A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
From MaRDI portal
Publication:5387999
DOI10.1287/moor.1060.0208zbMath1278.90422MaRDI QIDQ5387999
Benjamin van Roy, Daniela Pucci de Farias
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/7c6d3f1902d05aa33fe7042b41ec87d8ad7125db
Related Items
Managing Patient Admissions in a Neurology Ward, A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs, Approximate dynamic programming for capacity allocation in the service industry, Stochastic optimization for real time service capacity allocation under random service demand, Identifying proactive ICU patient admission, transfer and diversion policies in a public-private hospital network, Computational bounds for elevator control policies by large scale linear programming, FLOW SHOP SCHEDULING WITH REINFORCEMENT LEARNING