Pages that link to "Item:Q5704184"

The following pages link to On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming (Q5704184):

Displaying 50 items.

• Approximate dynamic programming for stochastic linear control problems on compact state spaces (Q299794) (← links)
• Approximate linear programming for networks: average cost bounds (Q342031) (← links)
• Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
• Network revenue management with inventory-sensitive bid prices and customer choice (Q421775) (← links)
• A framework and a mean-field algorithm for the local control of spatial processes (Q433494) (← links)
• Approximate dynamic programming for capacity allocation in the service industry (Q439484) (← links)
• Randomized sampling for large zero-sum games (Q490542) (← links)
• A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
• Using mathematical programming to solve factored Markov decision processes with imprecise probabilities (Q648368) (← links)
• An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
• The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
• A new learning algorithm for optimal stopping (Q839001) (← links)
• Symmetric approximate linear programming for factored MDPs with application to constrained problems (Q870814) (← links)
• Efficient approximate linear programming for factored MDPs (Q899136) (← links)
• Partially observable Markov decision process approximations for adaptive sensing (Q977009) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• Linear programming formulation for non-stationary, finite-horizon Markov decision process models (Q1728357) (← links)
• Shape constraints in economics and operations research (Q1730901) (← links)
• Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
• Uncertain convex programs: randomized solutions and confidence levels (Q1769067) (← links)
• On safe tractable approximations of chance constraints (Q1926690) (← links)
• Saddle point approximation approaches for two-stage robust optimization problems (Q2022185) (← links)
• Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees (Q2059319) (← links)
• Data-driven optimal control with a relaxed linear program (Q2063818) (← links)
• Predictive stochastic programming (Q2127363) (← links)
• A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function (Q2129136) (← links)
• Identifying proactive ICU patient admission, transfer and diversion policies in a public-private hospital network (Q2239873) (← links)
• Worst-case violation of sampled convex programs for optimization with uncertainty (Q2429409) (← links)
• Computational bounds for elevator control policies by large scale linear programming (Q2441574) (← links)
• Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
• Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
• Dynamic programming and suboptimal control: a survey from ADP to MPC (Q2511993) (← links)
• Efficient compact linear programs for network revenue management (Q2688923) (← links)
• Reductions of Approximate Linear Programs for Network Revenue Management (Q2797458) (← links)
• Linear Programming and the Control of Diffusion Processes (Q2802245) (← links)
• Computing Near-Optimal Policies in Generalized Joint Replenishment (Q2815435) (← links)
• Decomposable Markov Decision Processes: A Fluid Optimization Approach (Q2957475) (← links)
• From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming (Q4571046) (← links)
• (Q4969260) (← links)
• Probabilistic Guarantees in Robust Optimization (Q5013583) (← links)
• Technical Note—Product-Based Approximate Linear Programs for Network Revenue Management (Q5058047) (← links)
• Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds (Q5058054) (← links)
• ONLINE CAPACITY PLANNING FOR REHABILITATION TREATMENTS: AN APPROXIMATE DYNAMIC PROGRAMMING APPROACH (Q5070863) (← links)
• General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension (Q5087110) (← links)
• Spare Parts Inventory Management with Substitution-Dependent Reliability (Q5136077) (← links)
• Network-Based Approximate Linear Programming for Discrete Optimization (Q5144795) (← links)
• Generalized maximum entropy estimation (Q5214230) (← links)
• Random Projections for Linear Programming (Q5219688) (← links)
• Approximate dynamic programming via iterated Bellman inequalities (Q5256802) (← links)
• Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)