Adaptive value function approximation for continuous-state stochastic dynamic programming

DOI10.1016/J.COR.2012.11.016zbMath1349.90657OpenAlexW1983565664MaRDI QIDQ340326

Victoria C. P. Chen, Prashant K. Tarun, Hui-Yuan Fan

Publication date: 14 November 2016

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

Full work available at URL: https://doi.org/10.1016/j.cor.2012.11.016

zbMATH Keywords

neural networkstatistical modelingapproximate dynamic programminginventory forecastingnumber theoretic methodssequential design of experiments

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)

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