The Linear Programming Approach to Approximate Dynamic Programming
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- The policy graph decomposition of multistage stochastic programming problems
- An LP based approximate dynamic programming model to address airline overbooking under cancellation, refund and no-show
- Decomposition of large-scale stochastic optimal control problems
- Convergence rates of moment-sum-of-squares hierarchies for optimal control problems
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- Approximate dynamic programming with state aggregation applied to UAV perimeter patrol
- Fully polynomial time (,)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
- Toward breaking the curse of dimensionality: an FPTAS for stochastic dynamic programs with multidimensional actions and scalar states
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- Performance bounds and suboptimal policies for linear stochastic control via LMIs
- A finite time analysis of temporal difference learning with linear function approximation
- Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes
- Approximate linear programming for average cost MDPs
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- Relaxations of Weakly Coupled Stochastic Dynamic Programs
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- Projected equation methods for approximate solution of large linear systems
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- Relationship between least squares Monte Carlo and approximate linear programming
- Shrinking-horizon dynamic programming
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- Large-scale unit commitment under uncertainty: an updated literature survey
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- Dynamic programming and suboptimal control: a survey from ADP to MPC
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- Practical solution techniques for first-order MDPs
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- Technical note -- Product-based approximate linear programs for network revenue management
- A new learning algorithm for optimal stopping
- Approximations to stochastic dynamic programs via information relaxation duality
- A framework and a mean-field algorithm for the local control of spatial processes
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- Linear programming and the control of diffusion processes
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- A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
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- Efficient global planning in large MDPs via stochastic primal-dual optimization
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- Applying unweighted least-squares based techniques to stochastic dynamic programming: theory and application
- Reinforcement learning
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- Approximate linear programming for decentralized policy iteration in cooperative multi-agent Markov decision processes
- Dynamic inventory control with payment delay and credit limit
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- A continuous-time Markov decision process for infrastructure surveillance
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- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
- A dynamic programming extension to the steady state refinery-LP
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- Managing patient admissions in a neurology ward
- Linear programming formulation for non-stationary, finite-horizon Markov decision process models
- Robust optimizers for nonlinear programming in approximate dynamic programming
- Large-scale unit commitment under uncertainty
- MF-OMO: An Optimization Formulation of Mean-Field Games
- A data efficient and feasible level set method for stochastic convex optimization with expectation constraints
- A perspective-based convex relaxation for switched-affine optimal control
- Viability, viscosity, and storage functions in model-predictive control with terminal constraints
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