Neural network and regression spline value function approximations for stochastic dynamic programming

DOI10.1016/J.COR.2005.02.043zbMath1102.90040OpenAlexW2020375747MaRDI QIDQ850310

Victoria C. P. Chen, Aihong Wen, Cristiano Cervellera

Publication date: 15 November 2006

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

Full work available at URL: https://doi.org/10.1016/j.cor.2005.02.043

zbMATH Keywords

design of experimentsMarkov decision processorthogonal arraystatistical modelingLatin hypercubeinventory forecastingwater reservoir management

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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