The Linear Programming Approach to Approximate Dynamic Programming
From MaRDI portal
Recommendations
- A linear programming methodology for approximate dynamic programming
- Approximate Dynamic Programming via a Smoothed Linear Program
- Approximation of dynamic programs
- scientific article; zbMATH DE number 3995473
- Perspectives of approximate dynamic programming
- scientific article; zbMATH DE number 4174799
- Approximate dynamic programming by practical examples
- scientific article; zbMATH DE number 4083396
- Approximate solution of the equations of dynamic programming
- scientific article; zbMATH DE number 3921350
Cited in
(only showing first 100 items - show all)- Projected equation methods for approximate solution of large linear systems
- A dynamic programming extension to the steady state refinery-LP
- An approximate dynamic programming approach for the vehicle routing problem with stochastic demands
- Ambiguous partially observable Markov decision processes: structural results and applications
- Relationship between least squares Monte Carlo and approximate linear programming
- Linear programming formulation for non-stationary, finite-horizon Markov decision process models
- Large-scale unit commitment under uncertainty: an updated literature survey
- Shape constraints in economics and operations research
- An approximate dynamic programming approach for sequential pig marketing decisions at herd level
- A polyhedral approach to online bipartite matching
- State partitioning based linear program for stochastic dynamic programs: an invariance property
- A linear programming methodology for approximate dynamic programming
- A dynamic programming framework for optimal delivery time slot pricing
- Exploiting bounded rationality in risk-based cyber camouflage games
- Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees
- Data-driven optimal control with a relaxed linear program
- Transmission scheduling for multi-process multi-sensor remote estimation via approximate dynamic programming
- Fully polynomial time (,)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
- Dynamic node packing
- A column and constraint generation algorithm for the dynamic knapsack problem with stochastic item sizes
- Dynamic multi-appointment patient scheduling for radiation therapy
- Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
- Large-scale unit commitment under uncertainty
- Accelerated modified policy iteration algorithms for Markov decision processes
- Computational bounds for elevator control policies by large scale linear programming
- Efficient sampling in approximate dynamic programming algorithms
- Dynamic programming and suboptimal control: a survey from ADP to MPC
- Partially observable multistage stochastic programming
- Viability, viscosity, and storage functions in model-predictive control with terminal constraints
- Reductions of approximate linear programs for network revenue management
- Linear programming and the control of diffusion processes
- An \(\mathrm{AO}^{*}\) based exact algorithm for the Canadian traveler problem
- An iterative approach to the optimal co-design of linear control systems
- Computing near-optimal policies in generalized joint replenishment
- Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy
- Approximate dynamic programming with state aggregation applied to UAV perimeter patrol
- Decomposable Markov decision processes: A fluid optimization approach
- Approximate dynamic programming for stochastic linear control problems on compact state spaces
- Control of diffusions via linear programming
- A dynamic programming approach to the multiple-choice multi-period, knapsack problem and the recursive APL2 code
- Decomposition of large-scale stochastic optimal control problems
- Shrinking-horizon dynamic programming
- Performance bounds and suboptimal policies for linear stochastic control via LMIs
- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
- An optimal approximate dynamic programming algorithm for the lagged asset acquisition problem
- A Polyhedral Approach to Online Bipartite Matching
- scientific article; zbMATH DE number 4174799 (Why is no real title available?)
- scientific article; zbMATH DE number 3863956 (Why is no real title available?)
- An LP based approximate dynamic programming model to address airline overbooking under cancellation, refund and no-show
- Relaxations of Weakly Coupled Stochastic Dynamic Programs
- Approximate linear programming for networks: average cost bounds
- Solving the drift control problem
- Strategic capacity decision-making in a stochastic manufacturing environment using real-time approximate dynamic programming
- Robust optimizers for nonlinear programming in approximate dynamic programming
- What you should know about approximate dynamic programming
- Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control
- Network revenue management with inventory-sensitive bid prices and customer choice
- SPLINE APPROXIMATIONS TO VALUE FUNCTIONS
- Successive Approximations of Linear Control Models
- A framework and a mean-field algorithm for the local control of spatial processes
- scientific article; zbMATH DE number 1114462 (Why is no real title available?)
- Approximate dynamic programming for capacity allocation in the service industry
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- Approximate dynamic programming by practical examples
- Managing patient admissions in a neurology ward
- Toward breaking the curse of dimensionality: an FPTAS for stochastic dynamic programs with multidimensional actions and scalar states
- Relaxation analysis for the dynamic knapsack problem with stochastic item sizes
- Approximate Dynamic Programming via a Smoothed Linear Program
- Was Angelina Jolie right? Optimizing cancer prevention strategies among BRCA mutation carriers
- scientific article; zbMATH DE number 3995473 (Why is no real title available?)
- A data efficient and feasible level set method for stochastic convex optimization with expectation constraints
- SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming
- Safe policy iteration: a monotonically improving approximate policy iteration approach
- A finite time analysis of temporal difference learning with linear function approximation
- Technical note -- Product-based approximate linear programs for network revenue management
- Online capacity planning for rehabilitation treatments: an approximate dynamic programming approach
- Queueing network controls via deep reinforcement learning
- Convergence rates of moment-sum-of-squares hierarchies for optimal control problems
- Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time
- Approximations to stochastic dynamic programs via information relaxation duality
- Multiagent mechanism design without money
- Computing controlled invariant sets from data using convex optimization
- Network-based approximate linear programming for discrete optimization
- An Approximation Approach for Response-Adaptive Clinical Trial Design
- scientific article; zbMATH DE number 6318818 (Why is no real title available?)
- Approximate linear programming for average cost MDPs
- Tetris: A study of randomized constraint sampling
- A continuous-time Markov decision process for infrastructure surveillance
- Approximate dynamic programming via iterated Bellman inequalities
- Approximate dynamic programming techniques for the control of time-varying queuing systems applied to call centers with abandonments and retrials
- A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
- Quadratic approximate dynamic programming for input-affine systems
- Feature-based methods for large scale dynamic programming
- On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
- Approximate linear programming for first-order MDPs
- Value function approximation via linear programming for FMS scheduling
- Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage
- Dynamic inventory control with payment delay and credit limit
- The policy graph decomposition of multistage stochastic programming problems
This page was built for publication: The Linear Programming Approach to Approximate Dynamic Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3637395)