A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
From MaRDI portal
Publication:621672
DOI10.1016/J.EJOR.2010.08.002zbMath1208.90123OpenAlexW2025003926MaRDI QIDQ621672
Danilo Macciò, Cristiano Cervellera
Publication date: 28 January 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.08.002
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
Related Items (4)
Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints ⋮ Low-discrepancy sampling for approximate dynamic programming with local approximators ⋮ Approximate stochastic dynamic programming for hydroelectric production planning ⋮ Inventory -- forecasting: mind the gap
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
- Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization
- Neural network and regression spline value function approximations for stochastic dynamic programming
- Efficient sampling in approximate dynamic programming algorithms
- Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming
- Functional Optimization Through Semilocal Approximate Minimization
- Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
- Real Analysis and Probability
- On the distribution of points in a cube and the approximate evaluation of integrals
- Polynomial Approximation--A New Computational Technique in Dynamic Programming: Allocation Processes
- Controlling multi-reservoir systems.
- The elements of statistical learning. Data mining, inference, and prediction
- Approximating networks and extended Ritz method for the solution of functional optimization problems
This page was built for publication: A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization