Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization

DOI10.1287/ijoc.2016.0733zbMath1371.90137OpenAlexW2605711652MaRDI QIDQ5364280

Belgacem Bouzaïene-Ayari, Somayeh Moazeni, Boris Defourny, Warren B. Powell

Publication date: 4 October 2017

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2016.0733

zbMATH Keywords

learningdynamic optimizationderivative-free optimizationdirect policy searchenergy storageparallel optimizationrisk-averse stochastic optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage ⋮ Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning ⋮ A unified framework for stochastic optimization

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