Approximate Dynamic Programming

From MaRDI portal
Publication:5310431

DOI10.1002/9780470182963zbMath1156.90021OpenAlexW2487144912MaRDI QIDQ5310431

Warren B. Powell

Publication date: 11 October 2007

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470182963




Related Items (only showing first 100 items - show all)

Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational EfficiencyAPPROXIMATE DYNAMIC PROGRAMMING TECHNIQUES FOR THE CONTROL OF TIME-VARYING QUEUING SYSTEMS APPLIED TO CALL CENTERS WITH ABANDONMENTS AND RETRIALSOptimal Liquidation in a Level-I Limit Order Book for Large-Tick StocksRandomized Shortest-Path Problems: Two Related ModelsIntegrated Multiresource Capacity Planning and Multitype Patient SchedulingAsymptotic analysis for multi-objective sequential stochastic assignment problemsApproximately adaptive neural cooperative control for nonlinear multiagent systems with performance guaranteeApproximation algorithms for stochastic online matching with reusable resourcesAn approximate dynamic programming approach for <scp>production‐delivery</scp> scheduling under non‐stationary demandDefense and security planning under resource uncertainty and multi‐period commitmentsDimension reduction based adaptive dynamic programming for optimal control of discrete-time nonlinear control-affine systemsMaritime inventory routing: recent trends and future directionsH optimal control of unknown linear systems by adaptive dynamic programming with applications to time‐delay systemsA deep real options policy for sequential service region design and timingCapacity and surgery partitioning: an approach for improving surgery scheduling in the inpatient surgical departmentModified general policy iteration based adaptive dynamic programming for unknown discrete‐time linear systemsAdaptive optimal control of continuous-time nonlinear affine systems via hybrid iterationoptimal control of unknown continuous time linear periodic systems by adaptive dynamic programming with applications to magnetic attitude controlBlood component preparation‐inventory problem with stochastic demand and supplyOperational Research: Milestones and Highlights of Canadian ContributionsDynamic surgery management under uncertaintyGlobal optimization on non-convex two-way interaction truncated linear multivariate adaptive regression splines using mixed integer quadratic programmingOn the sample complexity of actor-critic method for reinforcement learning with function approximationSTOCHASTIC OPTIMAL DYNAMIC CONTROL OF GIm/GIm/1n QUEUES WITH TIME-VARYING WORKLOADSOptimizing vaccine distribution in developing countries under natural disaster riskFour Canadian Contributions to Stochastic ModelingCompromise policy for multi-stage stochastic linear programming: variance and bias reductionCross-docking based factory logistics unitisation process: an approximate dynamic programming approachControlling a Fleet of Unmanned Aerial Vehicles to Collect Uncertain Information in a Threat EnvironmentSOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICSEllipsoidal Methods for Adaptive Choice-Based Conjoint AnalysisExperience replay–based output feedback Q‐learning scheme for optimal output tracking control of discrete‐time linear systemsProcess Flexibility for Multiperiod Production SystemsEasy Affine Markov Decision ProcessesOn the Taylor Expansion of Value FunctionsSpare Parts Inventory Management with Substitution-Dependent ReliabilitySampling Scenario Set Partition Dual Bounds for Multistage Stochastic ProgramsOPTIMALLY REPLACING MULTIPLE SYSTEMS IN A SHARED ENVIRONMENTNetwork-Based Approximate Linear Programming for Discrete OptimizationAn Approximation Approach for Response-Adaptive Clinical Trial DesignStrategic capacity decision-making in a stochastic manufacturing environment using real-time approximate dynamic programmingAn approximate dynamic programing approach to the development of heuristics for the scheduling of impatient jobs in a clearing systemLong-term planning of a container terminal under demand uncertainty and economies of scaleQuadratic approximate dynamic programming for input‐affine systemsA Machine Learning Approach to Adaptive Robust Utility Maximization and HedgingOptimal Bayesian adaptive trials when treatment efficacy depends on biomarkersOnline H∞ control for completely unknown nonlinear systems via an identifier–critic-based ADP structureTHE SEQUENTIAL STOCHASTIC ASSIGNMENT PROBLEM WITH POSTPONEMENT OPTIONSComputable approximations for average Markov decision processes in continuous timeWhat you should know about simulation and derivativesMinimising average passenger waiting time in personal rapid transit systemsOpportunistic Transmission over Randomly Varying ChannelsWhat you should know about approximate dynamic programmingValue and Policy Function Approximations in Infinite-Horizon Optimization ProblemsTwo-Armed Restless Bandits with Imperfect Information: Stochastic Control and IndexabilityObserver‐based adaptive optimal output containment control problem of linear heterogeneous Multiagent systems with relative output measurementsOutput‐feedback H quadratic tracking control of linear systems using reinforcement learningIntelligent Human–Robot Interaction Systems Using Reinforcement Learning and Neural NetworksA perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costsTime-varying Markov decision processes with state-action-dependent discount factors and unbounded costsSuboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal ConsumptionThe locomotive assignment problem: a survey on optimization modelsA Continuous-Time Markov Decision Process for Infrastructure SurveillanceTIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTIONDistributionally robust optimization for sequential decision-makingA Review Selection Method for Finding an Informative Subset from Online ReviewsMultistage Stochastic Power Generation Scheduling Co-Optimizing Energy and Ancillary ServicesUnnamed ItemEmpirical Q-Value IterationApproximate dynamic programming via iterated Bellman inequalitiesUnnamed ItemUnnamed ItemApproximation of average cost Markov decision processes using empirical distributions and concentration inequalitiesAdaptive Bin Packing with OverflowConcentration of Contractive Stochastic Approximation and Reinforcement LearningHomotopic policy iteration-based learning design for unknown linear continuous-time systemsApproximate policy iteration: a survey and some new methodsA review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applicationsStochastic system controller synthesis for reachability specifications encoded by random setsNew integer optimization models and an approximate dynamic programming algorithm for the lot-sizing and scheduling problem with sequence-dependent setupsApproximate dynamic programming for an energy-efficient parallel machine scheduling problemApproximate dynamic programming with state aggregation applied to UAV perimeter patrolExperimental Design for Partially Observed Markov Decision ProcessesUnnamed ItemUnnamed ItemAlgorithms for Optimal Control of Stochastic Switching SystemsParticle methods for stochastic optimal control problemsResilient reinforcement learning and robust output regulation under denial-of-service attacksProviding Consistent Opinions from Online Reviews: A Heuristic Stepwise Optimization ApproachDynamic pooled capacity deployment for urban parcel logisticsModel-free finite-horizon optimal tracking control of discrete-time linear systemsNeuro-optimal tracking control for a class of discrete-time nonlinear systems via generalized value iteration adaptive dynamic programming approachMarkov Reward Models and Markov Decision Processes in Discrete and Continuous Time: Performance Evaluation and OptimizationPolicy iterations for reinforcement learning problems in continuous time and space -- fundamental theory and methodsTime-optimal control of large-scale systems of systems using compositional optimizationEfficient algorithms of pathwise dynamic programming for decision optimization in mining operationsMature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programmingA stochastic control formalism for dynamic biologically conformal radiation therapyOptimal patient and personnel scheduling policies for care-at-home service facilitiesSolving the dynamic ambulance relocation and dispatching problem using approximate dynamic programming




This page was built for publication: Approximate Dynamic Programming