Search Results - (dynamic OR dynamika) programming/optimal control: approximate (dynamic OR dynamika) programming

The Linear Programming Approach to Approximate Dynamic Programming by 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…”
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Single-network based adaptive dynamic programming optimal control for robotic manipulator with joint limitation under input saturation by Li, Bin, Zhan, Hong, Zhang, Xiuyu, Yang, Chenguang

“…This paper proposes an optimal control method based on adaptive dynamic programming (ADP…”
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Adaptive dynamic programming optimal tracking control of multi-UAVs based on zero-sum game by 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…”
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Relaxations of Weakly Coupled Stochastic Dynamic Programs by 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…”
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Dynamic Bid Prices in Revenue Management by 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…”
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Network revenue management with inventory-sensitive bid prices and customer choice by 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…”
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Yield Optimization of Display Advertising with Ad Exchange by 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…”
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Sensitivity Analysis of a Dynamic Fleet Management Model Using Approximate Dynamic Programming by 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…”
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Automata theory meets approximate dynamic programming: Optimal control with temporal logic constraints by 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…”
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A Learning Approach for Interactive Marketing to a Customer Segment by 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…”
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An Adaptive Sampling Algorithm for Solving Markov Decision Processes by 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…”
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A Price-Directed Approach to Stochastic Inventory/Routing by 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…”
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Admission control in a two-class loss system with periodically varying parameters and abandonments by 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…”
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Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems by 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…”
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Pathwise Optimization for Optimal Stopping Problems by 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…”
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On the Minimization of Completion Time Variance with a Bicriteria Extension by 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…”
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Comparison of Some Suboptimal Control Policies in Medical Drug Therapy by Hu, Chuanpu, Lovejoy, William S, Shafer, Steven L

“… updated after blood samples are taken during the therapy. In this paper we define some tractable policies for adaptive control of drug concentrations in compartment models and compare their performances using computer simulation in a one-compartment model…”
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Hedging Derivative Securities and Incomplete Markets: An {varepsilon}-Arbitrage Approach by Bertsimas, Dimitris, Kogan, Leonid, Lo, Andrew W

“…—that most closely approximates the payoff function at maturity. By applying stochastic dynamic programming to the minimization of a mean-squared error loss function under Markov…”
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Perturbation Analysis for the Design of Flexible Manufacturing System Flow Controllers by Caramanis, Michael, Liberopoulos, George

“…Dynamic allocation of stochastic capacity among competing activities in a just in time manufacturing environment is addressed by optimal flow control…”
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Parallel control-based event-driven approximate optimal control of discrete-time nonlinear systems by Zehua LIAO, Ziyu LIANG, Tianmin ZHOU, Jingwei LU, Qinglai WEI

“… on the Lyapunov method.Secondly, a parallel control method using neural networks and adaptive dynamic programming techniques was proposed to predict the next state of the system and to obtain the optimal value function and control…”
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