\mathbb{S}^2\) and its accurate computation
Tool path optimization of selective laser sintering processes using deep learning
Peril, prudence and planning as risk, avoidance and worry
On the computational efficiency of catalyst accelerated coordinate descent
Homotopic policy iteration-based learning design for unknown linear continuous-time systems
Stochastic event-based LQG control: an analysis on strict consistency
Levenberg-Marquardt method for identifying Young's modulus of the elasticity imaging inverse problem
Stochastic output feedback MPC with intermittent observations
Age-based maintenance under population heterogeneity: optimal exploration and exploitation
Self-triggered control of probabilistic Boolean control networks: a reinforcement learning approach
The linear quadratic regulator for periodic hybrid systems
Primal-dual method for solving a linear-quadratic multi-input optimal control problem
Neural circuits for learning context-dependent associations of stimuli
Bias optimality of admission control in a non-stationary repairable queue
Input perturbations for adaptive control and learning
On adaptive linear-quadratic regulators
Differential-game for resource aware approximate optimal control of large-scale nonlinear systems with multiple players
Improved value iteration for neural-network-based stochastic optimal control design
Robust min-max optimal control design for systems with uncertain models: a neural dynamic programming approach
A complete characterization of optimal dictionaries for least squares representation
Online inverse optimal control for control-constrained discrete-time systems on finite and infinite horizons
Off-policy learning for adaptive optimal output synchronization of heterogeneous multi-agent systems
Detection-averse optimal and receding-horizon control for Markov decision processes
Joint source-channel coding via model predictive control
Dynamic journeying under uncertainty
Nonlinear optimal control of population systems: applications in ecosystems
Output regulation of unknown linear systems using average cost reinforcement learning
Scheduling networked state estimators based on value of information
An optimal stopping approach for the end-of-life inventory problem
A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
Portfolio optimization under Solvency II
Dynamic procurement management by reverse auctions with fixed setup costs and sales levers
Exponentially convergent receding horizon strategy for constrained optimal control
Computational aspects of optimal strategic network diffusion
Optimal battery purchasing and charging strategy at electric vehicle battery swap stations
Accelerating the convergence of value iteration by using partial transition functions
Algorithmic aspects of mean-variance optimization in Markov decision processes
Optimal inventory control with fixed ordering cost for selling by Internet auctions
Robust and reliable portfolio optimization formulation of a chance constrained problem
Heuristics for planning with penalties and rewards formulated in logic and computed through circuits
Optimal allocation of heterogeneous resources in cooperative control scenarios
On the usefulness of set-membership estimation in the epidemiology of infectious diseases
Policy iteration based feedback control
Optimal stopping in infinite horizon: an eigenfunction expansion approach
Discrete time dynamic multi-leader-follower games with stage-depending leaders under feedback information
Ellipsoidal methods for dynamics and control. I
Markov control processes with randomized discounted cost
A tutorial on the cross-entropy method

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4368722)