Neural network and regression spline value function approximations for stochastic dynamic programming

DOI10.1016/j.cor.2005.02.043zbMath1102.90040MaRDI QIDQ850310

Victoria C. P. Chen, Cristiano Cervellera, Aihong Wen

Publication date: 15 November 2006

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2005.02.043

zbMATH Keywords

design of experiments; Markov decision process; orthogonal array; statistical modeling; Latin hypercube; inventory forecasting; water reservoir management

Mathematics Subject Classification ID

90C15: Stochastic programming

90B50: Management decision making, including multiple objectives

90B05: Inventory, storage, reservoirs

90C39: Dynamic programming

90C40: Markov and semi-Markov decision processes

Related Items

On stochastic dynamic programming for solving large-scale planning problems under uncertainty, Efficient sampling in approximate dynamic programming algorithms

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