Výsledky vyhľadávania - dynamic programming/optimal control: approximate dynamic programming

Relaxations of Weakly Coupled Stochastic Dynamic Programs Autor Adelman, Daniel, Mersereau, Adam J

“…) approach to approximate dynamic programming. We prove various results comparing the relaxations to each other and to the optimal problem value…”
Získať plný text

Dynamic Bid Prices in Revenue Management Autor Adelman, Daniel

“…We formally derive the standard deterministic linear program (LP) for bid-price control by making an affine functional approximation to the optimal dynamic programming value function…”
Získať plný text

Automata theory meets approximate dynamic programming: Optimal control with temporal logic constraints Autor Papusha, Ivan, Jie Fu, Topcu, Ufuk, Murray, Richard M.

“… To solve this dynamic program, we propose controller synthesis algorithms based on approximate dynamic programming (ADP…”
Získať plný text

The Linear Programming Approach to Approximate Dynamic Programming Autor de Farias, D. P, Van Roy, B

“… The approach "fits" a linear combination of pre-selected basis functions to the dynamic programming cost-to-go function…”
Získať plný text

Single-network based adaptive dynamic programming optimal control for robotic manipulator with joint limitation under input saturation Autor Li, Bin, Zhan, Hong, Zhang, Xiuyu, Yang, Chenguang

“…This paper proposes an optimal control method based on adaptive dynamic programming (ADP…”
Získať plný text

Adaptive dynamic programming optimal tracking control of multi-UAVs based on zero-sum game Autor Guan, Shuaibin, Fu, Xingjian

“…This paper investigates an adaptive dynamic programming (ADP) optimal tracking control algorithm for multi-UAV systems based on zero-sum game theory, addressing external disturbances during flight…”
Získať plný text

Network revenue management with inventory-sensitive bid prices and customer choice Autor Meissner, Joern, Strauss, Arne

“… ► Approximate dynamic programming approach with an arbitrary aggregation of inventory units. ► The algorithm allows a trade-off between solution quality and runtime…”
Získať plný text

On the Minimization of Completion Time Variance with a Bicriteria Extension Autor De, Prabuddha, Ghosh, Jay B, Wells, Charles E

“… To date, the problem has not been solved in polynomial time. This paper presents a dynamic programming algorithm that is pseudopolynomial in complexity…”
Získať plný text

Yield Optimization of Display Advertising with Ad Exchange Autor Balseiro, Santiago R., Feldman, Jon, Mirrokni, Vahab, Muthukrishnan, S.

“… In this paper we formalize this combined optimization problem as a multiobjective stochastic control problem and derive an efficient policy for online ad allocation in settings with general joint…”
Získať plný text

Sensitivity Analysis of a Dynamic Fleet Management Model Using Approximate Dynamic Programming Autor Topaloglu, Huseyin, Powell, Warren B

“…We present tractable algorithms to assess the sensitivity of a stochastic dynamic fleet management model to fleet size and load availability…”
Získať plný text

A Learning Approach for Interactive Marketing to a Customer Segment Autor Bertsimas, Dimitris, Mersereau, Adam J

“…When a marketer in an interactive environment decides which messages to send to her customers, she may send messages currently thought to be most promising…”
Získať plný text

An Adaptive Sampling Algorithm for Solving Markov Decision Processes Autor Chang, Hyeong Soo, Fu, Michael C, Hu, Jiaqiao, Marcus, Steven I

“…Based on recent results for multiarmed bandit problems, we propose an adaptive sampling algorithm that approximates the optimal value of a finite-horizon Markov decision process (MDP…”
Získať plný text

A Price-Directed Approach to Stochastic Inventory/Routing Autor Adelman, Daniel

“…We consider a new approach to stochastic inventory/routing that approximates the future costs of current actions using optimal dual prices of a linear program…”
Získať plný text

Admission control in a two-class loss system with periodically varying parameters and abandonments Autor Zayas-Cabán, Gabriel, Lewis, Mark E.

“… and customers who may abandon from service. Assuming mild conditions for the parameters, a dynamic programming formulation is developed…”
Získať plný text

Undiscounted control policy generation for continuous-valued optimal control by approximate dynamic programming Autor Lock, Jonathan, McKelvey, Tomas

“… with continuous state variables. The method is based on approximate dynamic programming, and is closely related to approximate policy iteration…”
Získať plný text

Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems Autor Archibald, T. W, Black, D. P, Glazebrook, K. D

“…We utilise and develop Whittle's restless bandit formulation to analyse a simple class of inventory routing problems with direct deliveries. These routing…”
Získať plný text

From robust model predictive control to stochastic optimal control and approximate dynamic programming: A perspective gained from a personal journey Autor Lee, Jay H.

“… Dynamic programming (DP) may be the only general framework for obtaining closed-loop optimal control solutions for such systems. Due…”
Získať plný text

From robust model predictive control to stochastic optimal control and approximate dynamic programming: A perspective gained from a personal journey: Manfred Morari Special Issue Autor LEE, Jay H

Získať plný text

Pathwise Optimization for Optimal Stopping Problems Autor Desai, Vijay V., Farias, Vivek F., Moallemi, Ciamac C.

“…We introduce the pathwise optimization (PO) method, a new convex optimization procedure to produce upper and lower bounds on the optimal value (the "price") of…”
Získať plný text

Finite-Horizon ε-Optimal Tracking Control of Discrete-Time Linear Systems Using Iterative Approximate Dynamic Programming Autor Tan, Fuxiao, Luo, Bin, Guan, Xinping

“… In applying the iterative approximate dynamic programming (ADP) algorithm to determine the optimal tracking control law for linear systems, we need finite iterations to obtain the result in practical applications, instead of infinite iterations. An ε…”
Získať plný text